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Refactor T3 Moving Average Implementation and Remove Unused Tests

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- Deleted DebugTulip.Tests.cs as it was no longer needed.
- Refactored T3.cs to encapsulate parameters in a struct for better organization and readability.
- Updated methods in T3.cs to use the new Parameters struct, improving clarity and reducing redundancy.
- Enhanced T3.md documentation to provide clearer explanations of the T3 moving average and its parameters.
- Removed Wma.Coverage.Tests.cs as it was obsolete.
- Added new tests in IndicatorExtensions.Tests.cs to validate logic methods and ensure correct calculations.
- Updated IndicatorExtensions.cs to improve method organization and add new functionality for handling chart coordinates.
- Refactored mocks in TradingPlatformMocks.cs to align with new chart interface definitions.
This commit is contained in:
Miha Kralj
2025-12-07 17:32:01 -08:00
parent 94d06b0749
commit 3975ff2d7f
10 changed files with 330 additions and 850 deletions
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lib/averages/t3/T3.cs
+41 -25
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@@ -34,8 +34,22 @@ public sealed class T3 : ITValuePublisher
public static State New() => new() { IsInitialized = false };
}
private readonly double _alpha;
private readonly double _c1, _c2, _c3, _c4;
private readonly struct Parameters
{
public readonly double Alpha;
public readonly double C1, C2, C3, C4;
public Parameters(double alpha, double c1, double c2, double c3, double c4)
{
Alpha = alpha;
C1 = c1;
C2 = c2;
C3 = c3;
C4 = c4;
}
}
private readonly Parameters _params;
private State _state = State.New();
private State _p_state = State.New();
private double _lastValidValue;
@@ -57,17 +71,19 @@ public sealed class T3 : ITValuePublisher
if (period <= 0)
throw new ArgumentException("Period must be greater than 0", nameof(period));
_alpha = 2.0 / (period + 1);
double alpha = 2.0 / (period + 1);
// Precompute coefficients
double v = vfactor;
double v2 = v * v;
double v3 = v2 * v;
_c1 = -v3;
_c2 = 3.0 * (v2 + v3);
_c3 = -3.0 * (2.0 * v2 + v + v3);
_c4 = 1.0 + 3.0 * v + 3.0 * v2 + v3;
double c1 = -v3;
double c2 = 3.0 * (v2 + v3);
double c3 = -3.0 * (2.0 * v2 + v + v3);
double c4 = 1.0 + 3.0 * v + 3.0 * v2 + v3;
_params = new Parameters(alpha, c1, c2, c3, c4);
Name = $"T3({period}, {vfactor:F2})";
}
@@ -118,7 +134,7 @@ public sealed class T3 : ITValuePublisher
}
double val = GetValidValue(input.Value);
val = Compute(val, _alpha, _c1, _c2, _c3, _c4, ref _state);
val = Compute(val, _params, ref _state);
Last = new TValue(input.Time, val);
Pub?.Invoke(Last);
return Last;
@@ -142,21 +158,21 @@ public sealed class T3 : ITValuePublisher
State state = _state;
double lastValidValue = _lastValidValue;
CalculateCore(sourceValues, vSpan, _alpha, _c1, _c2, _c3, _c4, ref state, ref lastValidValue);
CalculateCore(sourceValues, vSpan, _params, ref state, ref lastValidValue);
_state = state;
_lastValidValue = lastValidValue;
sourceTimes.CopyTo(tSpan);
_p_state = _state;
Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double Compute(double input, double alpha, double c1, double c2, double c3, double c4, ref State state)
private static double Compute(double input, in Parameters p, ref State state)
{
if (!state.IsInitialized)
{
@@ -165,20 +181,19 @@ public sealed class T3 : ITValuePublisher
}
else
{
state.E1 += alpha * (input - state.E1);
state.E2 += alpha * (state.E1 - state.E2);
state.E3 += alpha * (state.E2 - state.E3);
state.E4 += alpha * (state.E3 - state.E4);
state.E5 += alpha * (state.E4 - state.E5);
state.E6 += alpha * (state.E5 - state.E6);
state.E1 += p.Alpha * (input - state.E1);
state.E2 += p.Alpha * (state.E1 - state.E2);
state.E3 += p.Alpha * (state.E2 - state.E3);
state.E4 += p.Alpha * (state.E3 - state.E4);
state.E5 += p.Alpha * (state.E4 - state.E5);
state.E6 += p.Alpha * (state.E5 - state.E6);
}
return c1 * state.E6 + c2 * state.E5 + c3 * state.E4 + c4 * state.E3;
return p.C1 * state.E6 + p.C2 * state.E5 + p.C3 * state.E4 + p.C4 * state.E3;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void CalculateCore(ReadOnlySpan<double> source, Span<double> output, double alpha,
double c1, double c2, double c3, double c4, ref State state, ref double lastValidValue)
private static void CalculateCore(ReadOnlySpan<double> source, Span<double> output, in Parameters p, ref State state, ref double lastValidValue)
{
int len = source.Length;
for (int i = 0; i < len; i++)
@@ -189,7 +204,7 @@ public sealed class T3 : ITValuePublisher
else
val = lastValidValue;
output[i] = Compute(val, alpha, c1, c2, c3, c4, ref state);
output[i] = Compute(val, p, ref state);
}
}
@@ -212,7 +227,7 @@ public sealed class T3 : ITValuePublisher
throw new ArgumentException("Period must be greater than 0", nameof(period));
if (source.Length != output.Length)
throw new ArgumentException("Source and output must have the same length");
double alpha = 2.0 / (period + 1);
double v = vfactor;
double v2 = v * v;
@@ -223,10 +238,11 @@ public sealed class T3 : ITValuePublisher
double c3 = -3.0 * (2.0 * v2 + v + v3);
double c4 = 1.0 + 3.0 * v + 3.0 * v2 + v3;
var p = new Parameters(alpha, c1, c2, c3, c4);
State state = State.New();
double lastValidValue = 0;
CalculateCore(source, output, alpha, c1, c2, c3, c4, ref state, ref lastValidValue);
CalculateCore(source, output, p, ref state, ref lastValidValue);
}
/// <summary>