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.
This commit is contained in:
Miha Kralj
2026-01-27 23:48:33 -08:00
parent 8ac15f1efa
commit a9e72dae0d
29 changed files with 464 additions and 114 deletions
+22 -2
View File
@@ -31,8 +31,8 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
Description = "Volume weighted average price with configurable standard deviation bands";
VwapSeries = new("VWAP", Color.Blue, 2, LineStyle.Solid);
UpperSeries = new($"Upper (+{NumDevs}σ)", Color.Red, 1, LineStyle.Solid);
LowerSeries = new($"Lower (-{NumDevs}σ)", Color.Green, 1, LineStyle.Solid);
UpperSeries = new("Upper", Color.Red, 1, LineStyle.Solid);
LowerSeries = new("Lower", Color.Green, 1, LineStyle.Solid);
WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dot);
AddLineSeries(VwapSeries);
@@ -47,9 +47,29 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
protected override void OnInit()
{
vwapsd = new(NumDevs);
if (UpperSeries != null)
{
UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
}
if (LowerSeries != null)
{
LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
}
base.OnInit();
}
private void UpdateSeriesNames()
{
if (UpperSeries != null)
{
UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
}
if (LowerSeries != null)
{
LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
}
}
protected override void OnUpdate(UpdateArgs args)
{
var item = HistoricalData[0, SeekOriginHistory.End];