mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 13:37:44 +00:00
a7b7207801
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
66 lines
2.1 KiB
C#
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);
|
|
}
|
|
}
|