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Implement Weighted Moving Average (WMA) and Multi-Period WMA (WmaVector) classes with O(1) update complexity
- Added Wma class for calculating the Weighted Moving Average with detailed documentation and optimized performance using dual running sums. - Introduced WmaVector class to handle multiple WMAs simultaneously, supporting batch calculations and real-time updates. - Implemented last-value substitution for handling invalid inputs (NaN/Infinity) in both classes. - Created comprehensive unit tests for Wma and WmaVector to ensure accuracy and reliability of calculations. - Updated documentation to include usage examples, mathematical foundations, and performance characteristics.
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Vendored
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"recommendations": [
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"ms-dotnettools.csdevkit",
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"ms-dotnettools.csharp",
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"ms-dotnettools.dotnet-interactive-vscode",
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"bierner.markdown-mermaid"
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]
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}
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