mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-04 20:17:43 +00:00
95838a6435
- Implemented the SSF-DSP (Super Smooth Filter Detrended Synthetic Price) indicator using dual Super Smooth Filters. - Added validation tests to ensure correctness against PineScript implementation and mathematical properties. - Created comprehensive documentation outlining the architecture, mathematical foundation, performance profile, and common pitfalls. - Included batch processing capabilities for efficient calculations on time series data.
68 lines
2.4 KiB
C#
68 lines
2.4 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 LunarIndicator : Indicator, IWatchlistIndicator
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{
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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 Lunar _lunar = null!;
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private readonly LineSeries _series;
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private readonly LineSeries _newMoonLine;
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private readonly LineSeries _fullMoonLine;
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private readonly LineSeries _quarterLine;
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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 => "LUNAR";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/lunar/Lunar.Quantower.cs";
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public LunarIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "LUNAR - Lunar Phase";
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Description = "Calculates Moon's illumination phase using orbital mechanics (0=New Moon, 1=Full Moon)";
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_series = new LineSeries(name: "Lunar Phase", color: Color.Gold, width: 2, style: LineStyle.Solid);
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_newMoonLine = new LineSeries(name: "New Moon", color: Color.DarkGray, width: 1, style: LineStyle.Dash);
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_fullMoonLine = new LineSeries(name: "Full Moon", color: Color.LightGoldenrodYellow, width: 1, style: LineStyle.Dash);
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_quarterLine = new LineSeries(name: "Quarter", color: Color.Gray, width: 1, style: LineStyle.Dot);
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AddLineSeries(_series);
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AddLineSeries(_newMoonLine);
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AddLineSeries(_fullMoonLine);
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AddLineSeries(_quarterLine);
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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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_lunar = new Lunar();
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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 time = this.HistoricalData.Time();
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// Lunar phase uses only the timestamp, not the price
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var input = new TValue(time, 0);
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TValue result = _lunar.Update(input, args.IsNewBar());
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_series.SetValue(result.Value, _lunar.IsHot, ShowColdValues);
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_newMoonLine.SetValue(0.0);
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_fullMoonLine.SetValue(1.0);
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_quarterLine.SetValue(0.5);
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}
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} |