mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 09:08:04 +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.
62 lines
2.2 KiB
C#
62 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 AgcIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Decay", sortIndex: 1, 0.9, 0.9999, 0.001, 3)]
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public double Decay { get; set; } = 0.991;
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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 Agc _agc = null!;
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private Roofing _roofing = null!;
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private readonly LineSeries _series;
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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 => $"AGC {Decay:F3}:{_sourceName}";
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public AgcIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "AGC - Ehlers Automatic Gain Control";
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Description = "Ehlers Automatic Gain Control: amplitude normalization via exponential peak tracking, applied after Roofing filter";
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_series = new LineSeries(name: $"AGC {Decay:F3}", color: Color.Blue, 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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_roofing = new Roofing(48, 10);
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_agc = new Agc(Decay);
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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 price = _priceSelector(item);
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// First apply roofing filter to get oscillating signal, then normalize with AGC
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double filtered = _roofing.Update(new TValue(item.TimeLeft.Ticks, price), isNew).Value;
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double value = _agc.Update(new TValue(item.TimeLeft.Ticks, filtered), isNew).Value;
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_series.SetValue(value, _agc.IsHot, ShowColdValues);
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}
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}
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