using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public class BesselIndicator : Indicator, IWatchlistIndicator { [InputParameter("Length", sortIndex: 1, 1, 1000, 1, 0)] public int Length { get; set; } = 14; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Bessel? _filter; protected LineSeries? Series; protected string? SourceName; private Func? _priceSelector; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"BESSEL {Length}:{SourceName}"; public BesselIndicator() { OnBackGround = true; SeparateWindow = false; SourceName = Source.ToString(); Name = "BESSEL - Bessel Filter"; Description = "2nd-order Bessel low-pass filter with maximally flat group delay"; Series = new(name: $"BESSEL {Length}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } protected override void OnInit() { _filter = new Bessel(Length); 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 = _filter!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar()); Series!.SetValue(result.Value, _filter.IsHot, ShowColdValues); } }