feat: Add Prime method to various indicators for initializing state with historical data

- Implemented Prime method in Vel, Ao, Apo, Frama, Adl, Adosc, Aobv, Cmf, Efi, Eom, Iii, Kvo, Mfi, Nvi, Obv, Pvd, Pvi, Pvo, Pvr, Pvt, Tvi, Twap, Va, Vf, Vo, Vroc, Vwad, Vwap, and Vwma classes.
- The Prime method resets the indicator state and processes the provided historical bar data to initialize the indicator.
- Added warmup period property to Adl and Wad classes to define the minimum number of data points required for validity.
- Updated benchmark tests to use Batch methods for performance evaluation.
This commit is contained in:
Miha Kralj
2026-02-11 20:38:38 -08:00
parent 75c6a9f135
commit 653aafacd8
71 changed files with 10527 additions and 242 deletions
+20 -1
View File
@@ -227,6 +227,25 @@ public sealed class Vortex : ITValuePublisher
return new TSeries(tList, vList);
}
/// <summary>
/// Initializes the indicator state using the provided bar series history.
/// </summary>
/// <param name="source">Historical bar data.</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Prime(TBarSeries source)
{
Reset();
if (source.Count == 0)
{
return;
}
for (int i = 0; i < source.Count; i++)
{
Update(source[i], isNew: true);
}
}
/// <summary>
/// Calculates Vortex indicator values using O(n) sliding window algorithm.
/// </summary>
@@ -238,7 +257,7 @@ public sealed class Vortex : ITValuePublisher
/// <param name="viMinus">Output VI- values</param>
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
public static void Batch(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close,
int period, Span<double> viPlus, Span<double> viMinus)
int period, Span<double> viPlus, Span<double> viMinus)
{
int len = high.Length;
if (len == 0 || len != low.Length || len != close.Length || len != viPlus.Length || len != viMinus.Length || period <= 1)