using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class JbIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)] public int Period { get; set; } = 20; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Jb _jb = null!; private readonly LineSeries _series; private readonly LineSeries _crit10; private readonly LineSeries _crit05; private readonly LineSeries _crit01; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"JB {Period}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/jb/Jb.Quantower.cs"; public JbIndicator() { OnBackGround = true; SeparateWindow = true; Name = "JB - Jarque-Bera Test"; Description = "Normality test using skewness and kurtosis. Large values reject normality."; _series = new LineSeries(name: "JB", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid); _crit10 = new LineSeries(name: "10%", color: Color.Gray, width: 1, style: LineStyle.Dash); _crit05 = new LineSeries(name: "5%", color: Color.Orange, width: 1, style: LineStyle.Dash); _crit01 = new LineSeries(name: "1%", color: Color.Red, width: 1, style: LineStyle.Solid); AddLineSeries(_series); AddLineSeries(_crit10); AddLineSeries(_crit05); AddLineSeries(_crit01); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _jb = new Jb(Period); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin]; double value = _priceSelector(item); var time = this.HistoricalData.Time(); var input = new TValue(time, value); TValue result = _jb.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _jb.IsHot, ShowColdValues); _crit10.SetValue(4.605); _crit05.SetValue(5.991); _crit01.SetValue(9.210); } }