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 -14
View File
@@ -24,9 +24,9 @@ public class PwmaIndicatorTests
{
var indicator = new PwmaIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, PwmaIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
@@ -113,17 +113,6 @@ public class PwmaIndicatorTests
Assert.True(double.IsFinite(secondValue));
}
[Fact]
public void PwmaIndicator_OnPaintChart_DoesNotThrow()
{
var indicator = new PwmaIndicator();
indicator.Initialize();
var method = indicator.GetType().GetMethod("OnPaintChart");
Assert.NotNull(method);
Assert.Equal(typeof(PwmaIndicator), method.DeclaringType);
}
[Fact]
public void PwmaIndicator_MultipleUpdates_ProducesCorrectPwmaSequence()
{
@@ -174,6 +163,6 @@ public class PwmaIndicatorTests
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, PwmaIndicator.MinHistoryDepths);
}
}
+21 -26
View File
@@ -1,9 +1,12 @@
using System;
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class PwmaIndicator : Indicator, IWatchlistIndicator
[SkipLocalsInit]
public sealed class PwmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 14;
@@ -14,50 +17,42 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Pwma? _ma;
private int _warmupBarIndex = -1;
protected LineSeries? Series;
protected string? SourceName;
private Pwma? _pwma;
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 => $"PWMA {Period}:{SourceName}";
public override string ShortName => $"PWMA {Period}:{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/pwma/Pwma.Quantower.cs";
public PwmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "PWMA - Parabolic Weighted Moving Average";
Description = "Weighted Moving Average with parabolic weighting";
Series = new(name: $"PWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
Description = "Parabolic Weighted Moving Average";
_series = new(name: $"PWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_ma = new Pwma(Period);
_warmupBarIndex = -1;
SourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
_sourceName = Source.ToString();
_pwma = new Pwma(Period);
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); //OnPaintChart draws the line, hidden here
bool isNew = args.IsNewBar();
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
double value = _pwma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
_series!.SetValue(value, _pwma.IsHot, ShowColdValues);
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
}
}