refactoring

Source/Trends/EMA_Series.cs

@@ -25,12 +25,14 @@ public class EMA_Series : Single_TSeries_Indicator
     private readonly System.Collections.Generic.List<double> _buffer = new();
     private readonly double _k, _k1m;
     private double _lastema, _lastlastema;
+    private bool _useSMA;
 
-    public EMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    public EMA_Series(TSeries source, int period, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN)
     {
         this._k = 2.0 / (this._p + 1);
         this._k1m = 1.0 - this._k;
-        this._lastema = this._lastlastema = double.NaN;
+        this._lastema = this._lastlastema = 0;
+        _useSMA = useSMA;
         if (this._data.Count > 0) { base.Add(this._data); }
     }
 
@@ -38,8 +40,9 @@ public class EMA_Series : Single_TSeries_Indicator
     {
         double _ema;
         if (update) { this._lastema = this._lastlastema; }
+        if (this.Count == 0) { _lastema = TValue.v; }
 
-        if (this.Count < this._p)
+        if (this.Count < this._p && _useSMA)
         {
             Add_Replace(_buffer, TValue.v, update);
             _ema = 0;

Source/Trends/SMA_Series.cs

@@ -1,6 +1,5 @@
 namespace QuanTAlib;
 using System;
-using System.Linq;
 
 /* <summary>
 SMA: Simple Moving Average
@@ -19,19 +18,45 @@ Remark:
 
 public class SMA_Series : Single_TSeries_Indicator
 {
-    public SMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
-    {
-        if (base._data.Count > 0) { base.Add(base._data); }
-    }
-    private readonly System.Collections.Generic.List<double> _buffer = new();
+	private readonly System.Collections.Generic.List<double> _buffer = new();
+	private double _sma, _oldsma;
+	private double _topv, _oldtopv;
+	public SMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+	{
+		if (base._data.Count > 0)
+		{ base.Add(base._data); }
+	}
+	public override void Add((System.DateTime t, double v) TValue, bool update)
+	{
+		_topv = Add_Replace_Trim(_buffer, TValue.v, _p, update);
 
-    public override void Add((System.DateTime t, double v) TValue, bool update)
-    {
-        Add_Replace_Trim(_buffer, TValue.v, _p, update);
-        double _sma = 0;
-        for (int i=0; i<_buffer.Count; i++) { _sma+= _buffer[i]; }
-        _sma /= _buffer.Count;
+		// rolling back if update, storing data for potential future update
+		if (update)
+		{
+			_sma = _oldsma;
+			_topv = _oldtopv;
+		}
+		else
+		{
+			_oldsma = _sma;
+			_oldtopv = _topv;
+		}
 
-        base.Add((TValue.t, _sma), update, _NaN);
-    }
-}
+		// main additive calculation of SMA - for data points that are larger than _p period
+		// this.Count > _p
+		if (this.Count > _p)
+		{
+			_sma += (TValue.v - _topv) / _p;
+		}
+		else
+		{
+			// calculate SMA the traditional way (sum all, divide with _p) for data points within _p period
+			_sma = 0;
+			for (int i = 0; i < _buffer.Count; i++)
+			{ _sma += _buffer[i]; }
+			_sma /= _buffer.Count;
+		}
+
+		base.Add((TValue.t, _sma), update, _NaN);
+	}
+}