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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/rma/Rma.cs
+7 -6
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@@ -44,6 +44,7 @@ public sealed class Rma : AbstractBase
/// <param name="period">Period for RMA calculation</param>
public Rma(ITValuePublisher source, int period) : this(period)
{
ArgumentNullException.ThrowIfNull(source);
source.Pub += (item) => Update(item);
}
@@ -51,9 +52,9 @@ public sealed class Rma : AbstractBase
/// Creates RMA with specified source and period.
/// </summary>
/// <param name="source">Source series</param>
/// <param name="period">Period for RMA calculation</param>
public Rma(TSeries source, int period) : this(period)
{
ArgumentNullException.ThrowIfNull(source);
Prime(source.Values);
if (source.Count > 0)
{
@@ -97,10 +98,9 @@ public sealed class Rma : AbstractBase
/// Calculates RMA for the entire series using a new instance.
/// </summary>
/// <param name="source">Input series</param>
/// <param name="period">RMA period</param>
/// <returns>RMA series</returns>
public static TSeries Batch(TSeries source, int period)
{
ArgumentNullException.ThrowIfNull(source);
var rma = new Rma(period);
return rma.Update(source);
}
@@ -111,14 +111,14 @@ public sealed class Rma : AbstractBase
/// Alpha = 1 / period
/// </summary>
/// <param name="source">Input values</param>
/// <param name="output">Output span (must be same length as source)</param>
/// <param name="period">RMA period (must be > 0)</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (period <= 0)
throw new ArgumentException("Period must be greater than 0", nameof(period));
if (output.Length < source.Length)
throw new ArgumentException("Output span must be at least as long as source span", nameof(output));
double alpha = 1.0 / period;
Ema.Batch(source, output, alpha);
}
@@ -132,6 +132,7 @@ public sealed class Rma : AbstractBase
/// <returns>A tuple containing the full calculation results and the hot indicator instance</returns>
public static (TSeries Results, Rma Indicator) Calculate(TSeries source, int period)
{
ArgumentNullException.ThrowIfNull(source);
var rma = new Rma(period);
TSeries results = rma.Update(source);
return (results, rma);