Class optimization

lib/averages/Epma.cs

@@ -1,4 +1,4 @@
-using System;
+using System.Runtime.CompilerServices;
 namespace QuanTAlib;
 
 /// <summary>
@@ -27,6 +27,7 @@ public class Epma : AbstractBase
 {
     private readonly int _period;
     private readonly Convolution _convolution;
+    private readonly double[] _baseKernel;
 
     /// <param name="period">The number of data points used in the EPMA calculation.</param>
     /// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
@@ -34,10 +35,11 @@ public class Epma : AbstractBase
     {
         if (period < 1)
         {
-            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+            throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
         _period = period;
-        _convolution = new Convolution(GenerateKernel(_period));
+        _baseKernel = GenerateKernel(_period);
+        _convolution = new Convolution(_baseKernel);
         Name = "Epma";
         WarmupPeriod = period;
         Init();
@@ -51,12 +53,14 @@ public class Epma : AbstractBase
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private new void Init()
     {
         base.Init();
         _convolution.Init();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -66,24 +70,31 @@ public class Epma : AbstractBase
         }
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static double CalculateKernelSum(int period)
+    {
+        // Using arithmetic sequence sum formula: n(a1 + an)/2
+        // where a1 = (2p-1) and an = (2p-1) - 3(n-1)
+        double firstTerm = 2 * period - 1;
+        double lastTerm = firstTerm - 3 * (period - 1);
+        return period * (firstTerm + lastTerm) * 0.5;
+    }
+
     protected override double Calculation()
     {
         ManageState(Input.IsNew);
 
         // Use Convolution for calculation
-        TValue convolutionResult = _convolution.Calc(Input);
-
+        var convolutionResult = _convolution.Calc(Input);
         double result = convolutionResult.Value;
 
         // Adjust for partial periods during warmup
         if (_index < _period)
         {
-            double[] partialKernel = GenerateKernel(_index);
-            result /= partialKernel.Sum();
+            result *= CalculateKernelSum(_period) / CalculateKernelSum(_index);
         }
 
         IsHot = _index >= WarmupPeriod;
-
         return result;
     }
 
@@ -92,21 +103,17 @@ public class Epma : AbstractBase
     /// </summary>
     /// <param name="period">The period for which to generate the kernel.</param>
     /// <returns>An array of normalized weights for the convolution operation.</returns>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public static double[] GenerateKernel(int period)
     {
         double[] kernel = new double[period];
-        double weightSum = 0;
+        double weightSum = CalculateKernelSum(period);
+        double invWeightSum = 1.0 / weightSum;
+        double baseWeight = 2 * period - 1;
 
         for (int i = 0; i < period; i++)
         {
-            kernel[i] = (2 * period - 1) - 3 * i;
-            weightSum += kernel[i];
-        }
-
-        // Normalize the kernel
-        for (int i = 0; i < period; i++)
-        {
-            kernel[i] /= weightSum;
+            kernel[i] = (baseWeight - 3 * i) * invWeightSum;
         }
 
         return kernel;