gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-07-28 01:37:43 +00:00
Code Issues Packages Projects Releases Wiki Activity

sln file

Browse Source
This commit is contained in:
Miha Kralj
2024-09-30 07:30:27 -07:00
parent 060567b1f0 d5bf378f69
commit 93085d24bd
23 changed files with 32 additions and 387 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.github/workflows/main_automation.yml
+3 -2
View File
@@ -70,12 +70,13 @@ jobs:
-p:PackageVersion=${{ github.ref == 'refs/heads/dev' && steps.gitversion.outputs.FullSemVer || steps.gitversion.outputs.MajorMinorPatch }}
dotnet build ./quantower/Averages/Averages.csproj --configuration Release --nologo
dotnet build ./quantower/Statistics/Statistics.csproj --configuration Release --nologo
dotnet build ./quantower/Volatility/Volatility.csproj --configuration Release --nologo
dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo
- name: Run tests with coverage
if: github.ref == 'refs/heads/dev'
run: |
dotnet test --verbosity normal /p:CollectCoverage=true /p:CoverletOutputFormat=opencover /p:CoverletOutput="./TestResults/"
dotnet test ./Tests/Tests.csproj --verbosity normal /p:CollectCoverage=true /p:CoverletOutputFormat=opencover /p:CoverletOutput="./TestResults/"
dotnet-coverage collect "dotnet test" -f xml -o "coverage.xml"
- name: Generate and process coverage report
@@ -105,7 +106,7 @@ jobs:
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
run: dotnet sonarscanner end /d:sonar.token="${{ secrets.SONAR_TOKEN }}"
- name: Publish release assets
uses: SourceSprint/upload-multiple-releases@1.0.7
QuanTAlib.sln
+2 -2
View File
@@ -1,10 +1,10 @@
Microsoft Visual Studio Solution File, Format Version 12.00
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.0.31903.59
MinimumVisualStudioVersion = 10.0.40219.1
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "quantalib", "lib\quantalib.csproj", "{A1B2C3D4-E5F6-47G8-H9I0-J1K2L3M4N5O6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "tests\Tests.csproj", "{B2C3D4E5-F6G7-48H9-I0J1-K2L3M4N5O6P7}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "Tests\Tests.csproj", "{B2C3D4E5-F6G7-48H9-I0J1-K2L3M4N5O6P7}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SyntheticVendor", "SyntheticVendor\SyntheticVendor.csproj", "{C3D4E5F6-G7H8-49I0-J1K2-L3M4N5O6P7Q8}"
EndProject
SyntheticVendor/SyntheticVendor.cs
+3 -1
View File
@@ -751,8 +751,10 @@ namespace SyntheticVendorNamespace
};
}
#pragma warning disable S2245
// NOSONAR
readonly Random random = new Random();
#pragma warning restore S2245
private double currentAmplitude = 100;
private HistoryItemBar GenerateAMSignal(DateTime time, TimeSpan slice)
{
Tests/test_iTValue.cs
+1
View File
@@ -18,6 +18,7 @@ namespace QuanTAlib
[
new Ema(period: 10, useSma: true),
new Alma(period: 14, offset: 0.85, sigma: 6),
new Afirma(periods: 4, taps: 4, window: Afirma.WindowType.Blackman),
new Convolution(new double[] { 1.0, 2, 3, 2, 1 }),
new Dema(period: 14),
new Dsma(period: 14),
lib/averages/Dwma.cs
+1 -8
View File
@@ -6,11 +6,6 @@ namespace QuanTAlib;
/// The weights are decreasing over the period with p^2 decay, and the most recent data has the heaviest weight.
/// </summary>
/// <remarks>
/// Smoothness: ★★★★★ (5/5)
/// Sensitivity: ★★★☆☆ (3/5)
/// Overshooting: ★★★★☆ (4/5)
/// Lag: ★★☆☆☆ (2/5)
///
/// The DWMA is calculated by applying two WMAs in sequence:
/// 1. An inner WMA is applied to the input data.
/// 2. An outer WMA is then applied to the result of the inner WMA.
@@ -28,7 +23,6 @@ namespace QuanTAlib;
public class Dwma : AbstractBase
{
private readonly int _period;
private readonly Wma _innerWma;
private readonly Wma _outerWma;
@@ -38,11 +32,10 @@ public class Dwma : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_innerWma = new Wma(period);
_outerWma = new Wma(period);
Name = "Wma";
WarmupPeriod = 2 * _period - 1;
WarmupPeriod = 2 * period - 1;
Init();
}
lib/averages/Fwma.cs
+1 -3
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Fwma : AbstractBase
{
private readonly int _period;
private readonly Convolution _convolution;
public Fwma(int period)
@@ -11,8 +10,7 @@ public class Fwma : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_convolution = new Convolution(GenerateKernel(_period));
_convolution = new Convolution(GenerateKernel(period));
Name = "Fwma";
WarmupPeriod = period;
Init();
lib/averages/Gma.cs
+1 -3
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Gma : AbstractBase
{
private readonly int _period;
private readonly Convolution _convolution;
public Gma(int period)
@@ -11,8 +10,7 @@ public class Gma : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_convolution = new Convolution(GenerateKernel(_period));
_convolution = new Convolution(GenerateKernel(period));
Name = "Gma";
WarmupPeriod = period;
Init();
lib/averages/Hma.cs
+2 -4
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Hma : AbstractBase
{
private readonly int _period, _sqrtPeriod;
private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
public Hma(int period)
@@ -11,13 +10,12 @@ public class Hma : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
}
_period = period;
_sqrtPeriod = (int)Math.Sqrt(period);
int _sqrtPeriod = (int)Math.Sqrt(period);
_wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
_wmaFull = new Convolution(GenerateWmaKernel(period));
_wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
Name = "Hma";
WarmupPeriod = _period + _sqrtPeriod - 1;
WarmupPeriod = period + _sqrtPeriod - 1;
Init();
}
lib/averages/Sinema.cs
+1 -3
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Sinema : AbstractBase
{
private readonly int _period;
private readonly Convolution _convolution;
public Sinema(int period)
@@ -11,8 +10,7 @@ public class Sinema : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_convolution = new Convolution(GenerateKernel(_period));
_convolution = new Convolution(GenerateKernel(period));
Name = "Sinema";
WarmupPeriod = period;
Init();
lib/averages/Sma.cs
-7
View File
@@ -4,7 +4,6 @@ public class Sma : AbstractBase
{
// inherited _index
// inherited _value
private readonly int Period;
private readonly CircularBuffer _buffer;
public Sma(int period)
@@ -13,7 +12,6 @@ public class Sma : AbstractBase
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
}
Period = period;
WarmupPeriod = period;
_buffer = new CircularBuffer(period);
Name = "Sma";
@@ -28,11 +26,6 @@ public class Sma : AbstractBase
}
//inhereted public void Sub(object source, in ValueEventArgs args)
public override void Init()
{
base.Init();
}
protected override void ManageState(bool isNew)
{
if (isNew)
lib/averages/Trima.cs
+1 -3
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Trima : AbstractBase
{
private readonly int _period;
private readonly Convolution _convolution;
public Trima(int period)
@@ -11,8 +10,7 @@ public class Trima : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_convolution = new Convolution(GenerateKernel(_period));
_convolution = new Convolution(GenerateKernel(period));
Name = "Trima";
WarmupPeriod = period;
Init();
lib/averages/Vidya.cs
+2 -4
View File
@@ -6,7 +6,6 @@ namespace QuanTAlib;
public class Vidya : AbstractBase
{
private readonly int _shortPeriod;
private readonly int _longPeriod;
private readonly double _alpha;
private double _lastVIDYA, _p_lastVIDYA;
@@ -19,12 +18,11 @@ public class Vidya : AbstractBase
{
throw new ArgumentException("Short period must be greater than or equal to 1.", nameof(shortPeriod));
}
_shortPeriod = shortPeriod;
_longPeriod = (longPeriod == 0) ? shortPeriod * 4 : longPeriod;
_alpha = alpha;
WarmupPeriod = _longPeriod;
Name = $"Vidya({_shortPeriod},{_longPeriod})";
_shortBuffer = new CircularBuffer(_shortPeriod);
Name = $"Vidya({shortPeriod},{_longPeriod})";
_shortBuffer = new CircularBuffer(shortPeriod);
_longBuffer = new CircularBuffer(_longPeriod);
Init();
}
lib/core/tbar.cs
+4 -11
View File
@@ -30,15 +30,11 @@ public readonly record struct TBar(DateTime Time, double Open, double High, doub
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
// when TBar casts to double, it returns its Close
public static implicit operator double(TBar bar) => bar.Close;
public static implicit operator DateTime(TBar tv) => tv.Time;
// castings for sloppy people - a single double injected into a TBar, and a single TValue injected into a TBar
public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
public static implicit operator double(TBar bar) => bar.Close;
public static implicit operator DateTime(TBar tv) => tv.Time;
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
}
@@ -70,11 +66,8 @@ public class TBarSeries : List<TBar>
public TBarSeries()
{
this.Name = "Bar";
Open = new();
High = new();
Low = new();
Close = new();
Volume = new();
(Open, High, Low, Close, Volume) = ([], [], [], [], []);
}
public TBarSeries(object source) : this()
{
lib/statistics/Median.cs
-5
View File
@@ -27,11 +27,6 @@ namespace QuanTAlib
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
public override void Init()
{
base.Init();
}
protected override void ManageState(bool isNew)
{
if (isNew)
lib/statistics/Mode.cs
-5
View File
@@ -24,11 +24,6 @@ public class Mode : AbstractBase
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
public override void Init()
{
base.Init();
}
protected override void ManageState(bool isNew)
{
if (isNew)
lib/volatility/Atr.cs
+1 -3
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Atr : AbstractBarBase
{
private readonly int _period;
private readonly Ema _ma;
private double _prevClose, _p_prevClose;
@@ -12,10 +11,9 @@ public class Atr : AbstractBarBase
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
}
_period = period;
_ma = new(1.0/period);
WarmupPeriod = _ma.WarmupPeriod;
Name = $"ATR({_period})";
Name = $"ATR({period})";
}
public Atr(object source, int period) : this(period)
quantower/Averages/Averages.csproj
+3
View File
@@ -18,6 +18,9 @@
</Target>
<ItemGroup>
<Compile Include="..\*.cs">
<Link>%(Filename)%(Extension)</Link>
</Compile>
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
quantower/Statistics/Statistics.csproj
+3
View File
@@ -18,6 +18,9 @@
</Target>
<ItemGroup>
<Compile Include="..\*.cs">
<Link>%(Filename)%(Extension)</Link>
</Compile>
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
quantower/Statistics/_IndicatorBase.cs
-187
View File
@@ -1,187 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
using TradingPlatform.BusinessLayer.Chart;
using System.Runtime.CompilerServices;
using System.Drawing.Drawing2D;
using System.Collections;
using TradingPlatform.BusinessLayer.TimeSync;
namespace QuanTAlib;
#pragma warning disable CA1416 // Validate platform compatibility
public abstract class IndicatorBase : Indicator, IWatchlistIndicator
{
[InputParameter("Data source", sortIndex: 17, variants: [
"Open", 1,
"High", 2,
"Low", 3,
"Close", 4,
"HL/2 (Median)", 5,
"OC/2 (Midpoint)", 6,
"OHL/3 (Mean)", 7,
"HLC/3 (Typical)", 8,
"OHLC/4 (Average)", 9,
"HLCC/4 (Weighted)", 10
])]
public int Source { get; set; } = 4;
[InputParameter("Show cold values", sortIndex: 20)]
public bool ShowColdValues { get; set; } = true;
public int MinHistoryDepths { get; set; }
// LineSeries.LineSeries(string, Color, int, LineStyle)'
protected LineSeries? Series;
protected string SourceName;
protected abstract AbstractBase QuanTAlib { get; }
int IWatchlistIndicator.MinHistoryDepths => 0;
protected IndicatorBase()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = GetName(Source);
Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected abstract void InitIndicator();
protected override void OnInit()
{
InitIndicator();
SourceName = GetName(Source);
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TBar bar = new(Time: Time(),
Open: GetPrice(PriceType.Open),
High: GetPrice(PriceType.High),
Low: GetPrice(PriceType.Low),
Close: GetPrice(PriceType.Close),
Volume: GetPrice(PriceType.Volume),
IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
double price = Source switch
{
1 => bar.Open,
2 => bar.High,
3 => bar.Low,
4 => bar.Close,
5 => bar.HL2,
6 => bar.OC2,
7 => bar.OHL3,
8 => bar.HLC3,
9 => bar.OHLC4,
10 => bar.HLCC4,
_ => bar.Close
};
TValue input = new TValue(bar.Time, price, bar.IsNew);
TValue result = QuanTAlib.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent);
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
List<Point> allPoints = new List<Point>();
if (CurrentChart == null) { return; }
Graphics gr = args.Graphics;
var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
var converter = mainWindow.CoordinatesConverter;
var clientRect = mainWindow.ClientRectangle;
gr.SetClip(clientRect);
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
for (int i = rightIndex; i < leftIndex; i++)
{
int barX = (int)converter.GetChartX(Time(i));
int barY = (int)converter.GetChartY(Series![i]);
int halfBarWidth = CurrentChart.BarsWidth / 2;
Point point = new Point(barX + halfBarWidth, barY);
allPoints.Add(point);
}
if (allPoints.Count > 1)
{
DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
}
}
private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
{
if (allPoints.Count < 2) { return; }
using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
{
// Draw the hot part
if (hotCount > 0)
{
var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
}
// Draw the cold part
if (ShowColdValues && hotCount < allPoints.Count)
{
var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
}
}
}
private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
{
return lineStyle switch
{
LineStyle.Solid => DashStyle.Solid,
LineStyle.Dash => DashStyle.Dash,
LineStyle.Dot => DashStyle.Dot,
LineStyle.DashDot => DashStyle.DashDot,
_ => DashStyle.Solid,
};
}
protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
{
Font font = new Font("Inter", 8);
SizeF textSize = gr.MeasureString(text, font);
RectangleF textRect = new RectangleF(clientRect.Left + 5,
clientRect.Bottom - textSize.Height - 10,
textSize.Width + 10, textSize.Height + 10);
gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
}
protected static string GetName(int pType)
{
return pType switch
{
1 => "Open",
2 => "High",
3 => "Low",
4 => "Close",
5 => "Median",
6 => "Midpoint",
7 => "Mean",
8 => "Typical",
9 => "Average",
10 => "Weighted",
_ => "N/A"
};
}
}
quantower/Volatility/Volatility.csproj
+3
View File
@@ -18,6 +18,9 @@
</Target>
<ItemGroup>
<Compile Include="..\*.cs">
<Link>%(Filename)%(Extension)</Link>
</Compile>
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
quantower/Volatility/_IndicatorBarBase.cs
-136
View File
@@ -1,136 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
using TradingPlatform.BusinessLayer.Chart;
using System.Runtime.CompilerServices;
using System.Drawing.Drawing2D;
using System.Collections;
using TradingPlatform.BusinessLayer.TimeSync;
namespace QuanTAlib;
#pragma warning disable CA1416 // Validate platform compatibility
public abstract class IndicatorBarBase : Indicator, IWatchlistIndicator
{
[InputParameter("Show cold values", sortIndex: 20)]
public bool ShowColdValues { get; set; } = true;
public int MinHistoryDepths { get; set; }
// LineSeries.LineSeries(string, Color, int, LineStyle)'
protected LineSeries? Series;
protected abstract AbstractBarBase QuanTAlib { get; }
int IWatchlistIndicator.MinHistoryDepths => 0;
protected IndicatorBarBase()
{
OnBackGround = true;
SeparateWindow = false;
Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected abstract void InitIndicator();
protected override void OnInit()
{
InitIndicator();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TBar bar = new(Time: Time(),
Open: GetPrice(PriceType.Open),
High: GetPrice(PriceType.High),
Low: GetPrice(PriceType.Low),
Close: GetPrice(PriceType.Close),
Volume: GetPrice(PriceType.Volume),
IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
TValue result = QuanTAlib.Calc(bar);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent);
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
List<Point> allPoints = new List<Point>();
if (CurrentChart == null) { return; }
Graphics gr = args.Graphics;
var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
var converter = mainWindow.CoordinatesConverter;
var clientRect = mainWindow.ClientRectangle;
gr.SetClip(clientRect);
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
for (int i = rightIndex; i < leftIndex; i++)
{
int barX = (int)converter.GetChartX(Time(i));
int barY = (int)converter.GetChartY(Series![i]);
int halfBarWidth = CurrentChart.BarsWidth / 2;
Point point = new Point(barX + halfBarWidth, barY);
allPoints.Add(point);
}
if (allPoints.Count > 1)
{
DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
}
}
private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
{
if (allPoints.Count < 2) { return; }
using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
{
// Draw the hot part
if (hotCount > 0)
{
var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
}
// Draw the cold part
if (ShowColdValues && hotCount < allPoints.Count)
{
var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
}
}
}
private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
{
return lineStyle switch
{
LineStyle.Solid => DashStyle.Solid,
LineStyle.Dash => DashStyle.Dash,
LineStyle.Dot => DashStyle.Dot,
LineStyle.DashDot => DashStyle.DashDot,
_ => DashStyle.Solid,
};
}
protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
{
Font font = new Font("Inter", 8);
SizeF textSize = gr.MeasureString(text, font);
RectangleF textRect = new RectangleF(clientRect.Left + 5,
clientRect.Bottom - textSize.Height - 10,
textSize.Width + 10, textSize.Height + 10);
gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
}
}
quantower/Statistics/_IndicatorBarBase.cs → quantower/_IndicatorBarBase.cs
View File
quantower/Averages/_IndicatorBase.cs → quantower/_IndicatorBase.cs
View File