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Add TRAMA implementation and comprehensive tests

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- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic.
- Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks.
- Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations).
- Enhanced documentation for TRAMA, including performance profiles and quality metrics.
- Updated workspace configuration by removing unnecessary folder references.
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Miha Kralj
2026-02-21 20:45:38 -08:00
parent 90d5638008
commit 7253f61299
199 changed files with 29577 additions and 234 deletions
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lib/channels/fcb/fcb.md
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@@ -86,6 +86,34 @@ function FCB(high, low, period):
| `upper` | Highest confirmed fractal high over lookback (structural resistance) |
| `lower` | Lowest confirmed fractal low over lookback (structural support) |
## Performance Profile
### Operation Count (Streaming Mode)
FCB combines 3-bar fractal detection ($O(1)$) with two monotonic deques for sliding-window max/min of fractal values:
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| CMP (H[t-1] > H[t-2]) | 1 | 1 | 1 |
| CMP (H[t-1] > H[t]) | 1 | 1 | 1 |
| CMP (L[t-1] < L[t-2]) | 1 | 1 | 1 |
| CMP (L[t-1] < L[t]) | 1 | 1 | 1 |
| Deque ops (max, amortized) | ~2 | 1 | 2 |
| Deque ops (min, amortized) | ~2 | 1 | 2 |
| **Total (amortized)** | **~8** | — | **~8 cycles** |
The fractal detection requires retaining 3 bars of H and L history (6 values). Between fractals, only the deque expiry/push operations execute. Fractal confirmation adds one assignment per detected fractal.
### Batch Mode (SIMD Analysis)
Fractal detection involves comparisons that could theoretically be vectorized, but the conditional fractal-value tracking and deque operations are sequential:
| Optimization | Benefit |
| :--- | :--- |
| Fractal detection (4 comparisons) | Vectorizable with `Vector.GreaterThan` / `Vector.LessThan` |
| Deque max/min maintenance | Sequential (amortized O(1) already optimal) |
| Fractal value persistence | Sequential (conditional state update) |
## Resources
- **Williams, B.** *Trading Chaos*. Wiley, 1995. (Original fractal definition for markets)