mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 03:07:43 +00:00
Miha Kralj
09ffd31a40
- Updated class count in classes.svg from 938 to 1078. - Adjusted comments percentage in comments.svg from 33.06 to 33.02. - Revised average cyclomatic complexity in complexity.svg from 2.19 to 2.12. - Increased source files count in files.svg from 1099 to 1275. - Updated lines of code in loc.svg from 114549 to 129859. - Increased methods count in methods.svg from 12035 to 14066. - Updated public types count in public-api.svg from 1086 to 1225. - Revised missing indicators report with updated counts and categories, reflecting recent implementations and planned additions.
65 lines
2.3 KiB
C#
65 lines
2.3 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 HurstIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 20, 2000, 1, 0)]
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public int Period { get; set; } = 100;
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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 Hurst _hurst = null!;
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private readonly LineSeries _series;
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private readonly LineSeries _halfLine;
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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 => $"Hurst {Period}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/hurst/Hurst.Quantower.cs";
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public HurstIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "Hurst - Hurst Exponent";
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Description = "Measures long-range dependence using Rescaled Range (R/S) analysis. H > 0.5 = trending, H < 0.5 = mean-reverting, H ≈ 0.5 = random walk";
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_series = new LineSeries(name: "Hurst", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
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_halfLine = new LineSeries(name: "0.5", color: Color.Gray, width: 1, style: LineStyle.Dash);
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AddLineSeries(_series);
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AddLineSeries(_halfLine);
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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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_hurst = new Hurst(Period);
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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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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 = _hurst.Update(input, args.IsNewBar());
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_series.SetValue(result.Value, _hurst.IsHot, ShowColdValues);
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_halfLine.SetValue(0.5);
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}
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}
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