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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/pwma/Pwma.cs
+16 -9
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@@ -65,14 +65,18 @@ public sealed class Pwma : AbstractBase
private void Handle(object? sender, TValueEventArgs e) => Update(e.Value, e.IsNew);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double GetValidValue(double input)
private double GetValidValue(double input, double lastValid)
{
if (double.IsFinite(input))
return double.IsFinite(input) ? input : lastValid;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void UpdateLastValidValue(double val)
{
if (double.IsFinite(val))
{
_state.LastValidValue = input;
return input;
_state.LastValidValue = val;
}
return _state.LastValidValue;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -124,7 +128,8 @@ public sealed class Pwma : AbstractBase
{
if (isNew)
{
double val = GetValidValue(input.Value);
double val = GetValidValue(input.Value, _state.LastValidValue);
UpdateLastValidValue(val);
UpdateState(val);
_state.LastInput = val;
_p_state = _state;
@@ -134,7 +139,7 @@ public sealed class Pwma : AbstractBase
{
_state = _p_state;
_buffer.CopyFrom(_p_buffer);
double val = GetValidValue(input.Value);
double val = GetValidValue(input.Value, _state.LastValidValue);
// Recalculate for the updated last value
// We can't easily use the O(1) update formula here because we are replacing the newest value,
@@ -152,6 +157,7 @@ public sealed class Pwma : AbstractBase
_state.PSum = Math.FusedMultiplyAdd((double)n * n, diff, _state.PSum);
_buffer.UpdateNewest(val);
UpdateLastValidValue(val);
}
double count = _buffer.Count;
@@ -206,7 +212,8 @@ public sealed class Pwma : AbstractBase
for (int i = startIndex; i < len; i++)
{
double val = GetValidValue(source.Values[i]);
double val = GetValidValue(source.Values[i], _state.LastValidValue);
UpdateLastValidValue(val);
UpdateState(val);
_state.LastInput = val;
}
@@ -218,7 +225,7 @@ public sealed class Pwma : AbstractBase
return new TSeries(t, v);
}
public override void Prime(ReadOnlySpan<double> source)
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
foreach (var value in source)
{