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This commit is contained in:
Miha Kralj
2024-11-03 15:52:25 -08:00
parent 7b41d84c66
commit 7f6c29151c
7 changed files with 162 additions and 104 deletions
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lib/volatility/Cvi.cs
+3 -5
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@@ -41,7 +41,6 @@ namespace QuanTAlib;
public sealed class Cvi : AbstractBase
{
private readonly int _period;
private readonly int _smoothPeriod;
private readonly CircularBuffer _smoothed;
private readonly double _alpha;
private double _ema;
@@ -50,10 +49,9 @@ public sealed class Cvi : AbstractBase
public Cvi(int period = 10, int smoothPeriod = 10)
{
_period = period;
_smoothPeriod = smoothPeriod;
_alpha = 2.0 / (_smoothPeriod + 1);
WarmupPeriod = _period + _smoothPeriod;
Name = $"CVI({_period},{_smoothPeriod})";
_alpha = 2.0 / (smoothPeriod + 1);
WarmupPeriod = _period + smoothPeriod;
Name = $"CVI({_period},{smoothPeriod})";
_smoothed = new CircularBuffer(_period);
Init();
}