Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval

This commit is contained in:
Miha Kralj
2025-12-24 13:50:19 -08:00
parent c47b106597
commit 8917575994
101 changed files with 1311 additions and 450292 deletions
+2 -2
View File
@@ -23,9 +23,9 @@ public class BlmaIndicatorTests
{
var indicator = new BlmaIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, BlmaIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
+16 -21
View File
@@ -1,9 +1,10 @@
using System;
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public class BlmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
@@ -17,47 +18,41 @@ public class BlmaIndicator : Indicator, IWatchlistIndicator
private Blma? _ma;
protected LineSeries? _series;
protected string? SourceName;
private Func<IHistoryItem, double>? _priceSelector;
public int MinHistoryDepths => Period;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"BLMA {Period}";
public override string ShortName => $"BLMA {Period}:{SourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/blma/Blma.Quantower.cs";
public BlmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "BLMA - Blackman Window Moving Average";
Description = "A moving average using the Blackman window function for superior noise suppression.";
SeparateWindow = false;
_series = new(name: "BLMA", color: Color.Yellow, width: 2, style: LineStyle.Solid);
_series = new(name: $"BLMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_ma = new Blma(Period);
SourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
TValue result = _ma!.Update(input, isNew);
TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
if (!_ma.IsHot && !ShowColdValues)
{
return;
}
_series!.SetValue(result.Value);
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, _series!, _ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
_series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
}
}
+16 -14
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@@ -150,12 +150,22 @@ public sealed class Blma : AbstractBase
private static double CalculateWeightedSum(RingBuffer buffer, ReadOnlySpan<double> weights)
{
double sum = 0;
for (int i = 0; i < buffer.Count; i++)
int start = buffer.StartIndex;
int count = buffer.Count;
int capacity = buffer.Capacity;
if (start + count <= capacity)
{
sum += buffer[i] * weights[i];
return buffer.InternalBuffer.Slice(start, count).DotProduct(weights);
}
return sum;
int firstPartLength = capacity - start;
int secondPartLength = count - firstPartLength;
double sum1 = buffer.InternalBuffer.Slice(start, firstPartLength).DotProduct(weights[..firstPartLength]);
double sum2 = buffer.InternalBuffer.Slice(0, secondPartLength).DotProduct(weights[firstPartLength..]);
return sum1 + sum2;
}
public static void Calculate(ReadOnlySpan<double> source, Span<double> destination, int period)
@@ -200,11 +210,7 @@ public sealed class Blma : AbstractBase
}
else
{
double sum = 0;
for (int j = 0; j < count; j++)
{
sum += source[i - count + 1 + j] * currentWeights[j];
}
double sum = source.Slice(i - count + 1, count).DotProduct(currentWeights);
destination[i] = sum / currentWeightSum;
}
}
@@ -212,11 +218,7 @@ public sealed class Blma : AbstractBase
else
{
// Full period
double sum = 0;
for (int j = 0; j < period; j++)
{
sum += source[i - period + 1 + j] * weights[j];
}
double sum = source.Slice(i - period + 1, period).DotProduct(weights);
destination[i] = sum / weightSum;
}
}