gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-15 17:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup

Browse Source 
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
This commit is contained in:
Miha Kralj
2025-12-21 14:37:44 -08:00
parent 54c309e5cf
commit a7b7207801
65 changed files with 1766 additions and 482 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/integration.md
+11 -11
View File
@@ -6,11 +6,11 @@ QuanTAlib is designed to be platform-agnostic. It can be integrated into any .NE
Quantower allows custom indicators via C#.
1. **Reference the DLL**:
1. **Reference the DLL**:
- Build QuanTAlib or download the NuGet package.
- In your Quantower indicator project, add a reference to `QuanTAlib.dll`.
2. **Wrapper Class**:
2. **Wrapper Class**:
- Create a class that inherits from `Indicator`.
- Instantiate the QuanTAlib indicator in `OnInit`.
- Call `Update` in `OnUpdate`.
@@ -38,7 +38,7 @@ public class MySmaIndicator : Indicator
double price = ClosePrice;
// Update QuanTAlib
// Note: Quantower handles bar updates, so we check if it's a new bar or update
// Note: Quantower handles bar updates, so a check is performed to determine whether this is a new bar or an update
bool isNew = args.Reason == UpdateReason.NewBar;
var result = _sma.Update(new TValue(DateTime.UtcNow, price), isNew);
@@ -52,8 +52,8 @@ public class MySmaIndicator : Indicator
NinjaTrader 8 uses .NET Framework 4.8, but can interop with .NET Standard libraries.
1. **Copy DLL**: Place `QuanTAlib.dll` in `Documents\NinjaTrader 8\bin\Custom`.
2. **Add Reference**: In NinjaScript Editor, right-click > References > Add `QuanTAlib.dll`.
1. **Copy DLL**: Place `QuanTAlib.dll` in `Documents\NinjaTrader 8\bin\Custom`.
2. **Add Reference**: In NinjaScript Editor, right-click > References > Add `QuanTAlib.dll`.
```csharp
protected override void OnStateChange()
@@ -85,8 +85,8 @@ protected override void OnBarUpdate()
LEAN supports custom libraries.
1. **NuGet**: Add `QuanTAlib` to your `config.json` or project file.
2. **Usage**: Use inside `OnData`.
1. **NuGet**: Add `QuanTAlib` to your `config.json` or project file.
2. **Usage**: Use inside `OnData`.
```csharp
public class MyAlgorithm : QCAlgorithm
@@ -120,7 +120,7 @@ For proprietary trading engines, the **Streaming Mode** is usually the best fit.
### Key Considerations
1. **Time Handling**: QuanTAlib uses `DateTime.UtcNow`. Ensure your platform provides UTC timestamps or convert them.
2. **Double Precision**: All calculations use `double`. If your platform uses `decimal`, cast to `double` for input and back to `decimal` for output.
3. **State Management**: Persist the indicator instance for the lifetime of the symbol/strategy. Do not recreate the indicator on every tick.
4. **Concurrency**: `Update` is not thread-safe for the same instance. If processing multiple symbols in parallel, use separate indicator instances for each symbol.
1. **Time Handling**: QuanTAlib uses `DateTime.UtcNow`. Ensure your platform provides UTC timestamps or convert them.
2. **Double Precision**: All calculations use `double`. If your platform uses `decimal`, cast to `double` for input and back to `decimal` for output.
3. **State Management**: Persist the indicator instance for the lifetime of the symbol/strategy. Do not recreate the indicator on every tick.
4. **Concurrency**: `Update` is not thread-safe for the same instance. If processing multiple symbols in parallel, use separate indicator instances for each symbol.