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Add VWAP Quarterly and Yearly periods #77

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Add VWAP Quarterly and Yearly periods #77

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38 changes: 36 additions & 2 deletions Technical/VWAP.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,8 @@ public enum VWAPPeriodType
Daily,
Weekly,
Monthly,
Quarterly,
Yearly,
All,
Custom
}
Expand Down Expand Up @@ -619,7 +621,7 @@ protected override void OnCalculate(int bar, decimal value)
}

if (!ShowFirstPeriod && !AllowCustomStartPoint && !_calcStarted
&& Type is VWAPPeriodType.Weekly or VWAPPeriodType.Monthly or VWAPPeriodType.Custom)
&& Type is VWAPPeriodType.Weekly or VWAPPeriodType.Monthly or VWAPPeriodType.Quarterly or VWAPPeriodType.Yearly or VWAPPeriodType.Custom)
{
if (bar == 0 && Type is not VWAPPeriodType.Custom)
return;
Expand All @@ -632,6 +634,12 @@ protected override void OnCalculate(int bar, decimal value)
case VWAPPeriodType.Monthly:
_calcStarted = IsNewMonth(bar);
break;
case VWAPPeriodType.Quarterly:
_calcStarted = IsNewQuarter(bar);
break;
case VWAPPeriodType.Yearly:
_calcStarted = IsNewYear(bar);
break;
case VWAPPeriodType.Custom:
_calcStarted = IsNewCustomSession(bar);
break;
Expand Down Expand Up @@ -685,6 +693,8 @@ protected override void OnCalculate(int bar, decimal value)
case VWAPPeriodType.Daily when IsNewSession(bar):
case VWAPPeriodType.Weekly when IsNewWeek(bar):
case VWAPPeriodType.Monthly when IsNewMonth(bar):
case VWAPPeriodType.Quarterly when IsNewQuarter(bar):
case VWAPPeriodType.Yearly when IsNewYear(bar):
case VWAPPeriodType.Custom when IsNewCustomSession(bar):
needReset = true;
break;
Expand Down Expand Up @@ -945,6 +955,30 @@ private int BarFromDate(DateTime date)
return bar;
}

private bool IsNewQuarter(int bar)
{
if (bar == 0)
return false;

var prevTime = GetCandle(bar - 1).Time;
var currTime = GetCandle(bar).Time;

int GetQuarter(DateTime dt) => (dt.Month - 1) / 3 + 1;

return prevTime.Year != currTime.Year || GetQuarter(currTime) != GetQuarter(prevTime);
}

private bool IsNewYear(int bar)
{
if (bar == 0)
return false;

var prevTime = GetCandle(bar - 1).Time;
var currTime = GetCandle(bar).Time;

return prevTime.Year != currTime.Year;
}

private bool IsNewCustomSession(int bar)
{
var currentBar = GetCandle(bar);
Expand Down Expand Up @@ -1022,4 +1056,4 @@ private static CrossColor GetColorFromHex(string hexString)
}

#endregion
}
}