gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 03:28:05 +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/Qema.cs
+19 -9
View File
@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -41,7 +41,7 @@ public class Qema : AbstractBase
{
if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0)
{
throw new ArgumentOutOfRangeException(nameof(k1), "All k values must be in the range (0, 1].");
throw new System.ArgumentOutOfRangeException(nameof(k1), "All k values must be in the range (0, 1].");
}
_ema1 = new Ema(k1);
@@ -50,8 +50,7 @@ public class Qema : AbstractBase
_ema4 = new Ema(k4);
Name = $"QEMA ({k1:F2},{k2:F2},{k3:F2},{k4:F2})";
double smK = Math.Min(Math.Min(k1, k2), Math.Min(k3, k4));
double smK = System.Math.Min(System.Math.Min(k1, k2), System.Math.Min(k3, k4));
WarmupPeriod = (int)((2 - smK) / smK);
Init();
}
@@ -68,6 +67,7 @@ public class Qema : AbstractBase
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Init()
{
base.Init();
@@ -75,6 +75,7 @@ public class Qema : AbstractBase
_p_lastQema = 0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -88,16 +89,25 @@ public class Qema : AbstractBase
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateEma(Ema ema, double value)
{
var tempValue = new TValue(Input.Time, value, Input.IsNew);
return ema.Calc(tempValue).Value;
}
protected override double Calculation()
{
ManageState(Input.IsNew);
double ema1 = _ema1.Calc(new TValue(Input.Time, Input.Value, Input.IsNew));
double ema2 = _ema2.Calc(new TValue(Input.Time, ema1, Input.IsNew));
double ema3 = _ema3.Calc(new TValue(Input.Time, ema2, Input.IsNew));
double ema4 = _ema4.Calc(new TValue(Input.Time, ema3, Input.IsNew));
// Calculate EMAs in sequence
double ema1 = CalculateEma(_ema1, Input.Value);
double ema2 = CalculateEma(_ema2, ema1);
double ema3 = CalculateEma(_ema3, ema2);
double ema4 = CalculateEma(_ema4, ema3);
_lastQema = 4 * ema1 - 6 * ema2 + 4 * ema3 - ema4;
// Combine EMAs using optimized formula
_lastQema = 4.0 * (ema1 + ema3) - (6.0 * ema2 + ema4);
IsHot = _index >= WarmupPeriod;
return _lastQema;