style patterns

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
@@ -48,7 +48,9 @@ public sealed class KchannelIndicator : Indicator, IWatchlistIndicator
protected override void OnUpdate(UpdateArgs args)
{
if (_indicator is null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
bool isNew = args.IsNewBar();
@@ -449,7 +449,9 @@ public sealed class KchannelValidationTests : IDisposable
// After warmup, values should be within 5% (warmup methods may differ)
if (midPct < 0.05)
{
closeCount++;
}
}
}
+44 -1
View File
@@ -52,9 +52,14 @@ public sealed class Kchannel : ITValuePublisher
public Kchannel(int period = 20, double multiplier = 2.0)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be >= 1.");
}
if (multiplier <= 0.0)
{
throw new ArgumentOutOfRangeException(nameof(multiplier), "Multiplier must be > 0.");
}
_period = period;
_multiplier = multiplier;
@@ -95,19 +100,31 @@ public sealed class Kchannel : ITValuePublisher
private (double close, double high, double low) GetValid(double close, double high, double low)
{
if (double.IsFinite(close))
{
_state = _state with { LastValidClose = close };
}
else
{
close = _state.LastValidClose;
}
if (double.IsFinite(high))
{
_state = _state with { LastValidHigh = high };
}
else
{
high = _state.LastValidHigh;
}
if (double.IsFinite(low))
{
_state = _state with { LastValidLow = low };
}
else
{
low = _state.LastValidLow;
}
return (close, high, low);
}
@@ -116,9 +133,13 @@ public sealed class Kchannel : ITValuePublisher
public TValue Update(TBar input, bool isNew = true)
{
if (isNew)
{
_p_state = _state;
}
else
{
_state = _p_state;
}
var (close, high, low) = GetValid(input.Close, input.High, input.Low);
@@ -144,7 +165,9 @@ public sealed class Kchannel : ITValuePublisher
}
if (isNew)
{
_state = _state with { Bars = _state.Bars + 1 };
}
// EMA with warmup compensation (sum/weight approach)
double newSum = Math.FusedMultiplyAdd(_state.EmaSum, 1.0 - _emaAlpha, close * _emaAlpha);
@@ -179,7 +202,9 @@ public sealed class Kchannel : ITValuePublisher
double lower = emaValue - width;
if (!_state.IsHot && _state.Bars >= WarmupPeriod)
{
_state = _state with { IsHot = true };
}
Last = new TValue(input.Time, emaValue);
Upper = new TValue(input.Time, upper);
@@ -192,7 +217,9 @@ public sealed class Kchannel : ITValuePublisher
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);
@@ -237,7 +264,9 @@ public sealed class Kchannel : ITValuePublisher
Reset();
if (source.Count == 0)
{
return;
}
for (int i = 0; i < source.Count; i++)
{
@@ -259,16 +288,30 @@ public sealed class Kchannel : ITValuePublisher
double multiplier = 2.0)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be >= 1.");
}
if (multiplier <= 0.0)
{
throw new ArgumentOutOfRangeException(nameof(multiplier), "Multiplier must be > 0.");
}
if (high.Length != low.Length || high.Length != close.Length)
{
throw new ArgumentException("High, Low, and Close spans must have the same length", nameof(high));
}
if (middle.Length < high.Length || upper.Length < high.Length || lower.Length < high.Length)
{
throw new ArgumentException("Output spans must be at least as long as inputs", nameof(middle));
}
int len = high.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
double emaAlpha = 2.0 / (period + 1);
double atrAlpha = 1.0 / period;