refresh with new QT DLL

quantower/Statistics/KurtosisIndicator.cs

@@ -1,26 +1,58 @@
+using System.Drawing;
 using TradingPlatform.BusinessLayer;
+
 namespace QuanTAlib;
 
-public class KurtosisIndicator : IndicatorBase
+public class KurtosisIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 4, 2000, 1, 0)]
-    public int Period { get; set; } = 20;
+    [InputParameter("Periods", sortIndex: 1, 4, 1000, 1, 0)]
+    public int Periods { get; set; } = 20;
+
+    [InputParameter("Data source", sortIndex: 2, variants: [
+        "Open", SourceType.Open,
+        "High", SourceType.High,
+        "Low", SourceType.Low,
+        "Close", SourceType.Close,
+        "HL/2 (Median)", SourceType.HL2,
+        "OC/2 (Midpoint)", SourceType.OC2,
+        "OHL/3 (Mean)", SourceType.OHL3,
+        "HLC/3 (Typical)", SourceType.HLC3,
+        "OHLC/4 (Average)", SourceType.OHLC4,
+        "HLCC/4 (Weighted)", SourceType.HLCC4
+    ])]
+    public SourceType Source { get; set; } = SourceType.Close;
 
     private Kurtosis? kurtosis;
-    protected override AbstractBase QuanTAlib => kurtosis!;
-    public override string ShortName => $"KURTOSIS {Period} : {SourceName}";
+    protected LineSeries? KurtosisSeries;
+    protected string? SourceName;
+    public int MinHistoryDepths => Periods - 1;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public KurtosisIndicator() : base()
+    public KurtosisIndicator()
     {
-        Name = "KURTOSIS - Relative Flatness";
-        Description = "Measures the 'tailedness' of price distribution, indicating potential for extreme market movements.";
+        Name = "Kurtosis";
+        Description = "Measures the 'tailedness' of the probability distribution of a real-valued random variable";
         SeparateWindow = true;
+        SourceName = Source.ToString();
+
+        KurtosisSeries = new("Kurtosis", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(KurtosisSeries);
     }
 
-    protected override void InitIndicator()
+    protected override void OnInit()
     {
-        kurtosis = new(Period);
-        MinHistoryDepths = kurtosis.WarmupPeriod;
-        base.InitIndicator();
+        kurtosis = new Kurtosis(Periods);
+        SourceName = Source.ToString();
+        base.OnInit();
     }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        TValue result = kurtosis!.Calc(input);
+
+        KurtosisSeries!.SetValue(result.Value);
+    }
+
+    public override string ShortName => $"Kurtosis ({Periods}:{SourceName})";
 }