This commit is contained in:
Miha Kralj
2024-09-30 08:55:50 -07:00
23 changed files with 32 additions and 387 deletions
+2 -4
View File
@@ -2,7 +2,6 @@ namespace QuanTAlib;
public class Hma : AbstractBase
{
private readonly int _period, _sqrtPeriod;
private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
public Hma(int period)
@@ -11,13 +10,12 @@ public class Hma : AbstractBase
{
throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
}
_period = period;
_sqrtPeriod = (int)Math.Sqrt(period);
int _sqrtPeriod = (int)Math.Sqrt(period);
_wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
_wmaFull = new Convolution(GenerateWmaKernel(period));
_wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
Name = "Hma";
WarmupPeriod = _period + _sqrtPeriod - 1;
WarmupPeriod = period + _sqrtPeriod - 1;
Init();
}