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This commit is contained in:
Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/channels/accbands/AccBands.Quantower.Tests.cs
+1 -1
View File
@@ -189,4 +189,4 @@ public class AccBandsIndicatorTests
indicator.Factor = 3.5;
Assert.Equal(3.5, indicator.Factor);
}
}
}
lib/channels/accbands/AccBands.Quantower.cs
+5 -2
View File
@@ -51,7 +51,10 @@ public sealed class AccBandsIndicator : Indicator, IWatchlistIndicator
protected override void OnUpdate(UpdateArgs args)
{
if (_accBands == null) return;
if (_accBands == null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
bool isNew = args.IsNewBar();
@@ -78,4 +81,4 @@ public sealed class AccBandsIndicator : Indicator, IWatchlistIndicator
// Lower band
LinesSeries[2].SetValue(_accBands.Lower.Value, isHot, ShowColdValues);
}
}
}
lib/channels/accbands/AccBands.cs
+101 -14
View File
@@ -96,9 +96,14 @@ public sealed class AccBands : ITValuePublisher, IDisposable
public AccBands(int period, double factor = 2.0)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (factor <= 0)
{
throw new ArgumentException("Factor must be greater than 0", nameof(factor));
}
_period = period;
_factor = factor;
@@ -125,7 +130,11 @@ public sealed class AccBands : ITValuePublisher, IDisposable
/// </summary>
public void Dispose()
{
if (_disposed) return;
if (_disposed)
{
return;
}
_disposed = true;
if (_source != null)
@@ -271,7 +280,9 @@ public sealed class AccBands : ITValuePublisher, IDisposable
public (TSeries Middle, TSeries Upper, TSeries Lower) Update(TBarSeries source)
{
if (source.Count == 0)
{
return (new TSeries([], []), new TSeries([], []), new TSeries([], []));
}
int len = source.Count;
var tMiddle = new List<long>(len);
@@ -315,7 +326,10 @@ public sealed class AccBands : ITValuePublisher, IDisposable
// skipcq: CS-R1140
public void Prime(TBarSeries source)
{
if (source.Count == 0) return;
if (source.Count == 0)
{
return;
}
// Reset state
_highBuffer.Clear();
@@ -336,13 +350,24 @@ public sealed class AccBands : ITValuePublisher, IDisposable
{
var bar = source[i];
if (double.IsFinite(bar.High) && double.IsNaN(_state.LastValidHigh))
{
_state.LastValidHigh = bar.High;
}
if (double.IsFinite(bar.Low) && double.IsNaN(_state.LastValidLow))
{
_state.LastValidLow = bar.Low;
}
if (double.IsFinite(bar.Close) && double.IsNaN(_state.LastValidClose))
{
_state.LastValidClose = bar.Close;
}
if (!double.IsNaN(_state.LastValidHigh) && !double.IsNaN(_state.LastValidLow) && !double.IsNaN(_state.LastValidClose))
{
break;
}
}
// Find valid values in warmup window if not found
@@ -352,13 +377,24 @@ public sealed class AccBands : ITValuePublisher, IDisposable
{
var bar = source[i];
if (double.IsFinite(bar.High) && double.IsNaN(_state.LastValidHigh))
{
_state.LastValidHigh = bar.High;
}
if (double.IsFinite(bar.Low) && double.IsNaN(_state.LastValidLow))
{
_state.LastValidLow = bar.Low;
}
if (double.IsFinite(bar.Close) && double.IsNaN(_state.LastValidClose))
{
_state.LastValidClose = bar.Close;
}
if (!double.IsNaN(_state.LastValidHigh) && !double.IsNaN(_state.LastValidLow) && !double.IsNaN(_state.LastValidClose))
{
break;
}
}
}
@@ -578,15 +614,29 @@ public sealed class AccBands : ITValuePublisher, IDisposable
{
int len = close.Length;
if (high.Length != len || low.Length != len)
{
throw new ArgumentException("High, Low, and Close must have the same length", nameof(high));
if (middle.Length < len || upper.Length < len || lower.Length < len)
throw new ArgumentException("Output buffers must be at least as long as input", nameof(middle));
if (period <= 0)
throw new ArgumentException("Period must be greater than 0", nameof(period));
if (factor <= 0)
throw new ArgumentException("Factor must be greater than 0", nameof(factor));
}
if (len == 0) return;
if (middle.Length < len || upper.Length < len || lower.Length < len)
{
throw new ArgumentException("Output buffers must be at least as long as input", nameof(middle));
}
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (factor <= 0)
{
throw new ArgumentException("Factor must be greater than 0", nameof(factor));
}
if (len == 0)
{
return;
}
// Scalar implementation with NaN handling
var inputs = new BatchInputs(high, low, close);
@@ -643,13 +693,24 @@ public sealed class AccBands : ITValuePublisher, IDisposable
for (int k = 0; k < len; k++)
{
if (double.IsFinite(inputs.High[k]) && double.IsNaN(state.LastValidHigh))
{
state.LastValidHigh = inputs.High[k];
}
if (double.IsFinite(inputs.Low[k]) && double.IsNaN(state.LastValidLow))
{
state.LastValidLow = inputs.Low[k];
}
if (double.IsFinite(inputs.Close[k]) && double.IsNaN(state.LastValidClose))
{
state.LastValidClose = inputs.Close[k];
}
if (!double.IsNaN(state.LastValidHigh) && !double.IsNaN(state.LastValidLow) && !double.IsNaN(state.LastValidClose))
{
break;
}
}
}
@@ -660,9 +721,32 @@ public sealed class AccBands : ITValuePublisher, IDisposable
double l = inputs.Low[i];
double c = inputs.Close[i];
if (double.IsFinite(h)) state.LastValidHigh = h; else h = state.LastValidHigh;
if (double.IsFinite(l)) state.LastValidLow = l; else l = state.LastValidLow;
if (double.IsFinite(c)) state.LastValidClose = c; else c = state.LastValidClose;
if (double.IsFinite(h))
{
state.LastValidHigh = h;
}
else
{
h = state.LastValidHigh;
}
if (double.IsFinite(l))
{
state.LastValidLow = l;
}
else
{
l = state.LastValidLow;
}
if (double.IsFinite(c))
{
state.LastValidClose = c;
}
else
{
c = state.LastValidClose;
}
return (h, l, c);
}
@@ -726,7 +810,10 @@ public sealed class AccBands : ITValuePublisher, IDisposable
buffers.Close[state.BufferIndex] = c;
state.BufferIndex++;
if (state.BufferIndex >= period) state.BufferIndex = 0;
if (state.BufferIndex >= period)
{
state.BufferIndex = 0;
}
WriteBandOutputs(outputs, i, state.SumHigh / period, state.SumLow / period, state.SumClose / period, factor);
@@ -759,4 +846,4 @@ public sealed class AccBands : ITValuePublisher, IDisposable
var results = accBands.Update(source);
return (results, accBands);
}
}
}