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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/vidya/Vidya.Quantower.Tests.cs
+17 -12
View File
@@ -23,8 +23,8 @@ public class VidyaIndicatorTests
{
var indicator = new VidyaIndicator { Period = 20 };
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
Assert.Equal(0, VidyaIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
@@ -56,14 +56,17 @@ public class VidyaIndicatorTests
// Add historical data
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
for (int i = 0; i < 10; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
// Process update
var args = new UpdateArgs(UpdateReason.HistoricalBar);
indicator.ProcessUpdate(args);
}
// Line series should have a value
Assert.Equal(1, indicator.LinesSeries[0].Count);
Assert.True(indicator.LinesSeries[0].Count > 0);
Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
}
@@ -94,10 +97,12 @@ public class VidyaIndicatorTests
// Add historical data
var now = DateTime.UtcNow;
indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
for (int i = 0; i < 50; i++)
{
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
// Process historical bar first
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
double firstValue = indicator.LinesSeries[0].GetValue(0);
// Update with new tick (same bar data - simulates intrabar update)
@@ -164,6 +169,6 @@ public class VidyaIndicatorTests
indicator.Period = 20;
Assert.Equal(20, indicator.Period);
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, VidyaIndicator.MinHistoryDepths);
}
}
lib/trends/vidya/Vidya.Quantower.cs
+25 -21
View File
@@ -1,9 +1,11 @@
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class VidyaIndicator : Indicator, IWatchlistIndicator
[SkipLocalsInit]
public sealed class VidyaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
public int Period { get; set; } = 14;
@@ -14,45 +16,47 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Vidya? ma;
protected LineSeries? Series;
protected string? SourceName;
private Vidya? _ma;
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 => $"VIDYA {Period}:{SourceName}";
public override string ShortName => $"VIDYA {Period}:{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/vidya/Vidya.Quantower.cs";
public VidyaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
_sourceName = Source.ToString();
Name = "VIDYA - Variable Index Dynamic Average";
Description = "Variable Index Dynamic Average (Chande)";
Series = new(name: $"VIDYA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
_series = new(name: $"VIDYA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
ma = new Vidya(Period);
SourceName = Source.ToString();
_ma = new Vidya(Period);
_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);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick)
return;
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, Period, showColdValues: ShowColdValues, tension: 0.2);
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
_series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
_series!.SetMarker(0, Color.Transparent);
}
}