gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 22:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add eventing support to WMA indicator and implement unit tests for various indicators

Browse Source 
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface.
- Created a new TODO file listing various indicators and their corresponding libraries.
- Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality.
- Implemented tests for handling new bars, ticks, and historical data updates across indicators.
- Verified that indicators correctly compute values and handle different source types.
This commit is contained in:
Miha Kralj
2025-12-07 16:46:38 -08:00
parent 3734a1c5f6
commit 875998b288
31 changed files with 2445 additions and 1457 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/averages/sma/Sma.cs
+35 -30
View File
@@ -108,25 +108,13 @@ public sealed class Sma : ITValuePublisher
}
// Removed GetValidValue and UpdateState as they are not used in the new Update logic
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue input, bool isNew = true)
{
if (isNew)
{
double val = GetValidValue(input.Value);
double removedValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest : 0.0;
_sum = _sum - removedValue + val;
_buffer.Add(val);
_tickCount++;
if (_buffer.IsFull && _tickCount >= ResyncInterval)
{
_tickCount = 0;
_sum = _buffer.Sum();
}
UpdateState(val);
_p_sum = _sum;
_p_lastInput = val;
@@ -136,7 +124,7 @@ public sealed class Sma : ITValuePublisher
{
_lastValidValue = _p_lastValidValue;
double val = GetValidValue(input.Value);
_sum = _p_sum - _p_lastInput + val;
_buffer.UpdateNewest(val);
}
@@ -150,7 +138,7 @@ public sealed class Sma : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
int len = source.Count;
var t = new List<long>(len);
var v = new List<double>(len);
@@ -159,26 +147,43 @@ public sealed class Sma : ITValuePublisher
var tSpan = CollectionsMarshal.AsSpan(t);
var vSpan = CollectionsMarshal.AsSpan(v);
var sourceValues = source.Values;
var sourceTimes = source.Times;
// Reset state for batch calculation
Reset();
// We can optimize this later with specific batch logic, but for now use core loop
for(int i=0; i < len; i++)
Calculate(source.Values, vSpan, _period);
source.Times.CopyTo(tSpan);
// Restore state
int windowSize = Math.Min(len, _period);
int startIndex = len - windowSize;
if (startIndex > 0)
{
double val = GetValidValue(sourceValues[i]);
double removedValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest : 0.0;
_sum = _sum - removedValue + val;
_buffer.Add(val);
vSpan[i] = _sum / _buffer.Count;
for (int i = startIndex - 1; i >= 0; i--)
{
if (double.IsFinite(source.Values[i]))
{
_lastValidValue = source.Values[i];
break;
}
}
}
else
{
_lastValidValue = 0;
}
_buffer.Clear();
_sum = 0;
_tickCount = 0;
for (int i = startIndex; i < len; i++)
{
double val = GetValidValue(source.Values[i]);
UpdateState(val);
}
sourceTimes.CopyTo(tSpan);
_p_lastValidValue = _lastValidValue;
_p_sum = _sum;
_p_lastInput = sourceValues[len-1];
_p_lastInput = source.Values[len - 1];
_p_lastValidValue = _lastValidValue;
Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v);