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Add TEMA (Triple Exponential Moving Average) implementation and validation tests

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- Implemented TEMA calculation in QuanTAlib with O(1) update complexity.
- Added validation tests for TEMA against Skender, TA-Lib, and Tulip indicators.
- Updated documentation for TEMA, including its mathematical foundation and usage examples.
- Enhanced existing tests for other indicators (TRIMA, WMA) to generate more records.
- Adjusted benchmark tests to include DEMA and TEMA comparisons.
- Refactored code for better readability and performance, including zero-allocation Span API.
This commit is contained in:
Miha Kralj
2025-12-04 19:57:46 -08:00
parent ee358bfdd9
commit 9e152b9027
24 changed files with 2528 additions and 136 deletions
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lib/averages/sma/Sma.Validation.Tests.cs
+2 -2
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@@ -19,9 +19,9 @@ public class SmaValidationTests
{
_output = output;
// 1. Generate 1000 records using GBM feed
// 1. Generate 5000 records using GBM feed
var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2);
_bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
_bars = gbm.Fetch(5000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// 2. Extract Close TSeries
_data = _bars.Close;