refresh with new QT DLL

quantower/Volatility/RealizedIndicator.cs

@@ -1,29 +1,44 @@
+using System.Drawing;
 using TradingPlatform.BusinessLayer;
+
 namespace QuanTAlib;
 
-public class RealizedIndicator : IndicatorBase
+public class RealizedIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Period { get; set; } = 20;
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 20;
 
     [InputParameter("Annualized", sortIndex: 2)]
     public bool IsAnnualized { get; set; } = true;
 
     private Realized? realized;
-    protected override AbstractBase QuanTAlib => realized!;
-    public override string ShortName => $"Realized Volatility {Period}{(IsAnnualized ? " - Annualized" : "")} : {SourceName}";
+    protected LineSeries? RvSeries;
+    public int MinHistoryDepths => Periods;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public RealizedIndicator() : base()
+    public RealizedIndicator()
     {
         Name = "RV - Realized Volatility";
         Description = "Measures actual price volatility over a specific period, useful for risk assessment and forecasting.";
         SeparateWindow = true;
+
+        RvSeries = new("RV", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(RvSeries);
     }
 
-    protected override void InitIndicator()
+    protected override void OnInit()
     {
-        realized = new(Period, IsAnnualized);
-        MinHistoryDepths = realized.WarmupPeriod;
-        base.InitIndicator();
+        realized = new Realized(Periods, IsAnnualized);
+        base.OnInit();
     }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        TValue result = realized!.Calc(input);
+
+        RvSeries!.SetValue(result.Value);
+    }
+
+    public override string ShortName => $"RV ({Periods}{(IsAnnualized ? " - Annualized" : "")})";
 }