Files
QuanTAlib/lib/trends/bessel/Bessel.Quantower.cs
T
Miha Kralj a7b7207801 Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
2025-12-21 14:37:44 -08:00

66 lines
2.1 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class BesselIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Length", sortIndex: 1, 1, 1000, 1, 0)]
public int Length { get; set; } = 14;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Bessel? _filter;
protected LineSeries? Series;
protected string? SourceName;
private int _warmupBarIndex = -1;
public int MinHistoryDepths => Length;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"BESSEL {Length}:{SourceName}";
public BesselIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "BESSEL - Bessel Filter";
Description = "2nd-order Bessel low-pass filter with maximally flat group delay";
Series = new(name: $"BESSEL {Length}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
_filter = new Bessel(Length);
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 = _filter!.Update(input, isNew);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent);
if (_warmupBarIndex < 0 && _filter!.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);
}
}