mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 02:27:43 +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 SolarIndicator : 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 Solar _solar = null!;
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private readonly LineSeries _series;
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private readonly LineSeries _summerLine;
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private readonly LineSeries _winterLine;
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private readonly LineSeries _equinoxLine;
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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 => "SOLAR";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/solar/Solar.Quantower.cs";
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public SolarIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "SOLAR - Solar Cycle";
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Description = "Calculates Sun's position in annual cycle (-1=Winter Solstice, 0=Equinox, +1=Summer Solstice)";
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_series = new LineSeries(name: "Solar Cycle", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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_summerLine = new LineSeries(name: "Summer Solstice", color: Color.Red, width: 1, style: LineStyle.Dash);
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_winterLine = new LineSeries(name: "Winter Solstice", color: Color.Blue, width: 1, style: LineStyle.Dash);
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_equinoxLine = new LineSeries(name: "Equinox", color: Color.Gray, width: 1, style: LineStyle.Dot);
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AddLineSeries(_series);
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AddLineSeries(_summerLine);
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AddLineSeries(_winterLine);
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AddLineSeries(_equinoxLine);
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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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_solar = new Solar();
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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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// Solar cycle uses only the timestamp, not the price
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var input = new TValue(time, 0);
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TValue result = _solar.Update(input, args.IsNewBar());
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_series.SetValue(result.Value, _solar.IsHot, ShowColdValues);
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_summerLine.SetValue(1.0);
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_winterLine.SetValue(-1.0);
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_equinoxLine.SetValue(0.0);
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}
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} |