2024-09-23 08:34:47 -07:00
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using System;
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using System.Runtime.CompilerServices;
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2024-10-08 10:47:21 -07:00
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<<<<<<< HEAD
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2024-10-06 06:59:26 +00:00
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namespace QuanTAlib
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{
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2024-09-23 08:34:47 -07:00
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2024-10-06 06:59:26 +00:00
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public class Rma : AbstractBase
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{
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private readonly int _period;
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private double _alpha;
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private double _lastRMA;
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private double _savedLastRMA;
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public Rma(int period) : base()
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{
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if (period < 1)
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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WarmupPeriod = period * 2;
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_alpha = 1.0 / _period; // Wilder's smoothing factor
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Name = $"Rma({_period})";
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Init();
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}
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2024-10-06 06:59:26 +00:00
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public Rma(object source, int period) : this(period)
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
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}
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2024-10-08 10:47:21 -07:00
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=======
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2024-10-06 14:44:43 -07:00
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namespace QuanTAlib;
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2024-09-23 08:34:47 -07:00
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2024-10-06 14:44:43 -07:00
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public class Rma : AbstractBase
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{
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2024-09-23 08:34:47 -07:00
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private readonly int _period;
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2024-10-06 14:44:43 -07:00
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private readonly double _alpha;
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2024-09-23 08:34:47 -07:00
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private double _lastRMA;
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private double _savedLastRMA;
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2024-10-06 14:44:43 -07:00
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public Rma(int period)
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{
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if (period < 1)
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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WarmupPeriod = period * 2;
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_alpha = 1.0 / _period; // Wilder's smoothing factor
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Name = $"Rma({_period})";
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Init();
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2024-10-08 17:31:29 +00:00
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}
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2024-10-08 17:31:29 +00:00
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public Rma(object source, int period) : this(period)
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
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}
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2024-10-08 17:31:29 +00:00
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public override void Init()
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{
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base.Init();
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_lastRMA = 0;
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_savedLastRMA = 0;
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}
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2024-10-08 17:31:29 +00:00
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protected override void ManageState(bool isNew)
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{
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if (!isNew)
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{
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_lastRMA = _savedLastRMA;
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return;
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}
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_savedLastRMA = _lastRMA;
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_lastValidValue = Input.Value;
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_index++;
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}
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protected override double Calculation()
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{
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ManageState(Input.IsNew);
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double rma;
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if (_index == 1)
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{
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return Input.Value;
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}
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if (_index <= _period)
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{
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// Simple average during initial period
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return (_lastRMA * (_index - 1) + Input.Value) / _index;
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}
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// Wilder's smoothing method
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return _alpha * (Input.Value - _lastRMA) + _lastRMA;
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2024-10-08 17:31:29 +00:00
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}
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2024-10-08 17:31:29 +00:00
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_lastRMA = rma;
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IsHot = _index >= WarmupPeriod;
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2024-10-08 10:47:21 -07:00
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>>>>>>> dev
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2024-09-23 08:34:47 -07:00
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2024-10-06 06:59:26 +00:00
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public override void Init()
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{
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base.Init();
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_lastRMA = 0;
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_savedLastRMA = 0;
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}
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protected override void ManageState(bool isNew)
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{
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if (isNew)
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{
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_savedLastRMA = _lastRMA;
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_lastValidValue = Input.Value;
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_index++;
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}
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else
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{
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_lastRMA = _savedLastRMA;
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}
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}
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protected override double Calculation()
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{
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ManageState(Input.IsNew);
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double rma;
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if (_index == 1)
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{
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rma = Input.Value;
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}
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else if (_index <= _period)
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{
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// Simple average during initial period
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rma = (_lastRMA * (_index - 1) + Input.Value) / _index;
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}
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else
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{
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// Wilder's smoothing method
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rma = _alpha * (Input.Value - _lastRMA) + _lastRMA;
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}
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_lastRMA = rma;
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IsHot = _index >= WarmupPeriod;
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return rma;
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}
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2024-09-23 08:34:47 -07:00
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}
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2024-10-08 10:47:21 -07:00
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<<<<<<< HEAD
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2024-09-23 08:34:47 -07:00
|
|
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}
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2024-10-08 10:47:21 -07:00
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=======
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}
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>>>>>>> dev
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