using System.Drawing; using System.Linq; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class ConvolutionIndicator : Indicator, IWatchlistIndicator { [InputParameter("Kernel (comma/space/semicolon separated numbers)", sortIndex: 1)] public string KernelString { get; set; } = "0.25, 0.5, 0.25, -0.5"; [InputParameter("Data source", sortIndex: 2, variants: [ "Open", SourceType.Open, "High", SourceType.High, "Low", SourceType.Low, "Close", SourceType.Close, "HL/2 (Median)", SourceType.HL2, "OC/2 (Midpoint)", SourceType.OC2, "OHL/3 (Mean)", SourceType.OHL3, "HLC/3 (Typical)", SourceType.HLC3, "OHLC/4 (Average)", SourceType.OHLC4, "HLCC/4 (Weighted)", SourceType.HLCC4 ])] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Convolution? conv; private Mape? error; protected LineSeries? Series; protected string? SourceName; private double[]? kernel; public int MinHistoryDepths => kernel?.Length ?? 3; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public ConvolutionIndicator() { OnBackGround = true; SeparateWindow = false; SourceName = Source.ToString(); Name = "CONV - Convolution Filter"; Description = "Convolution Filter with custom kernel"; kernel = ParseKernel(KernelString); Series = new(name: $"CONV {string.Join(",", kernel.Select(x => x.ToString("F2")))}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } private static double[] ParseKernel(string kernelStr) { // Split on common delimiters: comma, semicolon, space, tab, pipe var numbers = kernelStr.Split(new[] { ',', ';', ' ', '\t', '|' }, StringSplitOptions.RemoveEmptyEntries | StringSplitOptions.TrimEntries); var kernel = new double[numbers.Length]; for (int i = 0; i < numbers.Length; i++) { if (!double.TryParse(numbers[i], out kernel[i])) { // Default to simple 3-point moving average if parsing fails return new double[] { 0.25, 0.5, 0.25, -0.5 }; } } return kernel; } protected override void OnInit() { kernel = ParseKernel(KernelString); conv = new Convolution(kernel); error = new(kernel.Length); SourceName = Source.ToString(); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { TValue input = this.GetInputValue(args, Source); TValue result = conv!.Calc(input); error!.Calc(input, result); Series!.SetMarker(0, Color.Transparent); Series!.SetValue(result.Value); } public override string ShortName => $"CONV {KernelString}:{SourceName}"; public override void OnPaintChart(PaintChartEventArgs args) { base.OnPaintChart(args); this.PaintSmoothCurve(args, Series!, kernel!.Length, showColdValues: ShowColdValues, tension: 0.2); } }