Class optimization

lib/averages/Dema.cs

@@ -1,3 +1,4 @@
+using System.Runtime.CompilerServices;
 namespace QuanTAlib;
 
 /// <summary>
@@ -7,12 +8,8 @@ namespace QuanTAlib;
 /// smoothness, at the cost of overshooting the signal line.
 /// </summary>
 /// <remarks>
-/// Smoothness:     ★★★☆☆ (3/5)
-/// Sensitivity:    ★★★★☆ (4/5)
-/// Overshooting:   ★★★☆☆ (3/5)
-/// Lag:            ★★★★☆ (4/5)
-///
 /// Sources:
+///    https://en.wikipedia.org/wiki/Double_exponential_moving_average
 ///    https://www.investopedia.com/terms/d/double-exponential-moving-average.asp
 ///    https://www.tradingview.com/support/solutions/43000502589-double-exponential-moving-average-dema/
 ///
@@ -21,12 +18,12 @@ namespace QuanTAlib;
 /// </remarks>
 public class Dema : AbstractBase
 {
-    // inherited _index
-    // inherited _value
     private readonly int _period;
+    private readonly double _k;
+    private readonly double _epsilon = 1e-10;
     private double _lastEma1, _p_lastEma1;
     private double _lastEma2, _p_lastEma2;
-    private double _k, _e, _p_e;
+    private double _e, _p_e;
 
     public Dema(int period)
     {
@@ -35,9 +32,10 @@ public class Dema : AbstractBase
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
         _period = period;
+        _k = 2.0 / (_period + 1);
         Name = "Dema";
         double percentile = 0.85; //targeting 85th percentile of correctness of converging EMA
-        WarmupPeriod = (int)Math.Ceiling(-period * Math.Log(1 - percentile));
+        WarmupPeriod = (int)System.Math.Ceiling(-period * System.Math.Log(1 - percentile));
         Init();
     }
 
@@ -46,17 +44,17 @@ public class Dema : AbstractBase
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
-    //inhereted public void Sub(object source, in ValueEventArgs args)
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public override void Init()
     {
         base.Init();
-        _k = 2.0 / (_period + 1);
         _e = 1.0;
         _lastEma1 = 0;
         _lastEma2 = 0;
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -74,30 +72,31 @@ public class Dema : AbstractBase
         }
     }
 
-    /// <summary>
-    /// Core DEMA calculation
-    /// </summary>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private double CalculateEma(double input, double lastEma)
+    {
+        return _k * (input - lastEma) + lastEma;
+    }
+
     protected override double Calculation()
     {
         ManageState(Input.IsNew);
 
-        double result, _ema1, _ema2;
-        // compensator for early ema values
-        _e = (_e > 1e-10) ? (1 - _k) * _e : 0;
-        double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1;
+        // Compensator for early EMA values
+        _e = (_e > _epsilon) ? (1 - _k) * _e : 0;
+        double invE = (_e > _epsilon) ? 1 / (1 - _e) : 1;
 
-        // Calculate EMA1
-        _ema1 = _k * (Input.Value - _lastEma1) + _lastEma1;
+        // Calculate EMAs
+        double ema1 = CalculateEma(Input.Value, _lastEma1);
+        double compensatedEma1 = ema1 * invE;
+        double ema2 = CalculateEma(compensatedEma1, _lastEma2);
 
-        // Calculate EMA2 using compensatedEma1
-        _ema2 = _k * (_ema1 * _invE - _lastEma2) + _lastEma2;
+        // Store values for next iteration
+        _lastEma1 = ema1;
+        _lastEma2 = ema2;
 
-        // Calculate DEMA
-        double _dema = 2 * _ema1 * _invE - (_ema2 * _invE);
-
-        result = _dema;
-        _lastEma1 = _ema1;
-        _lastEma2 = _ema2;
+        // Calculate final DEMA
+        double result = 2 * compensatedEma1 - (ema2 * invE);
 
         IsHot = _index >= WarmupPeriod;
         return result;