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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.
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@@ -108,6 +108,34 @@ function pchannel(high[], low[], period):
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| $U_t - L_t$ contracting | Consolidation; range tightening |
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| $U_t - L_t$ expanding | Volatility expansion |
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## Performance Profile
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### Operation Count (Streaming Mode)
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PCHANNEL uses two monotonic deques for $O(1)$ amortized sliding-window max/min plus a midpoint:
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| Operation | Count | Cost (cycles) | Subtotal |
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| :--- | :---: | :---: | :---: |
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| CMP (expire stale front, max deque) | 1 | 1 | 1 |
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| CMP (remove dominated back, max deque) | ~1 avg | 1 | 1 |
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| CMP (expire stale front, min deque) | 1 | 1 | 1 |
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| CMP (remove dominated back, min deque) | ~1 avg | 1 | 1 |
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| ADD (upper + lower) | 1 | 1 | 1 |
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| MUL (× 0.5 for middle) | 1 | 3 | 3 |
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| **Total (amortized)** | **~6** | — | **~8 cycles** |
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Identical to DCHANNEL in cost. Each element enters and exits each deque exactly once over the full series, yielding $O(N)$ total work across $N$ bars regardless of period.
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### Batch Mode (SIMD Analysis)
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Monotonic deques are inherently sequential. No SIMD parallelization across bars is possible:
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| Optimization | Benefit |
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| :--- | :--- |
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| Deque operations | Sequential; amortized O(1) already optimal |
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| Midpoint computation | Vectorizable in a post-pass with `Vector<double>` |
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| Memory layout | Two circular buffers + two deques; cache-friendly |
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## Resources
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- Donchian, R. (1960). "High Finance in Copper." *Financial Analysts Journal*.
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