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feat(rsi, alma, bilateral, blma, butter, ema, htit, kama, lsma, pwma, rma, trima, vidya, wma): enhance calculations with NaN handling and edge case management; improve performance and stability across multiple classes

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This commit is contained in:
Miha Kralj
2025-12-25 22:16:07 -08:00
parent 0d077c24d8
commit 86e2934f1b
17 changed files with 203 additions and 71 deletions
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lib/trends/lsma/Lsma.cs
+9 -20
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@@ -106,21 +106,12 @@ public sealed class Lsma : AbstractBase
}
else
{
_buffer.Add(val);
_state.SumY += val;
// Recalculate sum_xy from scratch during warmup
_state.SumXY = 0;
var span = _buffer.GetSpan();
for (int i = 0; i < span.Length; i++)
if (_buffer.Count > 0)
{
// x=0 is newest (index count-1), x=count-1 is oldest (index 0)
// buffer stores chronological: [oldest, ..., newest]
// index j in buffer corresponds to x = count - 1 - j
// sum_xy = sum(x * y)
int x = span.Length - 1 - i;
_state.SumXY = Math.FusedMultiplyAdd(x, span[i], _state.SumXY);
_state.SumXY += _state.SumY;
}
_state.SumY += val;
_buffer.Add(val);
}
_tickCount++;
@@ -326,17 +317,15 @@ public sealed class Lsma : AbstractBase
{
// Warmup phase
buffer[count] = val;
sum_y += val;
count++;
// Recalculate sum_xy for current count
sum_xy = 0;
for (int j = 0; j < count; j++)
// O(1) update: adding new value at x=0, existing values shift x+1
// New value at x=0 contributes 0, existing sum shifts by sum_y
if (count > 1)
{
// buffer[j] is at index j
// x = count - 1 - j
sum_xy = Math.FusedMultiplyAdd(count - 1 - j, buffer[j], sum_xy);
sum_xy += sum_y; // Shift existing values before adding new
}
sum_y += val;
if (count <= 1)
{