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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/mmchannel/mmchannel.md
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@@ -87,6 +87,32 @@ Each element is pushed to the deque exactly once and popped at most once (either
| $U_t - L_t$ contracting | Consolidation; range tightening |
| $U_t - L_t$ expanding | Volatility expansion; breakout potential |
## Performance Profile
### Operation Count (Streaming Mode)
MMCHANNEL uses two monotonic deques for $O(1)$ amortized sliding-window max/min with no midpoint calculation:
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| CMP (expire stale front, max deque) | 1 | 1 | 1 |
| CMP (remove dominated back, max deque) | ~1 avg | 1 | 1 |
| CMP (expire stale front, min deque) | 1 | 1 | 1 |
| CMP (remove dominated back, min deque) | ~1 avg | 1 | 1 |
| **Total (amortized)** | **~4** | — | **~4 cycles** |
MMCHANNEL is the lightest channel indicator — no midpoint computation, no band arithmetic. Each element enters and exits each deque exactly once over the full series.
### Batch Mode (SIMD Analysis)
Monotonic deques are inherently sequential. No SIMD parallelization across bars is possible:
| Optimization | Benefit |
| :--- | :--- |
| Deque operations | Sequential; amortized O(1) already optimal |
| No midpoint/band math | Nothing to vectorize in a post-pass |
| Memory layout | Circular buffers are cache-friendly for sequential access |
## Resources
- Donchian, R. (1960). "High Finance in Copper." *Financial Analysts Journal*, 16(6).