mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-24 05:28:05 +00:00
Refactor and enhance various channel indicators for improved performance and stability
- Updated Codacy instructions to streamline usage guidelines. - Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series. - Changed Fcb class to use long for monotonic deques to avoid truncation issues. - Enhanced Kchannel class to ensure safe defaults for non-finite values. - Improved Maenv class to prevent double-priming during calculations. - Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking. - Updated Pchannel class to correctly reference IsHot state. - Refined Regchannel class to avoid double-processing during calculations. - Enhanced Starchannel class to sanitize non-finite values during calculations. - Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision. - Updated Ubands class to only update last valid values on new bars. - Modified Uchannel.Quantower.cs to allow for finer multiplier precision. - Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths. - Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths. - Updated MonotonicDeque to use long for indices to prevent overflow. - Improved Mdape class to handle zero actual values with a substitute value for error calculation. - Enhanced Rae class to ensure correct state management during updates. - Refined Wmape class to simplify the logic for finding last valid actual and predicted values. - Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.
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@@ -31,8 +31,8 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
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Description = "Volume weighted average price with configurable standard deviation bands";
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VwapSeries = new("VWAP", Color.Blue, 2, LineStyle.Solid);
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UpperSeries = new($"Upper (+{NumDevs}σ)", Color.Red, 1, LineStyle.Solid);
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LowerSeries = new($"Lower (-{NumDevs}σ)", Color.Green, 1, LineStyle.Solid);
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UpperSeries = new("Upper", Color.Red, 1, LineStyle.Solid);
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LowerSeries = new("Lower", Color.Green, 1, LineStyle.Solid);
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WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dot);
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AddLineSeries(VwapSeries);
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@@ -47,9 +47,29 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
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protected override void OnInit()
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{
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vwapsd = new(NumDevs);
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if (UpperSeries != null)
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{
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UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
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}
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if (LowerSeries != null)
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{
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LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
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}
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base.OnInit();
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}
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private void UpdateSeriesNames()
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{
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if (UpperSeries != null)
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{
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UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
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}
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if (LowerSeries != null)
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{
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LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
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}
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = HistoricalData[0, SeekOriginHistory.End];
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