mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-09 14:30:56 +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.
62 lines
2.1 KiB
C#
62 lines
2.1 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 class GdemaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
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public int Period { get; set; } = 10;
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[InputParameter("Volume Factor (v)", sortIndex: 2, 0.0, 3.0, 0.1, 1)]
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public double VFactor { get; set; } = 1.0;
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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 Gdema ma = null!;
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protected LineSeries Series;
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protected 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 => $"GDEMA {Period},{VFactor:F1}:{SourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_IIR/gdema/Gdema.Quantower.cs";
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public GdemaIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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SourceName = Source.ToString();
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Name = "GDEMA - Generalized Double Exponential Moving Average";
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Description = "Generalized Double Exponential Moving Average with tunable volume factor";
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Series = new LineSeries(name: $"GDEMA {Period}", color: IndicatorExtensions.Averages, 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 Gdema(Period, VFactor);
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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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