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
+3 -13
View File
@@ -24,8 +24,8 @@ public class HmaIndicatorTests
var indicator = new HmaIndicator { Period = 16 };
// HMA warmup is roughly Period + Sqrt(Period)
// 16 + Sqrt(16) = 16 + 4 = 20
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
Assert.Equal(0, HmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
@@ -112,16 +112,6 @@ public class HmaIndicatorTests
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void HmaIndicator_OnPaintChart_DoesNotThrow()
{
var indicator = new HmaIndicator();
indicator.Initialize();
var method = indicator.GetType().GetMethod("OnPaintChart");
Assert.NotNull(method);
Assert.Equal(typeof(HmaIndicator), method.DeclaringType);
}
[Fact]
public void HmaIndicator_MultipleUpdates_ProducesCorrectHmaSequence()
@@ -174,6 +164,6 @@ public class HmaIndicatorTests
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
// 20 + sqrt(20) = 20 + 4 = 24
Assert.Equal(24, indicator.MinHistoryDepths);
Assert.Equal(0, HmaIndicator.MinHistoryDepths);
}
}
+10 -15
View File
@@ -1,8 +1,10 @@
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public class HmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
@@ -15,11 +17,11 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
public bool ShowColdValues { get; set; } = true;
private Hma? ma;
private int _warmupBarIndex = -1;
protected LineSeries? Series;
protected string? SourceName;
private Func<IHistoryItem, double>? _priceSelector;
public int MinHistoryDepths => Period + (int)Math.Sqrt(Period); // Approximate warmup
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"HMA {Period}:{SourceName}";
@@ -39,25 +41,18 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
protected override void OnInit()
{
ma = new Hma(Period);
_warmupBarIndex = -1;
SourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
TValue result = ma!.Update(input, isNew);
if (_warmupBarIndex < 0 && ma!.IsHot)
_warmupBarIndex = Count;
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent);
}
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
}
}