mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 02:27:43 +00:00
Miha Kralj
7db48e2418
Implement DSO (TASC Oct 2018) with SSF 2-pole filter, RMS normalization, and Fisher Transform (±0.99 clamp). Sealed class, O(1) streaming RMS via RingBuffer, precomputed SSF coefficients. New files: Dso.cs, Dso.Quantower.cs, Dso.md, dso.pine, Dso.Tests.cs (27), Dso.Validation.Tests.cs (7), Dso.Quantower.Tests.cs (11) Updated: Exports.cs, _bridge.py, oscillators.py, SPEC.md, _sidebar.md, lib/_index.md, oscillators/_index.md, docs/indicators.md, docs/pinescript.md All 19,565 tests pass, 0 warnings.
57 lines
2.0 KiB
C#
57 lines
2.0 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 DsoIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
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public int Period { get; set; } = 40;
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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 Dso _ma = null!;
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private readonly LineSeries _series;
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private string _sourceName = null!;
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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 => $"DSO {Period}:{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/dso/Dso.Quantower.cs";
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public DsoIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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_sourceName = Source.ToString();
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Name = "DSO - Ehlers Deviation-Scaled Oscillator";
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Description = "Fisher-transformed, RMS-normalized Super Smoother oscillator with input whitening";
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_series = new LineSeries(name: $"DSO {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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protected override void OnInit()
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{
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_ma = new Dso(Period);
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_sourceName = Source.ToString();
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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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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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TValue result = _ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
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_series.SetValue(result.Value, _ma.IsHot, ShowColdValues);
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}
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}
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