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
+43 -11
View File
@@ -1,26 +1,58 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ZScoreIndicator : IndicatorBase
public class ZscoreIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Periods", sortIndex: 1, 2, 2000, 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 Zscore? zScore;
protected override AbstractBase QuanTAlib => zScore!;
public override string ShortName => $"ZSCORE {Period} : {SourceName}";
protected LineSeries? ZscoreSeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public ZScoreIndicator() : base()
public ZscoreIndicator()
{
Name = "ZSCORE - Standard Score";
Name = "Z-Score";
Description = "Measures how many standard deviations a price is from the mean, indicating overbought/oversold levels.";
SeparateWindow = true;
SourceName = Source.ToString();
ZscoreSeries = new("Z-Score", Color.Blue, 2, LineStyle.Solid);
AddLineSeries(ZscoreSeries);
}
protected override void InitIndicator()
protected override void OnInit()
{
zScore = new(Period);
MinHistoryDepths = zScore.WarmupPeriod;
base.InitIndicator();
zScore = new Zscore(Periods);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = zScore!.Calc(input);
ZscoreSeries!.SetValue(result.Value);
}
public override string ShortName => $"Z-Score ({Periods}:{SourceName})";
}