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
@@ -24,9 +24,9 @@ public class ButterIndicatorTests
{
var indicator = new ButterIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, ButterIndicator.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 ButterIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
@@ -17,47 +18,41 @@ public class ButterIndicator : Indicator, IWatchlistIndicator
private Butter? _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 => $"BUTTER {Period}";
public override string ShortName => $"BUTTER {Period}:{SourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/butter/Butter.Quantower.cs";
public ButterIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "BUTTER - Butterworth Filter";
Description = "A 2nd-order low-pass filter with maximally flat frequency response in the passband.";
SeparateWindow = false;
_series = new(name: "BUTTER", color: Color.Orange, width: 2, style: LineStyle.Solid);
_series = new(name: $"BUTTER {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_ma = new Butter(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);
}
}