mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +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.
63 lines
2.2 KiB
C#
63 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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[SkipLocalsInit]
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public sealed class PmaIndicator : 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; } = 7;
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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 Pma _pma = null!;
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private readonly LineSeries _series;
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private readonly LineSeries _triggerSeries;
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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 => $"PMA {Period}:{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_FIR/pma/Pma.Quantower.cs";
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public PmaIndicator()
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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 = "PMA - Predictive Moving Average";
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Description = "Ehlers Predictive Moving Average";
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_series = new LineSeries(name: $"PMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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_triggerSeries = new LineSeries(name: "Trigger", color: Color.Orange, width: 1, style: LineStyle.Solid);
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AddLineSeries(_series);
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AddLineSeries(_triggerSeries);
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}
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protected override void OnInit()
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{
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_pma = new Pma(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 = _pma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
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_series.SetValue(result.Value, _pma.IsHot, ShowColdValues);
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_triggerSeries.SetValue(_pma.Trigger.Value, _pma.IsHot, ShowColdValues);
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}
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}
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