mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-16 09:38:05 +00:00
- Introduced TBar struct for efficient OHLCV data representation. - Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout. - Added TSeries class for time-series data management with zero-copy access. - Created TValue struct for time-value pairs with implicit conversions. - Defined IFeed interface for consistent data feed implementations. - Developed CsvFeed class for loading historical OHLCV data from CSV files. - Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion. - Added Quantower project files for Averages indicator with necessary dependencies and configurations. - Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.
59 lines
1.8 KiB
C#
59 lines
1.8 KiB
C#
using System.Drawing;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
public class EmaIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
|
|
public int Period { get; set; } = 10;
|
|
|
|
[IndicatorExtensions.DataSourceInput]
|
|
public SourceType Source { get; set; } = SourceType.Close;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Ema? ma;
|
|
protected LineSeries? Series;
|
|
protected string? SourceName;
|
|
|
|
public int MinHistoryDepths => Period;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"EMA {Period}:{SourceName}";
|
|
|
|
public EmaIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = false;
|
|
SourceName = Source.ToString();
|
|
Name = "EMA - Exponential Moving Average";
|
|
Description = "Exponential Moving Average";
|
|
Series = new(name: $"EMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
|
AddLineSeries(Series);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
ma = new Ema(Period);
|
|
SourceName = Source.ToString();
|
|
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 = ma!.Update(input, isNew);
|
|
Series!.SetValue(result.Value);
|
|
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
|
|
}
|
|
|
|
public override void OnPaintChart(PaintChartEventArgs args)
|
|
{
|
|
base.OnPaintChart(args);
|
|
this.PaintSmoothCurve(args, Series!, 0, showColdValues: ShowColdValues, tension: 0.2);
|
|
}
|
|
}
|