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Merge branch 'dev'

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This commit is contained in:
Miha Kralj
2024-09-30 09:07:08 -07:00
parent 3ac83dd85b 93085d24bd
commit 728017c9ca
95 changed files with 7982 additions and 2375 deletions
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lib/averages/T3.cs
+12 -28
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@@ -1,7 +1,6 @@
namespace QuanTAlib;
public class T3 : AbstractBase
{
public class T3 : AbstractBase {
private readonly int _period;
private readonly double _vfactor;
private readonly bool _useSma;
@@ -10,10 +9,8 @@ public class T3 : AbstractBase
private double _lastEma1, _lastEma2, _lastEma3, _lastEma4, _lastEma5, _lastEma6;
private double _p_lastEma1, _p_lastEma2, _p_lastEma3, _p_lastEma4, _p_lastEma5, _p_lastEma6;
public T3(int period, double vfactor = 0.7, bool useSma = true) : base()
{
if (period < 1)
{
public T3(int period, double vfactor = 0.7, bool useSma = true) {
if (period < 1) {
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
@@ -40,15 +37,12 @@ public class T3 : AbstractBase
Init();
}
public T3(object source, int period, double vfactor = 0.7, bool useSma = true) : this(period, vfactor, useSma)
{
public T3(object source, int period, double vfactor = 0.7, bool useSma = true) : this(period, vfactor, useSma) {
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
public override void Init()
{
base.Init();
public override void Init() {
_lastEma1 = _lastEma2 = _lastEma3 = _lastEma4 = _lastEma5 = _lastEma6 = 0;
_buffer1.Clear();
_buffer2.Clear();
@@ -58,10 +52,8 @@ public class T3 : AbstractBase
_buffer6.Clear();
}
protected override void ManageState(bool isNew)
{
if (isNew)
{
protected override void ManageState(bool isNew) {
if (isNew) {
_lastValidValue = Input.Value;
_index++;
_p_lastEma1 = _lastEma1;
@@ -70,9 +62,7 @@ public class T3 : AbstractBase
_p_lastEma4 = _lastEma4;
_p_lastEma5 = _lastEma5;
_p_lastEma6 = _lastEma6;
}
else
{
} else {
_lastEma1 = _p_lastEma1;
_lastEma2 = _p_lastEma2;
_lastEma3 = _p_lastEma3;
@@ -83,18 +73,14 @@ public class T3 : AbstractBase
}
protected override double Calculation()
{
protected override double Calculation() {
ManageState(Input.IsNew);
double ema1, ema2, ema3, ema4, ema5, ema6;
if (_index == 1)
{
if (_index == 1) {
ema1 = ema2 = ema3 = ema4 = ema5 = ema6 = Input.Value;
}
else if (_index <= _period && _useSma)
{
} else if (_index <= _period && _useSma) {
_buffer1.Add(Input.Value, Input.IsNew);
ema1 = _buffer1.Average();
_buffer2.Add(ema1, Input.IsNew);
@@ -107,9 +93,7 @@ public class T3 : AbstractBase
ema5 = _buffer5.Average();
_buffer6.Add(ema5, Input.IsNew);
ema6 = _buffer6.Average();
}
else
{
} else {
ema1 = _k * (Input.Value - _lastEma1) + _lastEma1;
ema2 = _k * (ema1 - _lastEma2) + _lastEma2;
ema3 = _k * (ema2 - _lastEma3) + _lastEma3;