using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class KaiserIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)] public int Period { get; set; } = 14; [InputParameter("Beta", sortIndex: 2, minimum: 0.0, maximum: 20.0, increment: 0.1, decimalPlaces: 1)] public double Beta { get; set; } = 3.0; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Kaiser _kaiser = 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 => $"KAISER {Period},{Beta:F1}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_FIR/kaiser/Kaiser.Quantower.cs"; public KaiserIndicator() { OnBackGround = true; SeparateWindow = false; Name = "KAISER - Kaiser Window Moving Average"; Description = "Kaiser Window Moving Average"; _series = new LineSeries(name: $"KAISER {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } protected override void OnInit() { _priceSelector = Source.GetPriceSelector(); _sourceName = Source.ToString(); _kaiser = new Kaiser(Period, Beta); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { bool isNew = args.IsNewBar(); var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; double value = _kaiser.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value; _series.SetValue(value, _kaiser.IsHot, ShowColdValues); } }