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 -3
View File
@@ -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);
}
}
+21 -29
View File
@@ -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);
}
}