refresh with new QT DLL

This commit is contained in:
Miha Kralj
2024-10-12 20:36:37 -07:00
parent cc45cebeb4
commit b3b3b24a25
65 changed files with 2593 additions and 1189 deletions
+44 -12
View File
@@ -1,26 +1,58 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SkewIndicator : IndicatorBase
public class SkewIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Periods", sortIndex: 1, 3, 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 Skew? skew;
protected override AbstractBase QuanTAlib => skew!;
public override string ShortName => $"SKEW {Period} : {SourceName}";
protected LineSeries? SkewSeries;
protected string? SourceName;
public int MinHistoryDepths => 3;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public SkewIndicator() : base()
public SkewIndicator()
{
Name = "SKEW - Skewness";
Description = "Measures the asymmetry of price distribution, indicating potential trend direction or reversal.";
Name = "Skew";
Description = "Measures the asymmetry of the probability distribution of a real-valued random variable about its mean";
SeparateWindow = true;
SourceName = Source.ToString();
SkewSeries = new("Skew", Color.Blue, 2, LineStyle.Solid);
AddLineSeries(SkewSeries);
}
protected override void InitIndicator()
protected override void OnInit()
{
skew = new(Period);
MinHistoryDepths = skew.WarmupPeriod;
base.InitIndicator();
skew = new Skew(Periods);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = skew!.Calc(input);
SkewSeries!.SetValue(result.Value);
}
public override string ShortName => $"Skew ({Periods}:{SourceName})";
}