gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-23 13:08:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation

Browse Source 
feat(trends): implement IDisposable in Bessel and Conv classes to manage event subscriptions
fix(trends): add validation for period and parameters in Kama and MGDI calculations
fix(trends): clamp logarithmic calculations in JMA to avoid -Infinity
This commit is contained in:
Miha Kralj
2025-12-25 20:18:14 -08:00
parent df598c810d
commit ac8b2dbb3f
20 changed files with 281 additions and 187 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends/kama/Kama.cs
+3
View File
@@ -235,6 +235,9 @@ public sealed class Kama : AbstractBase
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period, int fastPeriod = 2, int slowPeriod = 30)
{
if (period <= 0) throw new ArgumentException("Period must be greater than 0", nameof(period));
if (fastPeriod <= 0) throw new ArgumentException("Fast period must be greater than 0", nameof(fastPeriod));
if (slowPeriod <= 0) throw new ArgumentException("Slow period must be greater than 0", nameof(slowPeriod));
if (fastPeriod >= slowPeriod) throw new ArgumentException("Fast period must be less than slow period", nameof(fastPeriod));
if (source.Length != output.Length) throw new ArgumentException("Source and output must have the same length");
double fastAlpha = 2.0 / (fastPeriod + 1);