gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 20:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Class optimization

Browse Source
This commit is contained in:
Miha
2024-10-27 16:11:08 -07:00
parent b2fcdda785
commit 6c67a0cf31
77 changed files with 2634 additions and 1455 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/averages/Hwma.cs
+35 -12
View File
@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -32,6 +32,8 @@ public class Hwma : AbstractBase
{
private readonly int _period;
private readonly double _nA, _nB, _nC;
private readonly double _oneMinusNa, _oneMinusNb, _oneMinusNc;
private readonly double _halfA = 0.5;
private double _pF, _pV, _pA;
private double _ppF, _ppV, _ppA;
@@ -56,12 +58,15 @@ public class Hwma : 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;
_nA = nA;
_nB = nB;
_nC = nC;
_oneMinusNa = 1.0 - nA;
_oneMinusNb = 1.0 - nB;
_oneMinusNc = 1.0 - nC;
WarmupPeriod = period;
Name = $"Hwma({_period})";
Init();
@@ -75,6 +80,7 @@ public class Hwma : AbstractBase
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Init()
{
base.Init();
@@ -82,6 +88,7 @@ public class Hwma : AbstractBase
_ppF = _ppV = _ppA = 0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -100,6 +107,24 @@ public class Hwma : AbstractBase
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateLevel(double input)
{
return _oneMinusNa * (_pF + _pV + _halfA * _pA) + _nA * input;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateVelocity(double F)
{
return _oneMinusNb * (_pV + _pA) + _nB * (F - _pF);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateAcceleration(double V)
{
return _oneMinusNc * _pA + _nC * (V - _pV);
}
protected override double Calculation()
{
ManageState(Input.IsNew);
@@ -108,27 +133,25 @@ public class Hwma : AbstractBase
{
_pF = Input.Value;
_pA = _pV = 0;
return Input.Value;
}
double nA = _nA, nB = _nB, nC = _nC;
if (_period == 1)
{
nA = 1;
nB = 0;
nC = 0;
_pF = Input.Value;
_pV = _pA = 0;
return Input.Value;
}
double F = (1 - nA) * (_pF + _pV + 0.5 * _pA) + nA * Input.Value;
double V = (1 - nB) * (_pV + _pA) + nB * (F - _pF);
double A = (1 - nC) * _pA + nC * (V - _pV);
double hwma = F + V + 0.5 * A;
double F = CalculateLevel(Input.Value);
double V = CalculateVelocity(F);
double A = CalculateAcceleration(V);
_pF = F;
_pV = V;
_pA = A;
IsHot = _index >= WarmupPeriod;
return hwma;
return F + V + _halfA * A;
}
}