Add TRAMA implementation and comprehensive tests

- 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.
This commit is contained in:
Miha Kralj
2026-02-21 20:45:38 -08:00
parent 90d5638008
commit 7253f61299
199 changed files with 29577 additions and 234 deletions
+42
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@@ -100,6 +100,48 @@ function KCHANNEL(source, high, low, close, period, multiplier):
| `upper` | EMA + scaled ATR (dynamic resistance) |
| `lower` | EMA - scaled ATR (dynamic support) |
## Performance Profile
### Operation Count (Streaming Mode)
KCHANNEL combines an EMA with warmup compensation (center), True Range computation, and Wilder's RMA with warmup compensation (ATR):
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| FMA (EMA: α×source + (1-α)×prev) | 1 | 4 | 4 |
| FMA (weight accumulator update) | 1 | 4 | 4 |
| DIV (raw / weight for EMA) | 1 | 15 | 15 |
| SUB (H - L) | 1 | 1 | 1 |
| SUB + ABS (H - prevC, L - prevC) | 2 | 2 | 4 |
| CMP (max of 3 for TR) | 2 | 1 | 2 |
| FMA (RMA: prev×(n-1)/n + TR/n) | 1 | 4 | 4 |
| MUL (multiplier × ATR) | 1 | 3 | 3 |
| ADD/SUB (EMA ± width) | 2 | 1 | 2 |
| **Total (hot)** | **12** | — | **~39 cycles** |
During warmup (RMA compensator active):
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| MUL (e × (1 - α)) | 1 | 3 | 3 |
| SUB (1 - e) | 1 | 1 | 1 |
| DIV (raw_rma / (1 - e)) | 1 | 15 | 15 |
| CMP (e > ε) | 1 | 1 | 1 |
| **Warmup overhead** | **4** | — | **~20 cycles** |
**Total during warmup:** ~59 cycles/bar; **Post-warmup:** ~39 cycles/bar.
### Batch Mode (SIMD Analysis)
All IIR recursions (EMA, RMA) are state-dependent, preventing SIMD parallelization across bars:
| Optimization | Benefit |
| :--- | :--- |
| FMA instructions | 3 hardware FMAs per bar |
| True Range computation | Vectorizable in a batch pre-pass |
| Band arithmetic | Vectorizable in a post-pass |
| No buffers | Zero allocation; all state fits in registers |
## Resources
- **Keltner, C.** *How to Make Money in Commodities*. 1960. (Original channel concept)