mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 05:48:06 +00:00
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:
@@ -17,9 +17,12 @@ Finite Impulse Response (FIR) trend indicators. These use fixed-length windows w
|
||||
| [HAMMA](hamma/Hamma.md) | Hamming MA | Hamming window. -43 dB side lobes. Good general purpose. |
|
||||
| [HANMA](hanma/Hanma.md) | Hanning MA | Hanning (raised cosine). Zero at edges. Smooth roll-off. |
|
||||
| [HMA](hma/Hma.md) | Hull MA | Reduced lag via weighted average differencing. Can overshoot. |
|
||||
| [HWMA](hwma/Hwma.md) | Holt-Winters MA | Triple exponential smoothing. Tracks level, velocity, acceleration. |
|
||||
| [LSMA](lsma/Lsma.md) | Least Squares MA | Linear regression endpoint. Extrapolates trend. |
|
||||
| [NLMA](nlma/Nlma.md) | Non-Lag MA | Damped cosine kernel convolution. Near-zero lag FIR. |
|
||||
| [NYQMA](nyqma/Nyqma.md) | Nyquist MA | Dual LWMA cascade. Nyquist-compliant FIR smoothing. |
|
||||
| [PMA](pma/Pma.md) | Predictive Moving Average | Ehlers predictive filter combining WMA cascade with linear extrapolation. |
|
||||
| [PWMA](pwma/Pwma.md) | Pascal Weighted MA | Pascal's triangle coefficients. Binomial distribution weights. |
|
||||
| [RAIN](rain/Rain.md) | Rainbow MA | 10× cascaded SMA. Extreme smoothing via FIR convolution. |
|
||||
| [SGMA](sgma/Sgma.md) | Savitzky-Golay MA | Polynomial fit. Preserves higher moments. Shape-preserving. |
|
||||
| [SINEMA](sinema/Sinema.md) | Sine-Weighted MA | Sine wave weighting. Smooth bell-shaped emphasis. |
|
||||
| [SMA](sma/Sma.md) | Simple MA | Equal weights. Baseline reference. Lag = (N-1)/2. |
|
||||
|
||||
Reference in New Issue
Block a user