KAMA w. SMA warmup

Source/Indicators/KAMA_Series.cs

@@ -35,26 +35,30 @@ public class KAMA_Series : Single_TSeries_Indicator
     _scSlow = 2.0 / (slow+1);
     if (base._data.Count > 0) { base.Add(base._data); }
   }
-  public override void Add((System.DateTime t, double v) TValue, bool update) {
+    public override void Add((System.DateTime t, double v) TValue, bool update)
-    if (update) {
+    {
-      _buffer[_buffer.Count - 1] = TValue.v;
+      if (update){
-      this._lastkama = this._lastlastkama;
+        _buffer[_buffer.Count - 1] = TValue.v;
-    }
+        this._lastkama = this._lastlastkama;
-    else { 
+      } else {
-	    _buffer.Add(TValue.v); 
+        _buffer.Add(TValue.v);
-    }
+      }
-    if (_buffer.Count>_p+1) { _buffer.RemoveAt(0); }
+      if (_buffer.Count > _p + 1) { _buffer.RemoveAt(0); }
-    double _kama = TValue.v;
+      double _kama = TValue.v;
-    double _change = Math.Abs( _buffer[_buffer.Count-1] - _buffer[(_buffer.Count>_p+1)?1:0]);
+      if (this.Count < this._p) {
-    double _sumpv = 0;
+          for (int i = 0; i < this._buffer.Count; i++) { _kama += this._buffer[i]; }
-    for (int i = 1; i < _buffer.Count; i++) {
+          _kama /= this._buffer.Count;
-      _sumpv += Math.Abs(_buffer[(_buffer.Count>0)?i:0]- _buffer[i-1]);
+      } else {
-    }
+        double _change = Math.Abs(_buffer[_buffer.Count - 1] - _buffer[(_buffer.Count > _p + 1) ? 1 : 0]);
-    double _er = (_sumpv==0)?0:_change/_sumpv;
+        double _sumpv = 0;
-    double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
+        for (int i = 1; i < _buffer.Count; i++)
-    if (_buffer.Count==1) { _lastkama = _buffer[0]; }
+        {
-
+            _sumpv += Math.Abs(_buffer[(_buffer.Count > 0) ? i : 0] - _buffer[i - 1]);
-    _kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
+        }
+        double _er = (_sumpv == 0) ? 0 : _change / _sumpv;
+        double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
+        _kama = (_lastkama + (_sc * _sc * (TValue.v - _lastkama)));
+      }
     _lastlastkama = _lastkama;
     _lastkama = _kama;
     var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _kama);

Tests/MovingAvg/KAMA_Test.cs

@@ -0,0 +1,33 @@
+using Xunit;
+using System;
+using QuanTAlib;
+
+namespace MovingAvg;
+public class KAMA_Test
+{
+	[Fact]
+	public void Add_Test()
+	{
+		TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+		KAMA_Series c = new(a, 3);
+		Assert.Equal(6, c.Count);
+		a.Add(5);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(0, update: true);
+		Assert.Equal(a.Count, c.Count);
+	}
+
+	[Fact]
+	public void Edge_Test()
+	{
+		TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
+		KAMA_Series c = new(a, 3);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.NaN);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.PositiveInfinity);
+		Assert.Equal(a.Count, c.Count);
+
+	}
+
+}

Tests/Validations/Skender_Stock.cs

@@ -1,7 +1,7 @@
-using Xunit;
 using System;
-using Skender.Stock.Indicators;
 using QuanTAlib;
+using Skender.Stock.Indicators;
+using Xunit;
 
 
 namespace Validation;
@@ -108,4 +108,13 @@ public class Skender_Stock
 
 		Assert.Equal(Math.Round((double)SK.Last().Atrp!, 8), Math.Round(QL.Last().v, 8));
 	}
+
+    [Fact]
+    public void KAMA()
+    {
+        KAMA_Series QL = new(this.bars.Close, this.period, useNaN: false);
+        var SK = this.quotes.GetKama(this.period);
+
+        Assert.Equal(Math.Round((double)SK.Last().Kama!, 8), Math.Round(QL.Last().v, 8));
+    }
 }