using System.Runtime.CompilerServices;
namespace QuanTAlib;
///
/// DX: Directional Movement Index
///
///
/// Unsmoothed trend strength indicator [0-100] regardless of direction (Wilder).
/// Unlike ADX, DX is not smoothed - it shows raw directional movement strength.
/// Values above 25 indicate strong trend. DX is the building block for ADX.
///
/// Calculation: DX = |+DI - -DI| / (+DI + -DI) × 100 where DI values use RMA-smoothed +DM/-DM/TR.
///
/// Detailed documentation
[SkipLocalsInit]
public sealed class Dx : ITValuePublisher
{
private readonly int _period;
private readonly double _invPeriod; // 1 / period
private TBar _prevBar;
private TBar _p_prevBar;
private bool _isInitialized;
// State for TR, +DM, -DM smoothing
private double _trSum, _dmPlusSum, _dmMinusSum;
private double _p_trSum, _p_dmPlusSum, _p_dmMinusSum;
private int _samples;
private int _p_samples;
private double _trSmooth, _dmPlusSmooth, _dmMinusSmooth;
private double _p_trSmooth, _p_dmPlusSmooth, _p_dmMinusSmooth;
///
/// Display name for the indicator.
///
public string Name { get; }
public event TValuePublishedHandler? Pub;
///
/// Current DX value.
///
public TValue Last { get; private set; }
///
/// Current +DI value.
///
public TValue DiPlus { get; private set; }
///
/// Current -DI value.
///
public TValue DiMinus { get; private set; }
///
/// Current smoothed +DM value (Wilder-smoothed raw plus directional movement, before TR normalization).
/// Equivalent to TA-Lib PLUS_DM.
///
public TValue DmPlus { get; private set; }
///
/// Current smoothed -DM value (Wilder-smoothed raw minus directional movement, before TR normalization).
/// Equivalent to TA-Lib MINUS_DM.
///
public TValue DmMinus { get; private set; }
///
/// True if the DX has warmed up and is providing valid results.
///
public bool IsHot => _samples >= _period;
///
/// The period parameter.
///
public int Period => _period;
///
/// The number of bars required for the indicator to warm up.
///
public int WarmupPeriod { get; }
///
/// Creates DX with specified period.
///
/// Period for DX calculation (must be > 0)
public Dx(int period = 14)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_period = period;
_invPeriod = 1.0 / period;
Name = $"DX({period})";
WarmupPeriod = period;
_isInitialized = false;
}
///
/// Resets the DX state.
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Reset()
{
_prevBar = default;
_p_prevBar = default;
_isInitialized = false;
_trSum = _dmPlusSum = _dmMinusSum = 0;
_p_trSum = _p_dmPlusSum = _p_dmMinusSum = 0;
_samples = _p_samples = 0;
_trSmooth = _dmPlusSmooth = _dmMinusSmooth = 0;
_p_trSmooth = _p_dmPlusSmooth = _p_dmMinusSmooth = 0;
Last = default;
DiPlus = default;
DiMinus = default;
DmPlus = default;
DmMinus = default;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TBar input, bool isNew = true)
{
if (isNew)
{
_p_prevBar = _prevBar;
_p_trSum = _trSum;
_p_dmPlusSum = _dmPlusSum;
_p_dmMinusSum = _dmMinusSum;
_p_samples = _samples;
_p_trSmooth = _trSmooth;
_p_dmPlusSmooth = _dmPlusSmooth;
_p_dmMinusSmooth = _dmMinusSmooth;
}
else
{
_prevBar = _p_prevBar;
_trSum = _p_trSum;
_dmPlusSum = _p_dmPlusSum;
_dmMinusSum = _p_dmMinusSum;
_samples = _p_samples;
_trSmooth = _p_trSmooth;
_dmPlusSmooth = _p_dmPlusSmooth;
_dmMinusSmooth = _p_dmMinusSmooth;
}
if (!_isInitialized)
{
if (isNew)
{
_prevBar = input;
_isInitialized = true;
}
return new TValue(input.Time, 0);
}
// Calculate TR with NaN/Infinity guards
double high = double.IsFinite(input.High) ? input.High : _prevBar.High;
double low = double.IsFinite(input.Low) ? input.Low : _prevBar.Low;
double prevClose = double.IsFinite(_prevBar.Close) ? _prevBar.Close : high;
double prevHigh = double.IsFinite(_prevBar.High) ? _prevBar.High : high;
double prevLow = double.IsFinite(_prevBar.Low) ? _prevBar.Low : low;
double hl = high - low;
double hpc = Math.Abs(high - prevClose);
double lpc = Math.Abs(low - prevClose);
double tr = Math.Max(hl, Math.Max(hpc, lpc));
// Guard TR against non-finite values
if (!double.IsFinite(tr))
{
tr = 0;
}
// Calculate DM using guarded values
double dmPlus = 0;
double dmMinus = 0;
double upMove = high - prevHigh;
double downMove = prevLow - low;
// Guard moves against non-finite values
if (!double.IsFinite(upMove))
{
upMove = 0;
}
if (!double.IsFinite(downMove))
{
downMove = 0;
}
if (upMove > downMove && upMove > 0)
{
dmPlus = upMove;
}
if (downMove > upMove && downMove > 0)
{
dmMinus = downMove;
}
if (isNew)
{
// Store sanitized values to prevent NaN/Infinity propagation to next bar
double close = double.IsFinite(input.Close) ? input.Close : prevClose;
_prevBar = new TBar(input.Time, high, high, low, close, input.Volume);
}
// Smooth TR, +DM, -DM
if (_samples < _period)
{
_trSum += tr;
_dmPlusSum += dmPlus;
_dmMinusSum += dmMinus;
_samples++;
if (_samples == _period)
{
// Wilder's initialization for TR, +DM, and -DM uses the un-averaged sum (scaled sum).
_trSmooth = _trSum;
_dmPlusSmooth = _dmPlusSum;
_dmMinusSmooth = _dmMinusSum;
}
}
else
{
// Wilder's smoothing: Smooth = Smooth - Smooth/N + Input
// This is different from RMA: Smooth = Smooth * (N-1)/N + Input/N
_trSmooth = _trSmooth - (_trSmooth * _invPeriod) + tr;
_dmPlusSmooth = _dmPlusSmooth - (_dmPlusSmooth * _invPeriod) + dmPlus;
_dmMinusSmooth = _dmMinusSmooth - (_dmMinusSmooth * _invPeriod) + dmMinus;
}
// Calculate DI and DX
double diPlus = 0;
double diMinus = 0;
double dx = 0;
if (_samples >= _period)
{
if (_trSmooth > 1e-10)
{
diPlus = (_dmPlusSmooth / _trSmooth) * 100.0;
diMinus = (_dmMinusSmooth / _trSmooth) * 100.0;
}
// Guard against NaN/Infinity in DI calculations
if (!double.IsFinite(diPlus))
{
diPlus = 0;
}
if (!double.IsFinite(diMinus))
{
diMinus = 0;
}
double diSum = diPlus + diMinus;
if (diSum > 1e-10)
{
dx = (Math.Abs(diPlus - diMinus) / diSum) * 100.0;
}
// Guard against NaN/Infinity in DX calculation
if (!double.IsFinite(dx))
{
dx = 0;
}
}
// Ensure all outputs are finite; if not, use previous values or 0
if (!double.IsFinite(diPlus))
{
diPlus = double.IsFinite(DiPlus.Value) ? DiPlus.Value : 0;
}
if (!double.IsFinite(diMinus))
{
diMinus = double.IsFinite(DiMinus.Value) ? DiMinus.Value : 0;
}
if (!double.IsFinite(dx))
{
dx = double.IsFinite(Last.Value) ? Last.Value : 0;
}
DiPlus = new TValue(input.Time, diPlus);
DiMinus = new TValue(input.Time, diMinus);
DmPlus = new TValue(input.Time, _samples >= _period ? _dmPlusSmooth : 0);
DmMinus = new TValue(input.Time, _samples >= _period ? _dmMinusSmooth : 0);
Last = new TValue(input.Time, dx);
Pub?.Invoke(this, new TValueEventArgs { Value = Last, IsNew = isNew });
return Last;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue input, bool isNew = true)
{
return Update(new TBar(input.Time, input.Value, input.Value, input.Value, input.Value, 0), isNew);
}
public TSeries Update(TBarSeries source)
{
if (source.Count == 0)
{
return new TSeries([], []);
}
var len = source.Count;
var v = new double[len];
// Use the static Calculate method for performance
Batch(source.High.Values, source.Low.Values, source.Close.Values, _period, v);
// Create lists for TSeries
var tList = new List(len);
var times = source.Open.Times;
for (int i = 0; i < len; i++)
{
tList.Add(times[i]);
}
// Restore state by replaying the whole series
Reset();
for (int i = 0; i < len; i++)
{
Update(source[i], isNew: true);
}
return new TSeries(tList, [.. v]);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void CalcTrDm(int i, ReadOnlySpan high, ReadOnlySpan low, ReadOnlySpan close, out double tr, out double dmPlus, out double dmMinus)
{
double h = high[i];
double l = low[i];
double pc = close[i - 1];
double ph = high[i - 1];
double pl = low[i - 1];
double hl = h - l;
double hpc = Math.Abs(h - pc);
double lpc = Math.Abs(l - pc);
tr = Math.Max(hl, Math.Max(hpc, lpc));
double up = h - ph;
double down = pl - l;
dmPlus = (up > down && up > 0) ? up : 0;
dmMinus = (down > up && down > 0) ? down : 0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double CalcDx(double trSmooth, double dmPlusSmooth, double dmMinusSmooth)
{
double diPlus = (trSmooth > 1e-10) ? (dmPlusSmooth / trSmooth) * 100.0 : 0;
double diMinus = (trSmooth > 1e-10) ? (dmMinusSmooth / trSmooth) * 100.0 : 0;
double diSum = diPlus + diMinus;
return (diSum > 1e-10) ? (Math.Abs(diPlus - diMinus) / diSum) * 100.0 : 0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void WilderSmooth(double input, double invPeriod, ref double smoothed)
{
// Wilder's smoothing: Smooth = Smooth - Smooth/N + Input
smoothed = smoothed - (smoothed * invPeriod) + input;
}
///
/// Initializes the indicator state using the provided bar series history.
///
/// Historical bar data.
public void Prime(TBarSeries source)
{
Reset();
if (source.Count == 0)
{
return;
}
for (int i = 0; i < source.Count; i++)
{
Update(source[i], isNew: true);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Batch(ReadOnlySpan high, ReadOnlySpan low, ReadOnlySpan close, int period, Span destination)
{
int len = high.Length;
if (len < period + 1)
{
destination.Clear();
return;
}
double invPeriod = 1.0 / period;
// Initialize with zeros
for (int i = 0; i <= period; i++)
{
destination[i] = 0;
}
// Phase 1: Accumulate TR, +DM, -DM for the first 'period' bars
double trSum = 0;
double dmPlusSum = 0;
double dmMinusSum = 0;
for (int i = 1; i <= period; i++)
{
CalcTrDm(i, high, low, close, out double tr, out double dmPlus, out double dmMinus);
trSum += tr;
dmPlusSum += dmPlus;
dmMinusSum += dmMinus;
}
// Initialize smoothed values
double trSmooth = trSum;
double dmPlusSmooth = dmPlusSum;
double dmMinusSmooth = dmMinusSum;
// Calculate DX at period index
double dx = CalcDx(trSmooth, dmPlusSmooth, dmMinusSmooth);
destination[period] = dx;
// Phase 2: Calculate DX for the rest of the series
for (int i = period + 1; i < len; i++)
{
CalcTrDm(i, high, low, close, out double tr, out double dmPlus, out double dmMinus);
WilderSmooth(tr, invPeriod, ref trSmooth);
WilderSmooth(dmPlus, invPeriod, ref dmPlusSmooth);
WilderSmooth(dmMinus, invPeriod, ref dmMinusSmooth);
dx = CalcDx(trSmooth, dmPlusSmooth, dmMinusSmooth);
destination[i] = dx;
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static TSeries Batch(TBarSeries source, int period = 14)
{
if (source.Count == 0)
{
return new TSeries([], []);
}
var len = source.Count;
var v = new double[len];
Batch(source.High.Values, source.Low.Values, source.Close.Values, period, v);
var tList = new List(len);
var times = source.Open.Times;
for (int i = 0; i < len; i++)
{
tList.Add(times[i]);
}
return new TSeries(tList, [.. v]);
}
public static (TSeries Results, Dx Indicator) Calculate(TBarSeries source, int period = 14)
{
var indicator = new Dx(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}