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Refactor MAMA and HTIT implementation for improved accuracy and performance

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This commit is contained in:
Miha Kralj
2025-12-24 20:50:58 -08:00
parent 8917575994
commit 9ba89812cd
27 changed files with 1030 additions and 547 deletions
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lib/trends/alma/Alma.cs
+14 -2
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@@ -24,7 +24,7 @@ namespace QuanTAlib;
/// The final ALMA is the weighted sum of the price window divided by the sum of weights.
/// </remarks>
[SkipLocalsInit]
public sealed class Alma : AbstractBase
public sealed class Alma : AbstractBase, IDisposable
{
private readonly int _period;
private readonly double _offset;
@@ -32,6 +32,8 @@ public sealed class Alma : AbstractBase
private readonly double[] _weights;
private readonly double _invWeightSum;
private readonly RingBuffer _buffer;
private readonly ITValuePublisher? _source;
private readonly Action<TValue>? _pubHandler;
private record struct State(double LastValidValue);
private State _state;
@@ -81,7 +83,17 @@ public sealed class Alma : AbstractBase
public Alma(ITValuePublisher source, int period, double offset = 0.85, double sigma = 6.0)
: this(period, offset, sigma)
{
source.Pub += (item) => Update(item);
_source = source;
_pubHandler = (item) => Update(item);
_source.Pub += _pubHandler;
}
public void Dispose()
{
if (_source != null && _pubHandler != null)
{
_source.Pub -= _pubHandler;
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]