xml doc rewrite

This commit is contained in:
Miha
2024-10-27 09:38:53 -07:00
parent c21b96152c
commit b2fcdda785
71 changed files with 2607 additions and 1102 deletions
+35 -1
View File
@@ -1,9 +1,35 @@
using System;
namespace QuanTAlib;
/// <summary>
/// GMA: Gaussian Moving Average
/// A moving average that uses weights based on the Gaussian (normal) distribution curve.
/// This creates a smooth, bell-shaped weighting scheme that gives maximum weight to the
/// center of the period and gradually decreasing weights towards the edges.
/// </summary>
/// <remarks>
/// The GMA calculation process:
/// 1. Creates a Gaussian distribution of weights centered on the period
/// 2. Normalizes the weights to sum to 1
/// 3. Applies the weights through convolution
///
/// Key characteristics:
/// - Smooth, symmetric weight distribution
/// - Natural bell curve weighting
/// - Reduces noise while preserving signal characteristics
/// - Less sensitive to outliers than simple moving averages
/// - Implemented using efficient convolution operations
///
/// Implementation:
/// Based on Gaussian distribution principles from statistics
/// </remarks>
public class Gma : AbstractBase
{
private readonly Convolution _convolution;
/// <param name="period">The number of data points used in the GMA calculation.</param>
/// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
public Gma(int period)
{
if (period < 1)
@@ -16,12 +42,20 @@ public class Gma : AbstractBase
Init();
}
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of data points used in the GMA calculation.</param>
public Gma(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
/// <summary>
/// Generates the Gaussian-based convolution kernel for the GMA calculation.
/// </summary>
/// <param name="period">The period for which to generate the kernel.</param>
/// <param name="sigma">The standard deviation parameter controlling the spread of the Gaussian curve. Default is 1.0.</param>
/// <returns>An array of normalized Gaussian-based weights for the convolution operation.</returns>
public static double[] GenerateKernel(int period, double sigma = 1.0)
{
double[] kernel = new double[period];
@@ -71,4 +105,4 @@ public class Gma : AbstractBase
return result;
}
}
}