using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class PercentileIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)] public int Period { get; set; } = 14; [InputParameter("Percentile (0-100)", sortIndex: 2, 0, 100, 0.1, 1)] public double Percent { get; set; } = 50.0; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Percentile _percentile = null!; private readonly LineSeries _series; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"Percentile {Period} ({Percent}%)"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/percentile/Percentile.Quantower.cs"; public PercentileIndicator() { OnBackGround = true; SeparateWindow = false; Name = "Percentile - Rolling Percentile"; Description = "Value below which a given percentage of observations fall in a rolling window"; _series = new LineSeries(name: "Percentile", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _percentile = new Percentile(Period, Percent); _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 = _percentile.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _percentile.IsHot, ShowColdValues); } }