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Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval

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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
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lib/trends/lsma/Lsma.Quantower.Tests.cs
+4 -15
View File
@@ -10,7 +10,7 @@ public class LsmaIndicatorTests
{
var indicator = new LsmaIndicator();
Assert.Equal(14, indicator.Period);
Assert.Equal(25, indicator.Period);
Assert.Equal(0, indicator.Offset);
Assert.Equal(SourceType.Close, indicator.Source);
Assert.True(indicator.ShowColdValues);
@@ -24,8 +24,8 @@ public class LsmaIndicatorTests
{
var indicator = new LsmaIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
Assert.Equal(0, LsmaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
@@ -35,7 +35,6 @@ public class LsmaIndicatorTests
Assert.Contains("LSMA", indicator.ShortName);
Assert.Contains("15", indicator.ShortName);
Assert.Contains("2", indicator.ShortName);
}
[Fact]
@@ -113,16 +112,6 @@ public class LsmaIndicatorTests
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void LsmaIndicator_OnPaintChart_DoesNotThrow()
{
var indicator = new LsmaIndicator();
indicator.Initialize();
var method = indicator.GetType().GetMethod("OnPaintChart");
Assert.NotNull(method);
Assert.Equal(typeof(LsmaIndicator), method.DeclaringType);
}
[Fact]
public void LsmaIndicator_MultipleUpdates_ProducesCorrectSequence()
@@ -177,6 +166,6 @@ public class LsmaIndicatorTests
indicator.Offset = 2;
Assert.Equal(20, indicator.Period);
Assert.Equal(2, indicator.Offset);
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, LsmaIndicator.MinHistoryDepths);
}
}
lib/trends/lsma/Lsma.Quantower.cs
+22 -31
View File
@@ -1,12 +1,15 @@
using System;
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class LsmaIndicator : Indicator, IWatchlistIndicator
[SkipLocalsInit]
public sealed class LsmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
public int Period { get; set; } = 14;
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 25;
[InputParameter("Offset", sortIndex: 2, -1000, 1000, 1, 0)]
public int Offset { get; set; } = 0;
@@ -17,53 +20,41 @@ public class LsmaIndicator : Indicator, IWatchlistIndicator
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Lsma? ma;
protected LineSeries? Series;
protected string? SourceName;
private int _warmupBarIndex = -1;
private Lsma? _lsma;
private readonly LineSeries? _series;
private string? _sourceName;
private Func<IHistoryItem, double>? _priceSelector;
public int MinHistoryDepths => Period;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"LSMA {Period}:{Offset}:{SourceName}";
public override string ShortName => $"LSMA {Period}:{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/lsma/Lsma.Quantower.cs";
public LsmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "LSMA - Least Squares Moving Average";
Description = "Least Squares Moving Average";
Series = new(name: $"LSMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
_series = new(name: $"LSMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
ma = new Lsma(Period, Offset);
SourceName = Source.ToString();
_warmupBarIndex = -1; // Reset warmup tracking when period changes
_priceSelector = Source.GetPriceSelector();
_sourceName = Source.ToString();
_lsma = new Lsma(Period, Offset);
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);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
// Track when IsHot becomes true for the first time
if (_warmupBarIndex < 0 && ma!.IsHot)
_warmupBarIndex = Count;
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
bool isNew = args.IsNewBar();
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
double value = _lsma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
_series!.SetValue(value, _lsma.IsHot, ShowColdValues);
}
}