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.
2026-08-20 19:48:05 +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 +1,86 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// BBS: Bollinger Band Squeeze - Quantower Indicator Adapter
+/// Detects when Bollinger Bands contract inside Keltner Channels.
+/// Outputs bandwidth histogram with squeeze dots at zero line.
+/// </summary>
+[SkipLocalsInit]
+public sealed class BbsIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("BB Period", sortIndex: 1, 1, 500, 1, 0)]
+    public int BbPeriod { get; set; } = 20;
+
+    [InputParameter("BB Multiplier", sortIndex: 2, 0.1, 10.0, 0.1, 1)]
+    public double BbMult { get; set; } = 2.0;
+
+    [InputParameter("KC Period", sortIndex: 3, 1, 500, 1, 0)]
+    public int KcPeriod { get; set; } = 20;
+
+    [InputParameter("KC Multiplier", sortIndex: 4, 0.1, 10.0, 0.1, 1)]
+    public double KcMult { get; set; } = 1.5;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    private Bbs _bbs = null!;
+    private readonly LineSeries _bandwidthSeries;
+    private readonly LineSeries _squeezeSeries;
+
+    public override string ShortName => $"BBS({BbPeriod},{BbMult:F1},{KcPeriod},{KcMult:F1})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/bbs/Bbs.Quantower.cs";
+
+    public BbsIndicator()
+    {
+        Name = "BBS - Bollinger Band Squeeze";
+        Description = "Detects when Bollinger Bands contract inside Keltner Channels, indicating consolidation before breakout";
+        SeparateWindow = true;
+        OnBackGround = true;
+
+        _bandwidthSeries = new LineSeries("Bandwidth", Color.Cyan, 2, LineStyle.Histogramm);
+        _squeezeSeries = new LineSeries("Squeeze", Color.Red, 4, LineStyle.Dot);
+
+        AddLineSeries(_bandwidthSeries);
+        AddLineSeries(_squeezeSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _bbs = new Bbs(BbPeriod, BbMult, KcPeriod, KcMult);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        bool isNew = args.IsNewBar();
+
+        TValue result = _bbs.Update(bar, isNew);
+
+        if (!ShowColdValues && !_bbs.IsHot)
+        {
+            return;
+        }
+
+        int offset = args.Reason == UpdateReason.HistoricalBar ? 0 : -1;
+
+        // Set bandwidth histogram
+        _bandwidthSeries.SetValue(result.Value, offset);
+
+        // Set squeeze indicator dot at zero line
+        _squeezeSeries.SetValue(0, offset);
+
+        // Red dot = squeeze on, Green dot = squeeze off
+        Color squeezeColor = _bbs.SqueezeOn ? Color.Red : Color.Green;
+        _squeezeSeries.SetMarker(offset, squeezeColor);
+    }
+}