adding missing validations

2026-08-25 22:08:05 +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 +1,63 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class PolyfitIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Degree", sortIndex: 2, 1, 6, 1, 0)]
+    public int Degree { get; set; } = 2;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Polyfit _polyfit = null!;
+    private readonly LineSeries _series;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"Polyfit {Period},{Degree}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/polyfit/Polyfit.Quantower.cs";
+
+    public PolyfitIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Name = "Polyfit - Polynomial Fitting";
+        Description = "Rolling polynomial regression of configurable degree; returns fitted value at current bar";
+
+        _series = new LineSeries(name: "Polyfit", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _polyfit = new Polyfit(Period, Degree);
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
+        double value = _priceSelector(item);
+        var time = this.HistoricalData.Time();
+
+        var input = new TValue(time, value);
+        TValue result = _polyfit.Update(input, args.IsNewBar());
+
+        _series.SetValue(result.Value, _polyfit.IsHot, ShowColdValues);
+    }
+}