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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/atrbands/AtrBands.Quantower.Tests.cs
+1 -1
View File
@@ -189,4 +189,4 @@ public class AtrBandsIndicatorTests
indicator.Multiplier = 3.5;
Assert.Equal(3.5, indicator.Multiplier);
}
}
}
lib/channels/atrbands/AtrBands.Quantower.cs
+5 -2
View File
@@ -51,7 +51,10 @@ public sealed class AtrBandsIndicator : Indicator, IWatchlistIndicator
protected override void OnUpdate(UpdateArgs args)
{
if (_atrBands == null) return;
if (_atrBands == null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
bool isNew = args.IsNewBar();
@@ -78,4 +81,4 @@ public sealed class AtrBandsIndicator : Indicator, IWatchlistIndicator
// Lower band
LinesSeries[2].SetValue(_atrBands.Lower.Value, isHot, ShowColdValues);
}
}
}
lib/channels/atrbands/AtrBands.Tests.cs
+1 -1
View File
@@ -708,4 +708,4 @@ public class AtrBandsTests
// Bands should be symmetric around middle
Assert.Equal(upperDist, lowerDist, 1e-10);
}
}
}
lib/channels/atrbands/AtrBands.cs
+117 -17
View File
@@ -114,9 +114,14 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
public AtrBands(int period, double multiplier = 2.0)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (multiplier <= 0)
{
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier));
}
_period = period;
_multiplier = multiplier;
@@ -145,7 +150,11 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
/// </summary>
public void Dispose()
{
if (_disposed) return;
if (_disposed)
{
return;
}
_disposed = true;
if (_source is not null)
@@ -173,7 +182,9 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
private double CalculateTrueRange(double high, double low, double prevClose)
{
if (double.IsNaN(prevClose))
{
return high - low;
}
double hl = high - low;
double hpc = Math.Abs(high - prevClose);
@@ -188,9 +199,13 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
public TValue Update(TBar input, bool isNew = true)
{
if (isNew)
{
_p_state = _state;
}
else
{
_state = _p_state;
}
// Get valid values with last-value substitution
double source = input.Close;
@@ -198,10 +213,41 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
double low = input.Low;
double close = input.Close;
if (double.IsFinite(source)) _state.LastValidSource = source; else source = _state.LastValidSource;
if (double.IsFinite(high)) _state.LastValidHigh = high; else high = _state.LastValidHigh;
if (double.IsFinite(low)) _state.LastValidLow = low; else low = _state.LastValidLow;
if (double.IsFinite(close)) _state.LastValidClose = close; else close = _state.LastValidClose;
if (double.IsFinite(source))
{
_state.LastValidSource = source;
}
else
{
source = _state.LastValidSource;
}
if (double.IsFinite(high))
{
_state.LastValidHigh = high;
}
else
{
high = _state.LastValidHigh;
}
if (double.IsFinite(low))
{
_state.LastValidLow = low;
}
else
{
low = _state.LastValidLow;
}
if (double.IsFinite(close))
{
_state.LastValidClose = close;
}
else
{
close = _state.LastValidClose;
}
// Handle first valid value initialization
if (double.IsNaN(source))
@@ -248,7 +294,9 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
double width = atr * _multiplier;
if (isNew)
{
_state.PrevClose = close;
}
Last = new TValue(input.Time, middle);
Upper = new TValue(input.Time, middle + width);
@@ -264,7 +312,9 @@ public sealed class AtrBands : 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);
@@ -305,7 +355,10 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
/// </summary>
public void Prime(TBarSeries source)
{
if (source.Count == 0) return;
if (source.Count == 0)
{
return;
}
// Reset state
_sourceBuffer.Clear();
@@ -325,11 +378,19 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
_state.LastValidClose = bar.Close;
}
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.IsNaN(_state.LastValidSource) && !double.IsNaN(_state.LastValidHigh) && !double.IsNaN(_state.LastValidLow))
{
break;
}
}
// Find valid values in warmup window if not found
@@ -396,15 +457,29 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
{
int len = input.Close.Length;
if (input.High.Length != len || input.Low.Length != len)
{
throw new ArgumentException("High, Low, and Close must have the same length", nameof(input));
if (output.Middle.Length < len || output.Upper.Length < len || output.Lower.Length < len)
throw new ArgumentException("Output buffers must be at least as long as input", nameof(output));
if (period <= 0)
throw new ArgumentException("Period must be greater than 0", nameof(period));
if (multiplier <= 0)
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier));
}
if (len == 0) return;
if (output.Middle.Length < len || output.Upper.Length < len || output.Lower.Length < len)
{
throw new ArgumentException("Output buffers must be at least as long as input", nameof(output));
}
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (multiplier <= 0)
{
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier));
}
if (len == 0)
{
return;
}
CalculateScalarCore(input.High, input.Low, input.Close, output.Middle, output.Upper, output.Lower, period, multiplier);
}
@@ -521,9 +596,32 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
double c = close[i];
// Get valid values
if (double.IsFinite(h)) lastValidHigh = h; else h = lastValidHigh;
if (double.IsFinite(l)) lastValidLow = l; else l = lastValidLow;
if (double.IsFinite(c)) lastValidClose = c; else c = lastValidClose;
if (double.IsFinite(h))
{
lastValidHigh = h;
}
else
{
h = lastValidHigh;
}
if (double.IsFinite(l))
{
lastValidLow = l;
}
else
{
l = lastValidLow;
}
if (double.IsFinite(c))
{
lastValidClose = c;
}
else
{
c = lastValidClose;
}
if (double.IsNaN(c))
{
@@ -536,7 +634,9 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
// Calculate True Range
double tr;
if (double.IsNaN(prevClose))
{
tr = h - l;
}
else
{
double hl = h - l;
@@ -591,4 +691,4 @@ public sealed class AtrBands : ITValuePublisher, IDisposable
var results = atrBands.Update(source);
return (results, atrBands);
}
}
}