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feat: Enhance volume indicators with ADOSC and SSF implementation and validation

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This commit is contained in:
Miha Kralj
2025-12-20 15:08:07 -08:00
parent 5549c7329a
commit d21fea3c18
85 changed files with 5144 additions and 3954 deletions
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lib/trends/t3/T3.cs
+20 -3
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@@ -1,3 +1,4 @@
using System;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
@@ -24,7 +25,7 @@ namespace QuanTAlib;
/// alpha = 2 / (period + 1)
/// </remarks>
[SkipLocalsInit]
public sealed class T3 : AbstractBase
public sealed class T3 : AbstractBase, IDisposable
{
private record struct State(double E1, double E2, double E3, double E4, double E5, double E6, bool IsInitialized)
{
@@ -38,6 +39,8 @@ public sealed class T3 : AbstractBase
private State _p_state = State.New();
private double _lastValidValue;
private double _p_lastValidValue;
private ITValuePublisher? _publisher;
private Action<TValue>? _handler;
/// <summary>
/// Creates T3 with specified period and volume factor.
@@ -76,7 +79,9 @@ public sealed class T3 : AbstractBase
/// <param name="vfactor">Volume Factor (default 0.7)</param>
public T3(ITValuePublisher source, int period, double vfactor = 0.7) : this(period, vfactor)
{
source.Pub += (item) => Update(item);
_publisher = source;
_handler = (item) => Update(item);
_publisher.Pub += _handler;
}
/// <summary>
@@ -87,12 +92,14 @@ public sealed class T3 : AbstractBase
/// <param name="vfactor">Volume Factor (default 0.7)</param>
public T3(TSeries source, int period, double vfactor = 0.7) : this(period, vfactor)
{
_publisher = source;
Prime(source.Values);
if (source.Count > 0)
{
Last = new TValue(source.LastTime, Last.Value);
}
source.Pub += (item) => Update(item);
_handler = (item) => Update(item);
_publisher.Pub += _handler;
}
/// <summary>
@@ -308,4 +315,14 @@ public sealed class T3 : AbstractBase
_p_lastValidValue = 0;
Last = default;
}
public void Dispose()
{
if (_publisher != null && _handler != null)
{
_publisher.Pub -= _handler;
_publisher = null;
_handler = null;
}
}
}