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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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lib/volume/wad/Wad.md
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@@ -65,6 +65,21 @@ No price movement detected; no volume impact on WAD.
## Performance Profile
### Operation Count (Streaming Mode)
Williams Accumulation/Distribution uses directional price comparison to select a TrueRange component, then accumulates — O(1).
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Previous close comparison | 1 | 2 cy | ~2 cy |
| TrueHigh / TrueLow conditional select | 1 | 3 cy | ~3 cy |
| WAD_bar = C - TrueRange selected | 1 | 1 cy | ~1 cy |
| WAD cumulative += WAD_bar | 1 | 1 cy | ~1 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~9 cy** |
O(1) cumulative. No window, no smoothing. The conditional branch (up day vs down day vs unchanged) is predicted by the CPU after a few bars.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 10 | High; O(1) calculation with simple comparisons. |