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.
2026-08-22 12:38:06 +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 +1,75 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class PgoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Pgo _pgo = null!;
+    private readonly LineSeries _series;
+    private readonly LineSeries _zeroLine;
+    private readonly LineSeries _obLine;
+    private readonly LineSeries _osLine;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"PGO ({Period})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/pgo/Pgo.Quantower.cs";
+
+    public PgoIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "PGO - Pretty Good Oscillator";
+        Description = "Distance from SMA normalized by ATR (units: ATR multiples)";
+
+        _series = new LineSeries("PGO", Color.Yellow, 2, LineStyle.Solid);
+        _zeroLine = new LineSeries("Zero", Color.Gray, 1, LineStyle.Solid);
+        _obLine = new LineSeries("OB", Color.FromArgb(128, Color.Red), 1, LineStyle.Dash);
+        _osLine = new LineSeries("OS", Color.FromArgb(128, Color.Green), 1, LineStyle.Dash);
+        AddLineSeries(_series);
+        AddLineSeries(_zeroLine);
+        AddLineSeries(_obLine);
+        AddLineSeries(_osLine);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _pgo = new Pgo(Period);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double open = item[PriceType.Open];
+        double high = item[PriceType.High];
+        double low = item[PriceType.Low];
+        double close = item[PriceType.Close];
+        double volume = item[PriceType.Volume];
+
+        TBar bar = new(item.TimeLeft, open, high, low, close, volume);
+        TValue result = _pgo.Update(bar, args.IsNewBar());
+
+        if (!_pgo.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        _series.SetValue(result.Value);
+        _zeroLine.SetValue(0.0);
+        _obLine.SetValue(3.0);
+        _osLine.SetValue(-3.0);
+    }
+}