mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 00:58:04 +00:00
New version merge
This commit is contained in:
Miha Kralj
@@ -0,0 +1,25 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class EntropyIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
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public int Period { get; set; } = 50;
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private Entropy? entropy;
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protected override AbstractBase QuanTAlib => entropy!;
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public override string ShortName => $"ENTROPY {Period} : {SourceName}";
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public EntropyIndicator() : base()
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{
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Name = "ENTROPY - Entropy";
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SeparateWindow = true;
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}
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protected override void InitIndicator()
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{
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entropy = new(Period);
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MinHistoryDepths = entropy.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,25 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class KurtosisIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 4, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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private Kurtosis? kurtosis;
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protected override AbstractBase QuanTAlib => kurtosis!;
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public override string ShortName => $"KURTOSIS {Period} : {SourceName}";
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public KurtosisIndicator() : base()
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{
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Name = "KURTOSIS - Relative Flatness";
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SeparateWindow = true;
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}
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protected override void InitIndicator()
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{
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kurtosis = new(Period);
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MinHistoryDepths = kurtosis.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,28 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class MaxIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 50;
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[InputParameter("Decay to mean", sortIndex: 1, minimum: 0.00, maximum: 100.0, increment: 0.01, decimalPlaces: 2)]
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public double Decay { get; set; } = 0.1;
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private Max? ma;
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protected override AbstractBase QuanTAlib => ma!;
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public override string ShortName => $"MAX {Period} : {Decay:F2} : {SourceName}";
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public MaxIndicator() : base()
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{
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Name = "MAX - Maximum value (with decay) ";
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}
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protected override void InitIndicator()
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{
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ma = new Max(Period, Decay);
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MinHistoryDepths = ma.WarmupPeriod;
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Source = 2;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,23 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class MedianIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 50;
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private Median? med;
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protected override AbstractBase QuanTAlib => med!;
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public override string ShortName => $"MEDIAN {Period} : {SourceName}";
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public MedianIndicator() : base()
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{
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Name = "MEDIAN - Median historical value";
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}
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protected override void InitIndicator()
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{
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med = new Median(Period);
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MinHistoryDepths = med.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,27 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class MinIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 50;
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[InputParameter("Decay to mean", sortIndex: 1, minimum: 0.00, maximum: 100.0, increment: 0.01, decimalPlaces: 2)]
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public double Decay { get; set; } = 0.1;
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private Min? mi;
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protected override AbstractBase QuanTAlib => mi!;
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public override string ShortName => $"MIN {Period} : {Decay:F2} : {SourceName}";
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public MinIndicator() : base()
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{
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Name = "MIN - Minimum value (with decay)";
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}
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protected override void InitIndicator()
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{
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mi = new Min(Period, Decay);
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MinHistoryDepths = mi.WarmupPeriod;
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Source = 3;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,23 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class ModeIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 50;
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private Mode? mode;
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protected override AbstractBase QuanTAlib => mode!;
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public override string ShortName => $"MODE {Period} : {SourceName}";
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public ModeIndicator() : base()
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{
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Name = "MODE - Most frequent historical value";
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}
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protected override void InitIndicator()
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{
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mode = new Mode(Period);
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MinHistoryDepths = mode.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,28 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class PercentileIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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[InputParameter("Percent", sortIndex: 2, 0, 100, 1, 0)]
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public double Percent { get; set; } = 50;
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private Percentile? percentile;
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protected override AbstractBase QuanTAlib => percentile!;
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public override string ShortName => $"PERCENTILE {Period} {Percent:F0}% : {SourceName}";
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public PercentileIndicator() : base()
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{
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Name = "PERCENTILE - n-th Percentile ";
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SeparateWindow = false;
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}
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protected override void InitIndicator()
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{
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percentile = new(Period, Percent);
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MinHistoryDepths = percentile.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,26 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class SkewIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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private Skew? skew;
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protected override AbstractBase QuanTAlib => skew!;
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public override string ShortName => $"SKEW {Period} : {SourceName}";
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public SkewIndicator() : base()
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{
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Name = "SKEW - Skewness";
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SeparateWindow = true;
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}
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protected override void InitIndicator()
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{
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skew = new(Period);
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MinHistoryDepths = skew.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,18 @@
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<AlgoType>Indicator</AlgoType>
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<OutputPath>bin\$(Configuration)\</OutputPath>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="System.Drawing.Common" Version="8.0.0" />
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<PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.21459.1" />
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<Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
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<Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
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</Compile>
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</ItemGroup>
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<Target Name="CopyCustomContent" AfterTargets="AfterBuild">
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<Copy SourceFiles="$(OutputPath)\Statistics.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Statistics" />
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</Target>
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</Project>
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@@ -0,0 +1,27 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class StddevIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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[InputParameter("Population", sortIndex: 2)]
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public bool IsPopulation { get; set; } = false;
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private Stddev? stddev;
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protected override AbstractBase QuanTAlib => stddev!;
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public override string ShortName => $"STDDEV {Period} : {SourceName}";
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public StddevIndicator() : base()
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{
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Name = "STDDEV - Standard Deviation";
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SeparateWindow = true;
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}
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protected override void InitIndicator()
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{
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stddev = new(Period, IsPopulation);
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MinHistoryDepths = stddev.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,28 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class VarianceIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, minimum: 2, maximum: 2000, increment: 1, decimalPlaces: 0)]
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public int Period { get; set; } = 20;
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[InputParameter("Population", sortIndex: 2)]
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public bool IsPopulation { get; set; } = false;
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private Variance? variance;
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protected override AbstractBase QuanTAlib => variance!;
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public override string ShortName => $"VAR {Period} : {SourceName}";
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public VarianceIndicator() : base()
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{
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Name = "VAR - Variance";
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SeparateWindow = true;
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}
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protected override void InitIndicator()
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{
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SeparateWindow = true;
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variance = new(Period, IsPopulation);
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MinHistoryDepths = variance.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,26 @@
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using TradingPlatform.BusinessLayer;
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using QuanTAlib;
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public class ZScoreIndicator : IndicatorBase
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{
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[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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private Zscore? zScore;
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protected override AbstractBase QuanTAlib => zScore!;
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public override string ShortName => $"ZSCORE {Period} : {SourceName}";
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public ZScoreIndicator() : base()
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{
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Name = "ZSCORE - Standard Score";
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SeparateWindow = true;
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}
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protected override void InitIndicator()
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{
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zScore = new(Period);
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MinHistoryDepths = zScore.WarmupPeriod;
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base.InitIndicator();
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}
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}
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@@ -0,0 +1,189 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using TradingPlatform.BusinessLayer.Chart;
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using System.Runtime.CompilerServices;
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using System.Drawing.Drawing2D;
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using QuanTAlib;
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using System.Collections;
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using TradingPlatform.BusinessLayer.TimeSync;
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#pragma warning disable CA1416 // Validate platform compatibility
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public abstract class IndicatorBase : Indicator, IWatchlistIndicator
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{
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[InputParameter("Data source", sortIndex: 17, variants: [
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"Open", 1,
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"High", 2,
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"Low", 3,
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"Close", 4,
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"HL/2 (Median)", 5,
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"OC/2 (Midpoint)", 6,
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"OHL/3 (Mean)", 7,
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"HLC/3 (Typical)", 8,
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"OHLC/4 (Average)", 9,
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"HLCC/4 (Weighted)", 10
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])]
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public int Source { get; set; } = 4;
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[InputParameter("Show cold values", sortIndex: 20)]
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public bool ShowColdValues { get; set; } = true;
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public int MinHistoryDepths;
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// LineSeries.LineSeries(string, Color, int, LineStyle)'
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protected LineSeries? Series;
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protected string SourceName;
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protected abstract AbstractBase QuanTAlib { get; }
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int IWatchlistIndicator.MinHistoryDepths => 0;
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protected IndicatorBase() : base()
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{
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OnBackGround = true;
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SeparateWindow = false;
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SourceName = GetName(Source);
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Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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InitIndicator();
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}
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protected virtual void InitIndicator()
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{
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SourceName = GetName(Source);
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}
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protected override void OnInit()
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{
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InitIndicator();
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base.OnInit();
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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TBar bar = new(Time: Time(),
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Open: GetPrice(PriceType.Open),
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High: GetPrice(PriceType.High),
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Low: GetPrice(PriceType.Low),
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Close: GetPrice(PriceType.Close),
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Volume: GetPrice(PriceType.Volume),
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IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
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double price = Source switch
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{
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1 => bar.Open,
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2 => bar.High,
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3 => bar.Low,
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4 => bar.Close,
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5 => bar.HL2,
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6 => bar.OC2,
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7 => bar.OHL3,
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8 => bar.HLC3,
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9 => bar.OHLC4,
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10 => bar.HLCC4,
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_ => bar.Close
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};
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TValue input = new TValue(bar.Time, price, bar.IsNew);
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TValue result = QuanTAlib.Calc(input);
|
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Series!.SetValue(result.Value);
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Series!.SetMarker(0, Color.Transparent);
|
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|
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}
|
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public override void OnPaintChart(PaintChartEventArgs args)
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{
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base.OnPaintChart(args);
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List<Point> allPoints = new List<Point>();
|
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if (CurrentChart == null) return;
|
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Graphics gr = args.Graphics;
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var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
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var converter = mainWindow.CoordinatesConverter;
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||||
var clientRect = mainWindow.ClientRectangle;
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gr.SetClip(clientRect);
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DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
|
||||
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
|
||||
|
||||
int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
|
||||
int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
|
||||
|
||||
for (int i = rightIndex; i < leftIndex; i++)
|
||||
{
|
||||
int barX = (int)converter.GetChartX(Time(i));
|
||||
int barY = (int)converter.GetChartY(Series![i]);
|
||||
int halfBarWidth = CurrentChart.BarsWidth / 2;
|
||||
Point point = new Point(barX + halfBarWidth, barY);
|
||||
allPoints.Add(point);
|
||||
}
|
||||
|
||||
if (allPoints.Count > 1)
|
||||
{
|
||||
DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
|
||||
}
|
||||
}
|
||||
|
||||
private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
|
||||
{
|
||||
if (allPoints.Count < 2) return;
|
||||
|
||||
using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
|
||||
using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
|
||||
{
|
||||
// Draw the hot part
|
||||
if (hotCount > 0)
|
||||
{
|
||||
var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
|
||||
gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
|
||||
}
|
||||
|
||||
// Draw the cold part
|
||||
if (ShowColdValues && hotCount < allPoints.Count)
|
||||
{
|
||||
var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
|
||||
gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
|
||||
}
|
||||
}
|
||||
}
|
||||
private DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
|
||||
{
|
||||
return lineStyle switch
|
||||
{
|
||||
LineStyle.Solid => DashStyle.Solid,
|
||||
LineStyle.Dash => DashStyle.Dash,
|
||||
LineStyle.Dot => DashStyle.Dot,
|
||||
LineStyle.DashDot => DashStyle.DashDot,
|
||||
_ => DashStyle.Solid,
|
||||
};
|
||||
}
|
||||
protected void DrawText(Graphics gr, string text, Rectangle clientRect)
|
||||
{
|
||||
Font font = new Font("Inter", 8);
|
||||
SizeF textSize = gr.MeasureString(text, font);
|
||||
RectangleF textRect = new RectangleF(clientRect.Left + 5,
|
||||
clientRect.Bottom - textSize.Height - 10,
|
||||
textSize.Width + 10, textSize.Height + 10);
|
||||
gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
|
||||
gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
|
||||
}
|
||||
protected string GetName(int pType)
|
||||
{
|
||||
return pType switch
|
||||
{
|
||||
1 => "Open",
|
||||
2 => "High",
|
||||
3 => "Low",
|
||||
4 => "Close",
|
||||
5 => "Median",
|
||||
6 => "Midpoint",
|
||||
7 => "Mean",
|
||||
8 => "Typical",
|
||||
9 => "Average",
|
||||
10 => "Weighted",
|
||||
_ => "N/A"
|
||||
};
|
||||
}
|
||||
|
||||
}
|
||||
Reference in New Issue
Block a user