refresh with new QT DLL

quantower/Statistics/PercentileIndicator.cs

@@ -1,28 +1,61 @@
+using System.Drawing;
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
-public class PercentileIndicator : IndicatorBase
-{
-    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
-    public int Period { get; set; } = 20;
 
-    [InputParameter("Percent", sortIndex: 2, 0, 100, 1, 0)]
-    public double Percent { get; set; } = 50;
+namespace QuanTAlib;
+
+public class PercentileIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    public int Periods { get; set; } = 20;
+
+    [InputParameter("Percentile", sortIndex: 2, 0, 100, 0.1, 1)]
+    public double PercentileValue { get; set; } = 50;
+
+    [InputParameter("Data source", sortIndex: 3, 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 Percentile? percentile;
-    protected override AbstractBase QuanTAlib => percentile!;
-    public override string ShortName => $"PERCENTILE {Period} {Percent:F0}% : {SourceName}";
+    protected LineSeries? PercentileSeries;
+    protected string? SourceName;
+    public int MinHistoryDepths => 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public PercentileIndicator() : base()
+    public PercentileIndicator()
     {
-        Name = "PERCENTILE - n-th Percentile";
-        Description = "Calculates the value below which a given percentage of observations falls within a specified period.";
+        Name = "Percentile";
+        Description = "Calculates the value at a specified percentile in a given period of data points";
         SeparateWindow = false;
+        SourceName = Source.ToString();
+
+        PercentileSeries = new("Percentile", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(PercentileSeries);
     }
 
-    protected override void InitIndicator()
+    protected override void OnInit()
     {
-        percentile = new(Period, Percent);
-        MinHistoryDepths = percentile.WarmupPeriod;
-        base.InitIndicator();
+        percentile = new Percentile(Periods, PercentileValue);
+        SourceName = Source.ToString();
+        base.OnInit();
     }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        TValue result = percentile!.Calc(input);
+
+        PercentileSeries!.SetValue(result.Value);
+    }
+
+    public override string ShortName => $"Percentile ({Periods}, {PercentileValue}%:{SourceName})";
 }