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This commit is contained in:
Miha Kralj
2024-09-23 22:08:40 -07:00
parent 846429eccf
commit 58d72c06ca
244 changed files with 621 additions and 14397 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/averages/T3.cs
+7 -10
View File
@@ -3,30 +3,27 @@ namespace QuanTAlib;
public class T3 : AbstractBase
{
private readonly int _period;
private readonly double _vfactor;
private readonly bool _useSma;
private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
private readonly double _k, _c1, _c2, _c3, _c4;
private readonly CircularBuffer _buffer1, _buffer2, _buffer3, _buffer4, _buffer5, _buffer6;
private double _lastEma1, _lastEma2, _lastEma3, _lastEma4, _lastEma5, _lastEma6;
private double _p_lastEma1, _p_lastEma2, _p_lastEma3, _p_lastEma4, _p_lastEma5, _p_lastEma6;
public T3(int period, double vfactor = 0.7, bool useSma = true)
public T3(int period, double vfactor = 0.7, bool useSma = true)
{
if (period < 1)
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_vfactor = vfactor;
_useSma = useSma;
WarmupPeriod = period;
_k = 2.0 / (_period + 1);
_k1m = 1.0 - _k;
_c1 = -_vfactor * _vfactor * _vfactor;
_c2 = 3 * _vfactor * _vfactor + 3 * _vfactor * _vfactor * _vfactor;
_c3 = -6 * _vfactor * _vfactor - 3 * _vfactor - 3 * _vfactor * _vfactor * _vfactor;
_c4 = 1 + 3 * _vfactor + _vfactor * _vfactor * _vfactor + 3 * _vfactor * _vfactor;
_c1 = -vfactor * vfactor * vfactor;
_c2 = 3 * vfactor * vfactor + 3 * vfactor * vfactor * vfactor;
_c3 = -6 * vfactor * vfactor - 3 * vfactor - 3 * vfactor * vfactor * vfactor;
_c4 = 1 + 3 * vfactor + vfactor * vfactor * vfactor + 3 * vfactor * vfactor;
_buffer1 = new(period);
_buffer2 = new(period);
@@ -36,7 +33,7 @@ public class T3 : AbstractBase
_buffer6 = new(period);
Name = $"T3({_period}, {_vfactor})";
Name = $"T3({_period}, {vfactor})";
Init();
}