Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation

- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source. - Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios. - Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup. - Removed legacy SGMA implementation and tests to streamline the codebase. - Updated project files to include new indicator and tests in the build process. - Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
2026-08-19 19:18:05 +00:00 · 2026-02-13 21:44:45 -08:00
parent 951842acca
commit dfeb23bf3d
81 changed files with 13629 additions and 2041 deletions
@@ -0,0 +1,66 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class AmatIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Fast Period", sortIndex: 1, 1, 500, 1, 0)]
+    public int FastPeriod { get; set; } = 10;
+
+    [InputParameter("Slow Period", sortIndex: 2, 1, 500, 1, 0)]
+    public int SlowPeriod { get; set; } = 50;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Amat _amat = null!;
+    private readonly LineSeries _trendSeries;
+    private readonly LineSeries _strengthSeries;
+    private string _sourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"AMAT {FastPeriod},{SlowPeriod}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/amat/Amat.cs";
+
+    public AmatIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "AMAT - Archer Moving Averages Trends";
+        Description = "Trend system using fast/slow EMA alignment for directional signals";
+
+        _trendSeries = new LineSeries(name: "Trend", color: Color.Green, width: 2, style: LineStyle.Solid);
+        _strengthSeries = new LineSeries(name: "Strength", color: Color.Orange, width: 1, style: LineStyle.Solid);
+
+        AddLineSeries(_trendSeries);
+        AddLineSeries(_strengthSeries);
+    }
+
+    protected override void OnInit()
+    {
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _amat = new Amat(FastPeriod, SlowPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        _ = _amat.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew);
+
+        _trendSeries.SetValue(_amat.Last.Value, _amat.IsHot, ShowColdValues);
+        _strengthSeries.SetValue(_amat.Strength.Value, _amat.IsHot, ShowColdValues);
+    }
+}