using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// IFFT (Inverse FFT Spectral Low-Pass Filter) Quantower indicator. /// Reconstructs a filtered price value by summing DC plus first N harmonics /// of the Hanning-windowed DFT. Overlays on the price chart. /// public class IfftIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Window Size", sortIndex: 0, minimum: 32, maximum: 128)] public int WindowSize { get; set; } = 64; [InputParameter("Harmonics", sortIndex: 1, minimum: 1, maximum: 64)] public int NumHarmonics { get; set; } = 5; [InputParameter("Show Cold Values", sortIndex: 100)] public bool ShowColdValues { get; set; } = true; private Ifft? _ifft; private Func? _selector; public int MinHistoryDepths => WindowSize; public override string ShortName => $"IFFT({WindowSize},{NumHarmonics})"; public IfftIndicator() { Name = "IFFT - Inverse FFT Spectral Low-Pass Filter"; Description = "Spectral low-pass reconstruction using Hanning-windowed DFT harmonics"; SeparateWindow = false; } protected override void OnInit() { _ifft = new Ifft(WindowSize, NumHarmonics); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("IFFT", Color.Cyan, 2, LineStyle.Solid)); } protected override void OnUpdate(UpdateArgs args) { if (_ifft == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _ifft.Update(input, isNew); bool isHot = _ifft.IsHot; LinesSeries[0].SetValue(_ifft.Last.Value, isHot, ShowColdValues); } }