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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.
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@@ -100,7 +100,7 @@ public class IndicatorBenchmarks
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{
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_quotes.Add(new Quote
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{
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Date = new DateTime(_closeTseries.Times[i]),
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Date = new DateTime(_closeTseries.Times[i], DateTimeKind.Utc),
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Open = (decimal)bars.Open.Values[i],
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High = (decimal)bars.High.Values[i],
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Low = (decimal)bars.Low.Values[i],
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@@ -115,7 +115,7 @@ public class IndicatorBenchmarks
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{
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_ooplesData.Add(new TickerData
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{
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Date = new DateTime(_closeTseries.Times[i]),
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Date = new DateTime(_closeTseries.Times[i], DateTimeKind.Utc),
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Open = bars.Open.Values[i],
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High = bars.High.Values[i],
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Low = bars.Low.Values[i],
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