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Miha Kralj
2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
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lib/trends_FIR/wma/Wma.cs
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@@ -10,18 +10,12 @@ namespace QuanTAlib;
/// WMA: Weighted Moving Average
/// </summary>
/// <remarks>
/// <para>WMA applies linear weighting to data points, giving more weight to recent values.
/// Uses dual running sums for O(1) complexity per update.</para>
/// <para>Calculation:
/// WMA = (n*P_n + (n-1)*P_(n-1) + ... + 1*P_1) / (n*(n+1)/2)</para>
/// Linear weighting giving more weight to recent values. O(1) via dual running sums.
/// SIMD-accelerated batch processing (AVX-512/AVX2/NEON).
///
/// O(1) update:
/// S_new = S - oldest + newest
/// W_new = W - S_old + n*newest
///
/// IsHot:
/// Becomes true when the buffer is full (period samples processed).
/// Calculation: <c>WMA = Σ(w_i × P_i) / Σ(w_i)</c> where <c>w_i = i</c>.
/// </remarks>
/// <seealso href="Wma.md">Detailed documentation</seealso>
[SkipLocalsInit]
public sealed class Wma : AbstractBase
{