QuanTAlib/lib/momentum/vel/Vel.Quantower.cs

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;

namespace QuanTAlib;

[SkipLocalsInit]
public sealed class VelIndicator : Indicator, IWatchlistIndicator
{
    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
    public int Period { 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 Vel? _vel;
    private readonly LineSeries? _series;
    private string? _sourceName;
    private Func<IHistoryItem, double>? _priceSelector;

    public static int MinHistoryDepths => 0;
    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;

    public override string ShortName => $"VEL {Period}:{_sourceName}";
    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/vel/Vel.Quantower.cs";

    public VelIndicator()
    {
        OnBackGround = true;
        SeparateWindow = true;
        _sourceName = Source.ToString();
        Name = "VEL - Jurik Velocity";
        Description = "Momentum oscillator calculated as PWMA - WMA";
        _series = new(name: $"VEL {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
        AddLineSeries(_series);
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    protected override void OnInit()
    {
        _vel = new Vel(Period);
        _sourceName = Source.ToString();
        _priceSelector = Source.GetPriceSelector();
        base.OnInit();
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    protected override void OnUpdate(UpdateArgs args)
    {
        TValue result = _vel!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());

        _series!.SetValue(result.Value, _vel.IsHot, ShowColdValues);
        _series!.SetMarker(0, Color.Transparent);
    }
}