Files
Miha Kralj 86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
2026-01-18 19:02:03 -08:00

60 lines
2.1 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class LsmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 25;
[InputParameter("Offset", sortIndex: 2, -1000, 1000, 1, 0)]
public int Offset { get; set; } = 0;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Lsma _lsma = null!;
private readonly LineSeries _series;
private string _sourceName = null!;
private Func<IHistoryItem, double> _priceSelector = null!;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"LSMA {Period}:{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/lsma/Lsma.Quantower.cs";
public LsmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
Name = "LSMA - Least Squares Moving Average";
Description = "Least Squares Moving Average";
_series = new LineSeries(name: $"LSMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_priceSelector = Source.GetPriceSelector();
_sourceName = Source.ToString();
_lsma = new Lsma(Period, Offset);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.IsNewBar();
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
double value = _lsma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
_series.SetValue(value, _lsma.IsHot, ShowColdValues);
}
}