adding missing validations

2026-08-23 04:58:08 +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 +1,65 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// IFFT (Inverse FFT Spectral Low-Pass Filter) Quantower indicator.
+/// Reconstructs a filtered price value by summing DC plus first N harmonics
+/// of the Hanning-windowed DFT. Overlays on the price chart.
+/// </summary>
+public class IfftIndicator : 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("Harmonics", sortIndex: 1, minimum: 1, maximum: 64)]
+    public int NumHarmonics { get; set; } = 5;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Ifft? _ifft;
+    private Func<IHistoryItem, double>? _selector;
+
+    public int MinHistoryDepths => WindowSize;
+    public override string ShortName => $"IFFT({WindowSize},{NumHarmonics})";
+
+    public IfftIndicator()
+    {
+        Name = "IFFT - Inverse FFT Spectral Low-Pass Filter";
+        Description = "Spectral low-pass reconstruction using Hanning-windowed DFT harmonics";
+        SeparateWindow = false;
+    }
+
+    protected override void OnInit()
+    {
+        _ifft = new Ifft(WindowSize, NumHarmonics);
+        _selector = Source.GetPriceSelector();
+
+        AddLineSeries(new LineSeries("IFFT", Color.Cyan, 2, LineStyle.Solid));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_ifft == null || _selector == null)
+        {
+            return;
+        }
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double value = _selector(item);
+        bool isNew = args.IsNewBar();
+
+        TValue input = new(item.TimeLeft, value);
+        _ifft.Update(input, isNew);
+
+        bool isHot = _ifft.IsHot;
+
+        LinesSeries[0].SetValue(_ifft.Last.Value, isHot, ShowColdValues);
+    }
+}