mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 03:58:04 +00:00
Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval
This commit is contained in:
@@ -23,8 +23,8 @@ public class SsfIndicatorTests
|
||||
{
|
||||
var indicator = new SsfIndicator { Period = 20 };
|
||||
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
Assert.Equal(0, SsfIndicator.MinHistoryDepths);
|
||||
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
@@ -164,6 +164,6 @@ public class SsfIndicatorTests
|
||||
|
||||
indicator.Period = 20;
|
||||
Assert.Equal(20, indicator.Period);
|
||||
Assert.Equal(20, indicator.MinHistoryDepths);
|
||||
Assert.Equal(0, SsfIndicator.MinHistoryDepths);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,11 +1,14 @@
|
||||
using System;
|
||||
using System.Drawing;
|
||||
using System.Runtime.CompilerServices;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class SsfIndicator : Indicator, IWatchlistIndicator
|
||||
[SkipLocalsInit]
|
||||
public sealed class SsfIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
|
||||
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
|
||||
public int Period { get; set; } = 10;
|
||||
|
||||
[IndicatorExtensions.DataSourceInput]
|
||||
@@ -14,51 +17,40 @@ public class SsfIndicator : Indicator, IWatchlistIndicator
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Ssf? ma;
|
||||
protected LineSeries? Series;
|
||||
protected string? SourceName;
|
||||
private int _warmupBarIndex = -1;
|
||||
private Ssf? _ssf;
|
||||
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 => $"SSF {Period}:{SourceName}";
|
||||
public override string ShortName => $"SSF {Period}:{_sourceName}";
|
||||
|
||||
public SsfIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = false;
|
||||
SourceName = Source.ToString();
|
||||
Name = "SSF - Super Smooth Filter";
|
||||
Description = "Ehlers Super Smooth Filter";
|
||||
Series = new(name: $"SSF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(Series);
|
||||
_series = new(name: $"SSF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(_series);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
ma = new Ssf(Period);
|
||||
SourceName = Source.ToString();
|
||||
_warmupBarIndex = -1;
|
||||
_priceSelector = Source.GetPriceSelector();
|
||||
_sourceName = Source.ToString();
|
||||
_ssf = new Ssf(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);
|
||||
Series!.SetValue(result.Value);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
|
||||
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 = _ssf!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
|
||||
_series!.SetValue(value, _ssf.IsHot, ShowColdValues);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user