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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 19:18:05 +00:00
Update main automation workflow to use wildcard for dotcover report path
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@@ -25,12 +25,12 @@ public class ALMA_Series : TSeries {
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protected readonly TSeries _data;
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private readonly System.Collections.Generic.List<double> _buffer = new();
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private readonly System.Collections.Generic.List<double> _weight = new();
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private readonly System.Collections.Generic.List<double> _weight;
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private double _norm;
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private readonly double _offset, _sigma;
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//core constructors
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public ALMA_Series(int period, double offset, double sigma, bool useNaN) : base() {
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public ALMA_Series(int period, double offset, double sigma, bool useNaN) {
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_period = period;
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_NaN = useNaN;
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Name = $"ALMA({period})";
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@@ -55,36 +55,41 @@ public class ALMA_Series : TSeries {
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public ALMA_Series(TSeries source, int period, bool useNaN) : this(source: source, period: period, offset: 0.85, sigma: 6.0, useNaN: useNaN) { }
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// core Add() algo
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update=false) {
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BufferTrim(_buffer, TValue.v, _period, update);
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if (_weight.Count < _buffer.Count) {
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for (int i = 0; i < (_buffer.Count - _weight.Count); i++) { _weight.Add(0.0); }
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}
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if (this._buffer.Count <= _period || _period ==0) {
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int _len = this._buffer.Count;
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_norm = 0;
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double _m = _offset * (_len - 1);
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double _s = _len / _sigma;
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for (int i = 0; i < _len; i++) {
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double _wt = Math.Exp(-((i - _m) * (i - _m)) / (2 * _s * _s));
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_weight[i] = _wt;
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_norm += _wt;
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}
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public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
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if (double.IsNaN(TValue.v)) {
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return base.Add((TValue.t, double.NaN), update);
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}
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double _weightedSum = 0;
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for (int i = 0; i < this._buffer.Count; i++) { _weightedSum += _weight[i] * _buffer[i]; }
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double _alma = _weightedSum / _norm;
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BufferTrim(_buffer, TValue.v, _period, update);
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if (_weight.Count < _buffer.Count) {
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for (var i = 0; i < _buffer.Count - _weight.Count; i++) {
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_weight.Add(0.0);
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}
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}
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var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _alma);
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return base.Add(res, update);
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}
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if (_buffer.Count <= _period || _period == 0) {
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var _len = _buffer.Count;
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_norm = 0;
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var _m = _offset * (_len - 1);
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var _s = _len / _sigma;
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for (var i = 0; i < _len; i++) {
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var _wt = Math.Exp(-((i - _m) * (i - _m)) / (2 * _s * _s));
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_weight[i] = _wt;
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_norm += _wt;
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}
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}
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//reset calculation
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public override void Reset() {
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_buffer.Clear();
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_weight.Clear();
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}
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double _weightedSum = 0;
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for (var i = 0; i < _buffer.Count; i++) {
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_weightedSum += _weight[i] * _buffer[i];
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}
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var _alma = _weightedSum / _norm;
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var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _alma);
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return base.Add(res, update);
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}
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//variation of Add()
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public override (DateTime t, double v) Add(TSeries data) {
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@@ -92,9 +97,6 @@ public class ALMA_Series : TSeries {
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foreach (var item in data) { Add(item, false); }
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return _data.Last;
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}
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public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
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return Add(TValue, false);
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}
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public (DateTime t, double v) Add(bool update) {
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return this.Add(TValue: _data.Last, update: update);
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}
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@@ -104,4 +106,9 @@ public class ALMA_Series : TSeries {
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private new void Sub(object source, TSeriesEventArgs e) {
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Add(TValue: _data.Last, update: e.update);
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}
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//reset calculation
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public override void Reset() {
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_buffer.Clear();
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_weight.Clear();
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}
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}
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