mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 14:07:44 +00:00
Miha Kralj
4dbb093892
- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation. - Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases. - Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties. - Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes. - Updated `UsfIndicator` implementation to simplify source handling and improve short name generation. - Modified Qodana configuration to exclude unused auto property accessor warnings.
56 lines
1.8 KiB
C#
56 lines
1.8 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 SumIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 0, minimum: 1, maximum: 10000)]
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public int Period { get; set; } = 14;
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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 Sum? _sum;
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private readonly LineSeries? _series;
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private string? _sourceName;
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private Func<IHistoryItem, double>? _priceSelector;
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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 => $"SUM({Period}):{_sourceName}";
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public SumIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "SUM - Rolling Sum";
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Description = "Rolling Sum with Kahan-Babuška summation for numerical stability";
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_series = new(name: "SUM", color: IndicatorExtensions.Statistics, 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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_priceSelector = Source.GetPriceSelector();
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_sourceName = Source.ToString();
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_sum = new Sum(Period);
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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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bool isNew = args.IsNewBar();
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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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double value = _sum!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
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_series!.SetValue(value, _sum.IsHot, ShowColdValues);
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}
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}
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