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Refactor indicators to support optional time step in Prime method

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- Updated the Prime method signature in multiple indicators (Jma, Kama, Lsma, Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, Atr) to accept an optional TimeSpan parameter for improved flexibility.
- Added unit tests for Lsma to verify Dispose functionality, ensuring proper unsubscription from the source and thread safety.
- Enhanced Mama and Wma classes to handle non-finite inputs gracefully and added checks for valid parameters in constructors.
- Introduced additional tests for T3 to validate constructor behavior with invalid volume factors.
- Ensured all indicators maintain consistent behavior when handling edge cases, such as empty buffers and non-finite values.
This commit is contained in:
Miha Kralj
2025-12-28 15:14:07 -08:00
parent af7abea6e7
commit 5c3b3fbab4
43 changed files with 661 additions and 131 deletions
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lib/trends/butter/Butter.cs
+18 -24
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@@ -48,22 +48,28 @@ public sealed class Butter : AbstractBase
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void CalculateCoefficients()
private static void ComputeCoefficients(int period, out double a1, out double a2, out double b0, out double b1, out double b2, out double invA0)
{
double omega = 2.0 * Math.PI / _period;
double omega = 2.0 * Math.PI / period;
double sinOmega = Math.Sin(omega);
double cosOmega = Math.Cos(omega);
double alpha = sinOmega / Math.Sqrt(2.0);
double a0 = 1.0 + alpha;
_a1 = -2.0 * cosOmega;
_a2 = 1.0 - alpha;
a1 = -2.0 * cosOmega;
a2 = 1.0 - alpha;
_b0 = (1.0 - cosOmega) / 2.0;
_b1 = 1.0 - cosOmega;
_b2 = (1.0 - cosOmega) / 2.0;
b0 = (1.0 - cosOmega) / 2.0;
b1 = 1.0 - cosOmega;
b2 = (1.0 - cosOmega) / 2.0;
_invA0 = 1.0 / a0;
invA0 = 1.0 / a0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void CalculateCoefficients()
{
ComputeCoefficients(_period, out _a1, out _a2, out _b0, out _b1, out _b2, out _invA0);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -79,12 +85,13 @@ public sealed class Butter : AbstractBase
Init();
}
public override void Prime(ReadOnlySpan<double> source)
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
DateTime baseTime = DateTime.UtcNow;
for (int i = 0; i < source.Length; i++)
{
Update(new TValue(baseTime.AddTicks(i), source[i]));
Update(new TValue(baseTime + interval * i, source[i]));
}
}
@@ -166,20 +173,7 @@ public sealed class Butter : AbstractBase
throw new ArgumentOutOfRangeException(nameof(destination), "Destination span must have length >= source length.");
}
double omega = 2.0 * Math.PI / period;
double sinOmega = Math.Sin(omega);
double cosOmega = Math.Cos(omega);
double alpha = sinOmega / Math.Sqrt(2.0);
double a0 = 1.0 + alpha;
double a1 = -2.0 * cosOmega;
double a2 = 1.0 - alpha;
double b0 = (1.0 - cosOmega) / 2.0;
double b1 = 1.0 - cosOmega;
double b2 = (1.0 - cosOmega) / 2.0;
double invA0 = 1.0 / a0;
ComputeCoefficients(period, out double a1, out double a2, out double b0, out double b1, out double b2, out double invA0);
double x1 = 0, x2 = 0;
double y1 = 0, y2 = 0;