using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class KurtosisIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 4, 2000, 1, 0)] public int Period { get; set; } = 20; [InputParameter("Population Kurtosis", sortIndex: 2)] public bool IsPopulation { get; set; } = false; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Kurtosis _kurtosis = null!; private readonly LineSeries _series; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"Kurtosis {Period}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/kurtosis/Kurtosis.Quantower.cs"; public KurtosisIndicator() { OnBackGround = true; SeparateWindow = true; Name = "Kurtosis - Excess Kurtosis"; Description = "Measures the tailedness of the probability distribution. Positive = fat tails, Negative = thin tails."; _series = new LineSeries(name: "Kurtosis", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _kurtosis = new Kurtosis(Period, IsPopulation); _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 = _kurtosis.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _kurtosis.IsHot, ShowColdValues); } }