Add SSF-DSP implementation with validation tests and documentation

- Implemented the SSF-DSP (Super Smooth Filter Detrended Synthetic Price) indicator using dual Super Smooth Filters. - Added validation tests to ensure correctness against PineScript implementation and mathematical properties. - Created comprehensive documentation outlining the architecture, mathematical foundation, performance profile, and common pitfalls. - Included batch processing capabilities for efficient calculations on time series data.
2026-08-23 13:08:04 +00:00 · 2026-02-04 20:58:05 -08:00
parent 3e854eac3f
commit 95838a6435
28 changed files with 6742 additions and 1 deletions
@@ -0,0 +1,68 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class SolarIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Solar _solar = null!;
+    private readonly LineSeries _series;
+    private readonly LineSeries _summerLine;
+    private readonly LineSeries _winterLine;
+    private readonly LineSeries _equinoxLine;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => "SOLAR";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/solar/Solar.Quantower.cs";
+
+    public SolarIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "SOLAR - Solar Cycle";
+        Description = "Calculates Sun's position in annual cycle (-1=Winter Solstice, 0=Equinox, +1=Summer Solstice)";
+
+        _series = new LineSeries(name: "Solar Cycle", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        _summerLine = new LineSeries(name: "Summer Solstice", color: Color.Red, width: 1, style: LineStyle.Dash);
+        _winterLine = new LineSeries(name: "Winter Solstice", color: Color.Blue, width: 1, style: LineStyle.Dash);
+        _equinoxLine = new LineSeries(name: "Equinox", color: Color.Gray, width: 1, style: LineStyle.Dot);
+        AddLineSeries(_series);
+        AddLineSeries(_summerLine);
+        AddLineSeries(_winterLine);
+        AddLineSeries(_equinoxLine);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _solar = new Solar();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
+        {
+            return;
+        }
+
+        var time = this.HistoricalData.Time();
+
+        // Solar cycle uses only the timestamp, not the price
+        var input = new TValue(time, 0);
+        TValue result = _solar.Update(input, args.IsNewBar());
+
+        _series.SetValue(result.Value, _solar.IsHot, ShowColdValues);
+        _summerLine.SetValue(1.0);
+        _winterLine.SetValue(-1.0);
+        _equinoxLine.SetValue(0.0);
+    }
+}