mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-16 01:28:05 +00:00
- Implemented ChopIndicator for Quantower with configurable period and cold value display. - Created Chop class for calculating the Choppiness Index with detailed documentation. - Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases. - Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples. - Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
63 lines
2.2 KiB
C#
63 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 HtDcperiodIndicator : Indicator, IWatchlistIndicator
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{
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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 HtDcperiod _htDcperiod = null!;
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private readonly LineSeries _periodSeries;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 32;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => "HT_DCPERIOD";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/ht_dcperiod/HtDcperiod.Quantower.cs";
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public HtDcperiodIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "HT_DCPERIOD - Hilbert Transform Dominant Cycle Period";
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Description = "Hilbert Transform Dominant Cycle Period indicator measuring the dominant cycle period in price data";
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_periodSeries = new LineSeries(name: "DCPeriod", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);
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AddLineSeries(_periodSeries);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_htDcperiod = new HtDcperiod();
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_priceSelector = Source.GetPriceSelector();
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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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if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
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{
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return;
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}
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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TValue result = _htDcperiod.Update(input, args.IsNewBar());
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_periodSeries.SetValue(result.Value, _htDcperiod.IsHot, ShowColdValues);
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}
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}
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