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feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation

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- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
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Miha Kralj
2025-12-29 09:34:37 -08:00
parent 43ce6e63e4
commit 16a21a5b65
26 changed files with 1816 additions and 142 deletions
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docs/indicators.md
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@@ -104,9 +104,10 @@ These measure the spread of data points around the mean.
### Statistics
- [**CMA**](../lib/statistics/cma/Cma.md) - Cumulative Moving Average
- [**COVARIANCE**](../lib/statistics/covariance/Covariance.md) - Covariance
- [**LINREG**](../lib/statistics/linreg/LinReg.md) - Linear Regression Curve
- [**MEDIAN**](../lib/statistics/median/Median.md) - Rolling Median
- [**SKEW**](../lib/statistics/skew/Skew.md) - Skewness
- [**STDDEV**](../lib/statistics/stddev/StdDev.md) - Standard Deviation
- [**VARIANCE**](../lib/statistics/variance/Variance.md) - Population and Sample Variance
- [**VARIANCE**](../lib/statistics/variance/Variance.md) - Population and Sample Variance