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

- 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.
This commit is contained in:
Miha Kralj
2025-12-29 09:34:37 -08:00
parent 43ce6e63e4
commit 16a21a5b65
26 changed files with 1816 additions and 142 deletions
+2 -2
View File
@@ -58,7 +58,7 @@
| **Conditional Volatility** | Cv | - | - | - | - |
| **Convolution Moving Average** | [Conv](../lib/trends/conv/conv.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Correlation** | Correlation | CORREL | - | Correlation | - |
| **Cumulative Mean (Average)** | Cummean | - | - | - | - |
| **Cumulative Moving Average** | [Cma](../lib/statistics/cma/Cma.md) | - | - | - | - |
| **Decay Min-Max Channel** | Decaychannel | - | - | - | - |
| **DeMark Pivot Points** | Pivotdem | - | - | - | ❔ |
| **Detrended Price Oscillator** | Dpo | - | dpo | Dpo | ❔ |
@@ -283,4 +283,4 @@
| **Median (Statistical)** | [Median](../lib/statistics/median/Median.md) | ✔️ | - | - | - |
| **Skewness** | [Skew](../lib/statistics/skew/Skew.md) | ✔️ | - | - | - |
| **Standard Deviation** | [StdDev](../lib/statistics/stddev/StdDev.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Variance** | [Variance](../lib/statistics/variance/Variance.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Variance** | [Variance](../lib/statistics/variance/Variance.md) | ✔️ | ✔️ | ✔️ | ✔️ |