mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 01:37:43 +00:00
Miha Kralj
060649192f
- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
64 lines
2.2 KiB
C#
64 lines
2.2 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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/// <summary>
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/// Variance Quantower indicator.
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/// Measures the dispersion of data points around their mean over a rolling window.
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/// </summary>
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[SkipLocalsInit]
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public class VarianceIndicator : 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; } = 14;
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[InputParameter("Population", sortIndex: 2, variants: new object[] {
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"Sample (N-1)", false, "Population (N)", true })]
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public bool IsPopulation { get; set; } = false;
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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 Variance _indicator = 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 int MinHistoryDepths => Period;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"VAR({Period},{(IsPopulation ? "Pop" : "Samp")})";
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public VarianceIndicator()
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{
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OnBackGround = false;
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SeparateWindow = true;
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SourceName = Source.ToString();
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Name = "VAR - Variance";
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Description = "Measures the dispersion of a set of data points around their mean over a rolling window.";
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Series = new LineSeries(name: "Variance", 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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_indicator = new Variance(Period, IsPopulation);
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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 = _indicator.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
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Series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
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}
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}
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