Files
QuanTAlib/lib/numerics/lineartrans/Lineartrans.Quantower.cs
T
2026-01-25 16:01:45 -08:00

66 lines
2.0 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
using static QuanTAlib.IndicatorExtensions;
namespace QuanTAlib;
/// <summary>
/// LINEARTRANS (Linear Scaling) Quantower indicator.
/// Transforms values using y = slope * x + intercept.
/// </summary>
public class LineartransIndicator : Indicator, IWatchlistIndicator
{
[DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Slope", sortIndex: 10, minimum: -1e10, maximum: 1e10, decimalPlaces: 4)]
public double Slope { get; set; } = 1.0;
[InputParameter("Intercept", sortIndex: 20, minimum: -1e10, maximum: 1e10, decimalPlaces: 4)]
public double Intercept { get; set; } = 0.0;
[InputParameter("Show Cold Values", sortIndex: 100)]
public bool ShowColdValues { get; set; } = true;
private Lineartrans? _lineartrans;
private Func<IHistoryItem, double>? _selector;
public int MinHistoryDepths => 1;
public override string ShortName => $"LINEARTRANS({Slope},{Intercept})";
public LineartransIndicator()
{
Name = "LINEARTRANS - Linear Scaling";
Description = "Transforms values using y = slope * x + intercept";
SeparateWindow = true;
OnBackGround = true;
}
protected override void OnInit()
{
_lineartrans = new Lineartrans(Slope, Intercept);
_selector = Source.GetPriceSelector();
AddLineSeries(new LineSeries("Lineartrans", Color.Cyan, 2, LineStyle.Solid));
}
protected override void OnUpdate(UpdateArgs args)
{
if (_lineartrans == null || _selector == null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
double value = _selector(item);
bool isNew = args.IsNewBar();
TValue input = new(item.TimeLeft, value);
_lineartrans.Update(input, isNew);
bool isHot = _lineartrans.IsHot;
LinesSeries[0].SetValue(_lineartrans.Last.Value, isHot, ShowColdValues);
}
}