Add Stochastic Oscillator implementation and validation tests

- Implemented Stochastic Oscillator (%K and %D) in Stoch.cs with streaming and batch processing capabilities. - Added validation tests for the Stochastic Oscillator in Stoch.Validation.Tests.cs, ensuring consistency with Skender.Stock.Indicators. - Created documentation for the Stochastic Oscillator in Stoch.md, detailing its mathematical formula, architecture, parameters, and common pitfalls. - Updated project file to include necessary numeric libraries for highest and lowest calculations.
2026-08-24 13:38:05 +00:00 · 2026-02-12 14:29:54 -08:00
parent 653aafacd8
commit 92709ef2ed
73 changed files with 14721 additions and 35 deletions
@@ -0,0 +1,84 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class AcIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Fast Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int FastPeriod { get; set; } = 5;
+
+    [InputParameter("Slow Period", sortIndex: 2, 1, 1000, 1, 0)]
+    public int SlowPeriod { get; set; } = 34;
+
+    [InputParameter("AC Period", sortIndex: 3, 1, 1000, 1, 0)]
+    public int AcPeriod { get; set; } = 5;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Ac _ac = null!;
+    private readonly LineSeries _upSeries;
+    private readonly LineSeries _downSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"AC {FastPeriod}:{SlowPeriod}:{AcPeriod}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/ac/Ac.Quantower.cs";
+
+    public AcIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "AC - Acceleration Oscillator";
+        Description = "Measures acceleration/deceleration of market driving force";
+
+        _upSeries = new LineSeries(name: "AC Up", color: Color.Green, width: 2, style: LineStyle.Solid);
+        _downSeries = new LineSeries(name: "AC Down", color: Color.Red, width: 2, style: LineStyle.Solid);
+
+        AddLineSeries(_upSeries);
+        AddLineSeries(_downSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _ac = new Ac(FastPeriod, SlowPeriod, AcPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue result = _ac.Update(this.GetInputBar(args), args.IsNewBar());
+
+        if (!_ac.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        double prevAc = double.NaN;
+        if (Count > 1)
+        {
+            prevAc = _upSeries.GetValue(1);
+            if (double.IsNaN(prevAc))
+            {
+                prevAc = _downSeries.GetValue(1);
+            }
+        }
+
+        if (double.IsNaN(prevAc) || result.Value > prevAc)
+        {
+            _upSeries.SetValue(result.Value);
+            _downSeries.SetValue(double.NaN);
+        }
+        else
+        {
+            _downSeries.SetValue(result.Value);
+            _upSeries.SetValue(double.NaN);
+        }
+    }
+}