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
@@ -25,12 +25,12 @@ public class AdlIndicatorTests
}
[Fact]
public void AdlIndicator_SourceCodeLink_IsValid()
public void AdlIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new AdlIndicator();
Assert.Contains("github.com", indicator.SourceCodeLink);
Assert.Contains("Adl.Quantower.cs", indicator.SourceCodeLink);
Assert.Equal(0, AdlIndicator.MinHistoryDepths);
Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
}
[Fact]
+13 -8
View File
@@ -1,12 +1,17 @@
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class AdlIndicator : Indicator, IWatchlistIndicator
[SkipLocalsInit]
public sealed class AdlIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Adl? _adl;
protected LineSeries? AdlSeries;
private readonly LineSeries? _series;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
@@ -21,23 +26,23 @@ public class AdlIndicator : Indicator, IWatchlistIndicator
Name = "ADL - Accumulation/Distribution Line";
Description = "Accumulation/Distribution Line";
AdlSeries = new(name: "ADL", color: Color.Blue, width: 2, style: LineStyle.Solid);
AddLineSeries(AdlSeries);
_series = new(name: "ADL", color: Color.Blue, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_adl = new Adl();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
TBar bar = this.GetInputBar(args);
TValue result = _adl!.Update(bar, isNew);
TValue result = _adl!.Update(bar, args.IsNewBar());
AdlSeries!.SetValue(result.Value);
_series!.SetValue(result.Value, _adl.IsHot, ShowColdValues);
}
}
+15 -11
View File
@@ -20,24 +20,28 @@ public class AdoscIndicatorTests
}
[Fact]
public void AdoscIndicator_MinHistoryDepths_EqualsSlowPeriod()
public void AdoscIndicator_MinHistoryDepths_EqualsZero()
{
var indicator = new AdoscIndicator { SlowPeriod = 20 };
var indicator = new AdoscIndicator
{
SlowPeriod = 20
};
Assert.Equal(20, indicator.MinHistoryDepths);
Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
IWatchlistIndicator watchlistIndicator = indicator;
Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
}
[Fact]
public void AdoscIndicator_ShortName_IncludesParameters()
public void AdoscIndicator_SlowPeriod_CanBeChanged()
{
var indicator = new AdoscIndicator { FastPeriod = 10, SlowPeriod = 40 };
indicator.Initialize();
var indicator = new AdoscIndicator
{
SlowPeriod = 40
};
Assert.Contains("ADOSC", indicator.ShortName);
Assert.Contains("10", indicator.ShortName);
Assert.Contains("40", indicator.ShortName);
Assert.Equal(40, indicator.SlowPeriod);
Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
}
[Fact]
@@ -117,6 +121,6 @@ public class AdoscIndicatorTests
Assert.Equal(10, indicator.FastPeriod);
Assert.Equal(40, indicator.SlowPeriod);
Assert.Equal(40, indicator.MinHistoryDepths);
Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
}
}
+11 -14
View File
@@ -1,9 +1,11 @@
using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class AdoscIndicator : Indicator, IWatchlistIndicator
[SkipLocalsInit]
public sealed class AdoscIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Fast Period", sortIndex: 1, 1, 1000, 1, 0)]
public int FastPeriod { get; set; } = 3;
@@ -15,9 +17,9 @@ public class AdoscIndicator : Indicator, IWatchlistIndicator
public bool ShowColdValues { get; set; } = true;
private Adosc? _adosc;
protected LineSeries? Series;
private readonly LineSeries? _series;
public int MinHistoryDepths => SlowPeriod;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"ADOSC {FastPeriod}:{SlowPeriod}";
@@ -30,28 +32,23 @@ public class AdoscIndicator : Indicator, IWatchlistIndicator
Name = "ADOSC - Accumulation/Distribution Oscillator";
Description = "Momentum indicator for the Accumulation/Distribution Line";
Series = new(name: "ADOSC", color: Color.Orange, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
_series = new(name: "ADOSC", color: Color.Orange, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_adosc = new Adosc(FastPeriod, SlowPeriod);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
TBar bar = this.GetInputBar(args);
TValue result = _adosc!.Update(bar, isNew);
TValue result = _adosc!.Update(bar, args.IsNewBar());
if (!_adosc.IsHot && !ShowColdValues)
{
return;
}
Series!.SetValue(result.Value);
_series!.SetValue(result.Value, _adosc.IsHot, ShowColdValues);
}
}