Pwma

Tests/test_eventing.cs

@@ -28,6 +28,7 @@ public class EventingTests
             ("Dwma", new Dwma(p), new Dwma(input, p)),
             ("Ema", new Ema(p), new Ema(input, p)),
             ("Epma", new Epma(p), new Epma(input, p)),
+            ("Pwma", new Pwma(p), new Pwma(input, p)),
             ("Frama", new Frama(p), new Frama(input, p)),
             ("Fwma", new Fwma(p), new Fwma(input, p)),
             ("Gma", new Gma(p), new Gma(input, p)),
@@ -81,4 +82,4 @@ public class EventingTests
         rng.GetBytes(bytes);
         return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
     }
-}
+}

Tests/test_iTValue.cs

@@ -35,6 +35,7 @@ public class IndicatorTests
         new Dsma(period: 14),
         new Dwma(period: 14),
         new Epma(period: 14),
+        new Pwma(period: 14),
         new Frama(period: 14),
         new Fwma(period: 14),
         new Gma(period: 14),

docs/indicators/indicators.md

@@ -72,7 +72,7 @@
 |MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
 |MMA - Modified Moving Average|`Mma`||||
 |PPMA - Pivot Point Moving Average|||||
-|PWMA - Pascal's Weighted Moving Average|||||
+|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
 |QEMA - Quad Exponential Moving Average|`Qema`||||
 |RMA - WildeR's Moving Average|`Rma`||||
 |SINEMA - Sine Weighted Moving Average|`Sinema`||||

lib/averages/Pwma.cs

@@ -0,0 +1,85 @@
+namespace QuanTAlib;
+
+public class Pwma : AbstractBase
+{
+    private readonly int _period;
+    private readonly Convolution _convolution;
+
+    public Pwma(int period)
+    {
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+        }
+        _period = period;
+        _convolution = new Convolution(GenerateKernel(_period));
+        Name = "Pwma";
+        WarmupPeriod = period;
+        Init();
+    }
+
+    public Pwma(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    private new void Init()
+    {
+        base.Init();
+        _convolution.Init();
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Input.Value;
+            _index++;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        // Use Convolution for calculation
+        TValue convolutionResult = _convolution.Calc(Input);
+
+        double result = convolutionResult.Value;
+
+        // Adjust for partial periods during warmup
+        if (_index < _period)
+        {
+            double[] partialKernel = GenerateKernel(_index);
+            result /= partialKernel.Sum();
+        }
+
+        IsHot = _index >= WarmupPeriod;
+
+        return result;
+    }
+
+    public static double[] GenerateKernel(int period)
+    {
+        double[] kernel = new double[period];
+        kernel[0] = 1;
+
+        for (int i = 1; i < period; i++)
+        {
+            for (int j = i; j > 0; j--)
+            {
+                kernel[j] += kernel[j - 1];
+            }
+        }
+
+        // Normalize the kernel
+        double weightSum = kernel.Sum();
+        for (int i = 0; i < period; i++)
+        {
+            kernel[i] /= weightSum;
+        }
+
+        return kernel;
+    }
+}

quantower/Averages/AlmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class AlmaIndicator : IndicatorBase
 {
@@ -7,10 +7,10 @@ public class AlmaIndicator : IndicatorBase
     public int Period { get; set; } = 10;
 
     [InputParameter("Offset", sortIndex: 5)]
-    public double Offset = 0.85;
+    public double Offset { get; set; } = 0.85;
 
     [InputParameter("Sigma", sortIndex: 6)]
-    public double Sigma = 6.0;
+    public double Sigma { get; set; } = 6.0;
     private Alma? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"ALMA {Period} : {Offset:F2} : {Sigma:F0} : {SourceName}";

quantower/Averages/DemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DemaIndicator : IndicatorBase
 {

quantower/Averages/DsmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DsmaIndicator : IndicatorBase
 {

quantower/Averages/DwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DwmaIndicator : IndicatorBase
 {

quantower/Averages/EmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EmaIndicator : IndicatorBase
 {

quantower/Averages/EpmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EpmaIndicator : IndicatorBase
 {

quantower/Averages/FramaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class FramaIndicator : IndicatorBase
 {

quantower/Averages/FwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class FwmaIndicator : IndicatorBase
 {

quantower/Averages/GmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class GmaIndicator : IndicatorBase
 {

quantower/Averages/PwmaIndicator.cs

@@ -0,0 +1,23 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class PwmaIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    private Pwma? ma;
+    protected override AbstractBase QuanTAlib => ma!;
+    public override string ShortName => $"PWMA {Period} : {SourceName}";
+
+    public PwmaIndicator() : base()
+    {
+        Name = "PWMA - Pascal's Weighted Moving Average";
+    }
+
+    protected override void InitIndicator()
+    {
+        base.InitIndicator();
+        ma = new Pwma(period: Period);
+    }
+}