using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
///
/// Variance Quantower indicator.
/// Measures the dispersion of data points around their mean over a rolling window.
///
[SkipLocalsInit]
public class VarianceIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
public int Period { get; set; } = 14;
[InputParameter("Population", sortIndex: 2, variants: new object[] {
"Sample (N-1)", false, "Population (N)", true })]
public bool IsPopulation { 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 Variance _indicator = null!;
protected LineSeries Series;
protected string SourceName = null!;
private Func _priceSelector = null!;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"VAR({Period},{(IsPopulation ? "Pop" : "Samp")})";
public VarianceIndicator()
{
OnBackGround = false;
SeparateWindow = true;
SourceName = Source.ToString();
Name = "VAR - Variance";
Description = "Measures the dispersion of a set of data points around their mean over a rolling window.";
Series = new LineSeries(name: "Variance", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
_indicator = new Variance(Period, IsPopulation);
SourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
TValue result = _indicator.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
Series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
}
}