Afirma + documentation

lib/averages/Afirma.cs

@@ -0,0 +1,89 @@
+namespace QuanTAlib;
+
+public class Afirma : AbstractBase
+{
+    private readonly int Period;
+    private readonly CircularBuffer _buffer;
+    private readonly double _alpha; // Adaptive factor
+    private double _lastAfirma, _p_lastAfirma;
+    private double _lastError, _p_lastError;
+
+    public Afirma(int period, double alpha = 0.1)
+    {
+        if (period < 1)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
+        }
+        if (alpha <= 0 || alpha >= 1)
+        {
+            throw new ArgumentOutOfRangeException(nameof(alpha), "Alpha must be between 0 and 1 (exclusive).");
+        }
+        Period = period;
+        WarmupPeriod = period;
+        _buffer = new CircularBuffer(period);
+        _alpha = alpha;
+        Name = "Afirma";
+        WarmupPeriod = period;
+        Init();
+    }
+
+    public Afirma(object source, int period, double alpha = 0.1) : this(period: period, alpha: alpha)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _lastAfirma = 0;
+        _lastError = 0;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Input.Value;
+            _index++;
+            _p_lastAfirma = _lastAfirma;
+            _p_lastError = _lastError;
+        }
+        else
+        {
+            _lastAfirma = _p_lastAfirma;
+            _lastError = _p_lastError;
+        }
+    }
+
+    /// <summary>
+    /// Core AFIRMA calculation
+    /// </summary>
+    protected override double Calculation()
+    {
+        double result;
+        ManageState(IsNew);
+        _buffer.Add(Input.Value, Input.IsNew);
+
+        if (_index < Period)
+        {
+            // Use simple average during warmup period
+            result = _buffer.Average();
+        }
+        else
+        {
+            // AFIRMA calculation
+            double sma = _buffer.Average();
+            double error = Input.Value - _lastAfirma;
+            double denominator = Math.Abs(error) + Math.Abs(_lastError);
+            double adaptiveFactor = denominator != 0 ? _alpha * Math.Abs(error) / denominator : _alpha;
+            result = sma + adaptiveFactor * (Input.Value - sma);
+
+            _lastError = error;
+        }
+
+        _lastAfirma = result;
+        IsHot = _index >= WarmupPeriod;
+        return result;
+    }
+}