mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 11:17:46 +00:00
Miha Kralj
7253f61299
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic. - Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks. - Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations). - Enhanced documentation for TRAMA, including performance profiles and quality metrics. - Updated workspace configuration by removing unnecessary folder references.
70 lines
2.5 KiB
C#
70 lines
2.5 KiB
C#
using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class CcycIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Alpha", sortIndex: 1, 0.01, 0.99, 0.01, 2)]
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public double Alpha { get; set; } = 0.07;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Ccyc _ccyc = null!;
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private readonly LineSeries _cycleSeries;
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private readonly LineSeries _triggerSeries;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"CCYC ({Alpha:F2})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/ccyc/Ccyc.Quantower.cs";
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public CcycIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "CCYC - Ehlers Cyber Cycle";
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Description = "Ehlers' Cyber Cycle isolates the dominant cycle component using a 4-tap FIR pre-smoother and a 2-pole high-pass IIR filter";
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_cycleSeries = new LineSeries(name: "Cycle", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);
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_triggerSeries = new LineSeries(name: "Trigger", color: Color.FromArgb(128, 128, 255), width: 1, style: LineStyle.Dash);
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AddLineSeries(_cycleSeries);
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AddLineSeries(_triggerSeries);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_ccyc = new Ccyc(Alpha);
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
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{
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return;
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}
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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TValue result = _ccyc.Update(input, args.IsNewBar());
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_cycleSeries.SetValue(result.Value, _ccyc.IsHot, ShowColdValues);
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_triggerSeries.SetValue(_ccyc.Trigger, _ccyc.IsHot, ShowColdValues);
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}
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}
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