using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class AfirmaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)] public int Period { get; set; } = 10; [InputParameter("Window", sortIndex: 3)] public Afirma.WindowType Window { get; set; } = Afirma.WindowType.BlackmanHarris; [InputParameter("Use Least Squares", sortIndex: 4)] public bool LeastSquares { get; set; } = false; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Afirma _afirma = null!; private readonly LineSeries _series; private string _sourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"AFIRMA {Period}:{_sourceName}"; public AfirmaIndicator() { OnBackGround = true; SeparateWindow = false; Name = "AFIRMA - Autoregressive FIR Moving Average"; Description = "A Windowed Weighted Moving Average using signal processing window functions"; _series = new LineSeries(name: $"AFIRMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } protected override void OnInit() { _priceSelector = Source.GetPriceSelector(); _sourceName = Source.ToString(); _afirma = new Afirma(Period, Window, LeastSquares); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { bool isNew = args.IsNewBar(); var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; double value = _afirma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value; _series.SetValue(value, _afirma.IsHot, ShowColdValues); } }