using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class VarianceIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)] public int Period { get; set; } = 20; [InputParameter("Population Variance", 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 Variance _variance = null!; private readonly LineSeries _series; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"Variance {Period}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/variance/Variance.Quantower.cs"; public VarianceIndicator() { OnBackGround = true; SeparateWindow = true; Name = "Variance - Rolling Variance"; Description = "Measures the dispersion of a set of data points around their mean"; _series = new LineSeries(name: "Variance", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _variance = new Variance(Period, IsPopulation); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar) { return; } 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 = _variance.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _variance.IsHot, ShowColdValues); } }