Add Chaikin Money Flow (CMF) Indicator Implementation and Tests

- Implemented CMF indicator in Cmf.cs with detailed calculations and methods. - Created unit tests for CMF validation against Skender, Ooples, and batch processing. - Added documentation for CMF in Cmf.md, explaining its purpose, calculations, and usage. - Updated project files to include new statistics library. - Updated NDepend badges to reflect changes in classes, methods, and lines of code.
2026-08-24 13:38:05 +00:00 · 2026-01-23 18:40:20 -08:00
parent 71b7166e2e
commit fd6c80e8db
28 changed files with 2608 additions and 117 deletions
@@ -0,0 +1,76 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class BbandsIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, minimum: 2, maximum: 1000, increment: 1, decimalPlaces: 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Multiplier", sortIndex: 2, minimum: 0.1, maximum: 10.0, increment: 0.1, decimalPlaces: 1)]
+    public double Multiplier { get; set; } = 2.0;
+
+    [IndicatorExtensions.DataSourceInput(sortIndex: 3)]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Bbands? bbands;
+    protected LineSeries? MiddleSeries;
+    protected LineSeries? UpperSeries;
+    protected LineSeries? LowerSeries;
+    protected LineSeries? WidthSeries;
+    protected LineSeries? PercentBSeries;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"BBANDS ({Period},{Multiplier:F1})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/channels/bbands/Bbands.cs";
+
+    public BbandsIndicator()
+    {
+        Name = "BBANDS - Bollinger Bands";
+        Description = "Volatility-based channel indicator with upper and lower bands positioned at a specified number of standard deviations from a moving average";
+
+        MiddleSeries = new("Middle", Color.Blue, 2, LineStyle.Solid);
+        UpperSeries = new("Upper", Color.Red, 1, LineStyle.Solid);
+        LowerSeries = new("Lower", Color.Green, 1, LineStyle.Solid);
+        WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dot);
+        PercentBSeries = new("%B", Color.Purple, 1, LineStyle.Dash);
+
+        AddLineSeries(MiddleSeries);
+        AddLineSeries(UpperSeries);
+        AddLineSeries(LowerSeries);
+        AddLineSeries(WidthSeries);
+        AddLineSeries(PercentBSeries);
+
+        SeparateWindow = false;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        bbands = new(Period, Multiplier);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var priceSelector = Source.GetPriceSelector();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double price = priceSelector(item);
+        var time = HistoricalData.Time();
+        
+        TValue input = new(time, price);
+        TValue result = bbands!.Update(input, args.IsNewBar());
+
+        MiddleSeries!.SetValue(result.Value, bbands.IsHot, ShowColdValues);
+        UpperSeries!.SetValue(bbands.Upper.Value, bbands.IsHot, ShowColdValues);
+        LowerSeries!.SetValue(bbands.Lower.Value, bbands.IsHot, ShowColdValues);
+        WidthSeries!.SetValue(bbands.Width.Value, bbands.IsHot, ShowColdValues);
+        PercentBSeries!.SetValue(bbands.PercentB.Value, bbands.IsHot, ShowColdValues);
+    }
+}