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 +1,64 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class SmiIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("K Period", sortIndex: 1, 1, 500, 1, 0)]
+    public int KPeriod { get; set; } = 10;
+
+    [InputParameter("K Smooth", sortIndex: 2, 1, 100, 1, 0)]
+    public int KSmooth { get; set; } = 3;
+
+    [InputParameter("D Smooth", sortIndex: 3, 1, 100, 1, 0)]
+    public int DSmooth { get; set; } = 3;
+
+    [InputParameter("Use Blau method", sortIndex: 4)]
+    public bool Blau { get; set; } = true;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Smi _smi = null!;
+    private readonly LineSeries _kSeries;
+    private readonly LineSeries _dSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"SMI {KPeriod},{KSmooth},{DSmooth}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/smi/Smi.Quantower.cs";
+
+    public SmiIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "SMI";
+        Description = "Stochastic Momentum Index with K and D lines";
+
+        _kSeries = new LineSeries(name: "K", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        _dSeries = new LineSeries(name: "D", color: Color.Red, width: 2, style: LineStyle.Solid);
+
+        AddLineSeries(_kSeries);
+        AddLineSeries(_dSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _smi = new Smi(KPeriod, KSmooth, DSmooth, Blau);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        _smi.Update(this.GetInputBar(args), args.IsNewBar());
+
+        _kSeries.SetValue(_smi.K.Value, _smi.IsHot, ShowColdValues);
+        _dSeries.SetValue(_smi.D.Value, _smi.IsHot, ShowColdValues);
+    }
+}