mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 04:27:43 +00:00
9e152b9027
- Implemented TEMA calculation in QuanTAlib with O(1) update complexity. - Added validation tests for TEMA against Skender, TA-Lib, and Tulip indicators. - Updated documentation for TEMA, including its mathematical foundation and usage examples. - Enhanced existing tests for other indicators (TRIMA, WMA) to generate more records. - Adjusted benchmark tests to include DEMA and TEMA comparisons. - Refactored code for better readability and performance, including zero-allocation Span API.
66 lines
2.2 KiB
C#
66 lines
2.2 KiB
C#
using System.Drawing;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
public class TemaIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
|
|
public int Period { get; set; } = 10;
|
|
|
|
[IndicatorExtensions.DataSourceInput]
|
|
public SourceType Source { get; set; } = SourceType.Close;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Tema? ma;
|
|
protected LineSeries? Series;
|
|
protected string? SourceName;
|
|
private int _warmupBarIndex = -1;
|
|
|
|
public int MinHistoryDepths => Period;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"TEMA {Period}:{SourceName}";
|
|
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/averages/tema/Tema.Quantower.cs";
|
|
|
|
public TemaIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = false;
|
|
SourceName = Source.ToString();
|
|
Name = "TEMA - Triple Exponential Moving Average";
|
|
Description = "Triple Exponential Moving Average";
|
|
Series = new(name: $"TEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
|
AddLineSeries(Series);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
ma = new Tema(Period);
|
|
SourceName = Source.ToString();
|
|
_warmupBarIndex = -1;
|
|
base.OnInit();
|
|
}
|
|
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
TValue input = this.GetInputValue(args, Source);
|
|
bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
|
|
TValue result = ma!.Update(input, isNew);
|
|
Series!.SetValue(result.Value);
|
|
Series!.SetMarker(0, Color.Transparent);
|
|
|
|
if (_warmupBarIndex < 0 && ma!.IsHot)
|
|
_warmupBarIndex = Count;
|
|
}
|
|
|
|
public override void OnPaintChart(PaintChartEventArgs args)
|
|
{
|
|
base.OnPaintChart(args);
|
|
int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
|
|
this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
|
}
|
|
}
|