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Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code.
This commit is contained in:
Miha Kralj
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using System.Buffers;
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using System.Runtime.CompilerServices;
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using System.Runtime.InteropServices;
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namespace QuanTAlib;
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/// <summary>
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/// ERI: Elder Ray Index
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/// </summary>
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/// <remarks>
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/// Measures buying/selling pressure relative to an EMA trend line.
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/// Bull Power = High − EMA(Close, period); Bear Power = Low − EMA(Close, period).
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/// Primary output (Last) is Bull Power; Bear Power is accessible via the BearPower property.
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/// The Quantower adapter handles OHLCV bar decomposition.
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///
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/// Calculation: <c>EMA = EMA(close, period)</c> with exponential warmup compensation,
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/// then <c>BullPower = high − EMA</c>, <c>BearPower = low − EMA</c>.
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/// </remarks>
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/// <seealso href="eri.pine">Reference Pine Script implementation</seealso>
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[SkipLocalsInit]
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public sealed class Eri : AbstractBase
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{
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private readonly double _alpha;
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private readonly double _decay;
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[StructLayout(LayoutKind.Auto)]
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private record struct State(
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double Ema,
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double E,
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bool Warmup,
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int Index,
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double LastValidClose,
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double LastValidHigh,
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double LastValidLow,
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double BearPower);
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private State _s;
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private State _ps;
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public override bool IsHot => _s.Index >= WarmupPeriod;
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/// <summary>
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/// Bear Power = Low − EMA(Close). Updated after each Update call.
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/// </summary>
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public double BearPower => _s.BearPower;
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public Eri(int period = 13)
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{
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if (period < 1)
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{
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throw new ArgumentException("Period must be >= 1.", nameof(period));
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}
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_alpha = 2.0 / (period + 1.0);
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_decay = 1.0 - _alpha;
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Name = $"Eri({period})";
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WarmupPeriod = period;
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_s = new State(Ema: 0, E: 1.0, Warmup: true, Index: 0,
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LastValidClose: 0, LastValidHigh: 0, LastValidLow: 0, BearPower: 0);
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_ps = _s;
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}
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public Eri(ITValuePublisher src, int period = 13) : this(period)
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{
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src.Pub += Handle;
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}
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private void Handle(object? sender, in TValueEventArgs e)
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{
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Update(e.Value, e.IsNew);
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}
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/// <summary>
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/// Updates with a TBar (High, Low, Close). Returns Bull Power as the primary value.
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/// Bear Power is accessible via the BearPower property.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TValue Update(TBar bar, bool isNew = true)
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{
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if (isNew)
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{
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_ps = _s;
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}
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else
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{
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_s = _ps;
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}
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var s = _s;
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double close = bar.Close;
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double high = bar.High;
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double low = bar.Low;
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// NaN/Infinity guard for close
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if (!double.IsFinite(close))
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{
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close = s.LastValidClose;
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}
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else
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{
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s.LastValidClose = close;
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}
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// NaN/Infinity guard for high
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if (!double.IsFinite(high))
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{
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high = s.LastValidHigh;
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}
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else
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{
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s.LastValidHigh = high;
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}
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// NaN/Infinity guard for low
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if (!double.IsFinite(low))
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{
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low = s.LastValidLow;
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}
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else
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{
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s.LastValidLow = low;
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}
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// Compute EMA of close
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double emaVal;
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if (s.Index == 0)
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{
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s.Ema = close;
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emaVal = close;
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}
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else
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{
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s.Ema = Math.FusedMultiplyAdd(s.Ema, _decay, _alpha * close);
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if (s.Warmup)
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{
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s.E *= _decay;
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double c = s.E > 1e-10 ? 1.0 / (1.0 - s.E) : 1.0;
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emaVal = s.Ema * c;
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if (s.E <= 1e-10)
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{
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s.Warmup = false;
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}
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}
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else
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{
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emaVal = s.Ema;
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}
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}
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double bullPower = high - emaVal;
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s.BearPower = low - emaVal;
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if (isNew)
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{
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s.Index++;
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}
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_s = s;
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Last = new TValue(bar.Time, bullPower);
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PubEvent(Last, isNew);
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return Last;
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}
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/// <summary>
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/// Updates with a single TValue (treated as close price with high=low=close).
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/// For proper ERI computation, use Update(TBar) instead.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public override TValue Update(TValue input, bool isNew = true)
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{
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return Update(new TBar(input.Time, input.Value, input.Value, input.Value, input.Value, 0), isNew);
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}
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public override TSeries Update(TSeries source)
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{
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var t = new List<long>(source.Count);
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var v = new List<double>(source.Count);
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Reset();
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for (int i = 0; i < source.Count; i++)
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{
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var val = Update(source[i], isNew: true);
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t.Add(val.Time);
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v.Add(val.Value);
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}
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return new TSeries(t, v);
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}
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public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
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{
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TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
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long baseTicks = DateTime.UtcNow.Ticks;
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Reset();
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for (int i = 0; i < source.Length; i++)
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{
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Update(new TValue(new DateTime(baseTicks + (interval.Ticks * i), DateTimeKind.Utc), source[i]), isNew: true);
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}
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}
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public override void Reset()
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{
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_s = new State(Ema: 0, E: 1.0, Warmup: true, Index: 0,
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LastValidClose: 0, LastValidHigh: 0, LastValidLow: 0, BearPower: 0);
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_ps = _s;
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Last = default;
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}
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public static TSeries Batch(TSeries source, int period = 13)
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{
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if (source.Count == 0)
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{
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return [];
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}
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var t = source.Times.ToArray();
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var v = new double[source.Count];
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Calculate(source.Values, v, period);
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return new TSeries(t, v);
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}
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/// <summary>
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/// Span-based calculation for close-only data.
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/// Computes EMA(close) and outputs Bull Power = close − EMA (since high=low=close).
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/// For proper H/L/C computation, use the TBar overloads.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period = 13)
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{
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if (source.Length != output.Length)
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{
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throw new ArgumentException("Output span must be the same length as input.", nameof(output));
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}
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if (period < 1)
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{
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throw new ArgumentException("Period must be >= 1.", nameof(period));
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}
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int len = source.Length;
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if (len == 0)
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{
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return;
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}
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double alpha = 2.0 / (period + 1.0);
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double beta = 1.0 - alpha;
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double ema = source[0];
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// When high=low=close, Bull Power = close - ema = 0 on first bar
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output[0] = source[0] - ema;
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double e = 1.0;
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bool warmup = true;
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double lastValid = source[0];
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for (int i = 1; i < len; i++)
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{
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double value = source[i];
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if (!double.IsFinite(value))
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{
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value = lastValid;
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}
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else
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{
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lastValid = value;
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}
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ema = Math.FusedMultiplyAdd(ema, beta, alpha * value);
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double emaVal;
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if (warmup)
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{
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e *= beta;
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double c = e > 1e-10 ? 1.0 / (1.0 - e) : 1.0;
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emaVal = ema * c;
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if (e <= 1e-10)
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{
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warmup = false;
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}
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}
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else
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{
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emaVal = ema;
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}
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// For close-only spans, Bull Power = close - EMA
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output[i] = value - emaVal;
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}
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}
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public static (TSeries Results, Eri Indicator) Calculate(TSeries source, int period = 13)
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{
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var indicator = new Eri(period);
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TSeries results = indicator.Update(source);
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return (results, indicator);
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}
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}
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