adding missing validations

2026-08-24 05:28:05 +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 +1,72 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// NORMDIST (Normal Distribution CDF) Quantower indicator.
+/// Computes Φ(z; μ, σ) applied to a z-score normalized price series
+/// over a rolling lookback window.
+/// </summary>
+public class NormdistIndicator : Indicator, IWatchlistIndicator
+{
+    [DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Mean (μ)", sortIndex: 0, minimum: -100.0, maximum: 100.0, increment: 0.1, decimalPlaces: 3)]
+    public double Mu { get; set; } = 0.0;
+
+    [InputParameter("Std Dev (σ)", sortIndex: 1, minimum: 0.001, maximum: 100.0, increment: 0.1, decimalPlaces: 3)]
+    public double Sigma { get; set; } = 1.0;
+
+    [InputParameter("Period", sortIndex: 2, minimum: 2, maximum: 2000, increment: 1)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Normdist? _normdist;
+    private Func<IHistoryItem, double>? _selector;
+
+    public int MinHistoryDepths => Period;
+    public override string ShortName => $"NORMDIST({Mu:F2},{Sigma:F2},{Period})";
+
+    public NormdistIndicator()
+    {
+        Name = "NORMDIST - Normal Distribution CDF";
+        Description = "Applies the Gaussian CDF to a z-score normalized price series";
+        SeparateWindow = true;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        _normdist = new Normdist(Mu, Sigma, Period);
+        _selector = Source.GetPriceSelector();
+
+        AddLineSeries(new LineSeries("NormDist", Color.Cyan, 2, LineStyle.Solid));
+        // Reference level at 0.5 (midpoint / rolling mean)
+        AddLineSeries(new LineSeries("Mid", Color.Gray, 1, LineStyle.Dash));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_normdist == null || _selector == null)
+        {
+            return;
+        }
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double value = _selector(item);
+        bool isNew = args.IsNewBar();
+
+        TValue input = new(item.TimeLeft, value);
+        _normdist.Update(input, isNew);
+
+        bool isHot = _normdist.IsHot;
+
+        LinesSeries[0].SetValue(_normdist.Last.Value, isHot, ShowColdValues);
+        LinesSeries[1].SetValue(0.5, isHot, ShowColdValues);
+    }
+}