adding missing validations

2026-08-21 12:08:05 +00:00 · 2026-02-26 09:59:44 -08:00
parent 467a8c1cef
commit 9ab37c1200
231 changed files with 60015 additions and 302 deletions
@@ -0,0 +1,75 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// FFT (Fast Fourier Transform Dominant Cycle Detector) Quantower indicator.
+/// Estimates the dominant cycle period in bars using Hanning-windowed DFT.
+/// Output is the detected period in bars — displays in a separate window.
+/// </summary>
+public class FftIndicator : Indicator, IWatchlistIndicator
+{
+    [DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Window Size", sortIndex: 0, minimum: 32, maximum: 128)]
+    public int WindowSize { get; set; } = 64;
+
+    [InputParameter("Min Period", sortIndex: 1, minimum: 2, maximum: 32)]
+    public int MinPeriod { get; set; } = 4;
+
+    [InputParameter("Max Period", sortIndex: 2, minimum: 4, maximum: 64)]
+    public int MaxPeriod { get; set; } = 32;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Fft? _fft;
+    private Func<IHistoryItem, double>? _selector;
+
+    public int MinHistoryDepths => WindowSize;
+    public override string ShortName => $"FFT({WindowSize},{MinPeriod},{MaxPeriod})";
+
+    public FftIndicator()
+    {
+        Name = "FFT - Fast Fourier Transform Dominant Cycle";
+        Description = "Estimates dominant cycle period in bars using Hanning-windowed DFT";
+        SeparateWindow = true;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        int clampedMax = Math.Min(MaxPeriod, WindowSize / 2);
+        _fft = new Fft(WindowSize, MinPeriod, clampedMax);
+        _selector = Source.GetPriceSelector();
+
+        AddLineSeries(new LineSeries("Dominant Period", Color.Yellow, 2, LineStyle.Solid));
+        AddLineSeries(new LineSeries("Max Period", Color.Gray, 1, LineStyle.Dash));
+        AddLineSeries(new LineSeries("Min Period", Color.Gray, 1, LineStyle.Dash));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_fft == null || _selector == null)
+        {
+            return;
+        }
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double value = _selector(item);
+        bool isNew = args.IsNewBar();
+
+        TValue input = new(item.TimeLeft, value);
+        _fft.Update(input, isNew);
+
+        bool isHot = _fft.IsHot;
+        int clampedMax = Math.Min(MaxPeriod, WindowSize / 2);
+
+        LinesSeries[0].SetValue(_fft.Last.Value, isHot, ShowColdValues);
+        LinesSeries[1].SetValue(clampedMax, isHot, ShowColdValues);
+        LinesSeries[2].SetValue(MinPeriod, isHot, ShowColdValues);
+    }
+}