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
+34
View File
@@ -1,11 +1,38 @@
using System;
namespace QuanTAlib;
/// <summary>
/// MMA: Modified Moving Average
/// A moving average that combines a simple moving average with a weighted component
/// to provide a balanced smoothing effect. The weighting scheme emphasizes central
/// values while maintaining overall data representation.
/// </summary>
/// <remarks>
/// The MMA calculation process:
/// 1. Calculates the simple moving average component (T/period)
/// 2. Calculates a weighted sum with symmetric weights around the center
/// 3. Combines both components using the formula: SMA + 6*WeightedSum/((period+1)*period)
///
/// Key characteristics:
/// - Combines simple and weighted moving averages
/// - Symmetric weighting around the center
/// - Better balance between smoothing and responsiveness
/// - Reduces lag compared to simple moving average
/// - Maintains stability through dual-component approach
///
/// Implementation:
/// Based on modified moving average principles combining
/// simple and weighted components for optimal smoothing
/// </remarks>
public class Mma : AbstractBase
{
private readonly int _period;
private readonly CircularBuffer _buffer;
private double _lastMma;
/// <param name="period">The number of periods used in the MMA calculation. Must be at least 2.</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 2.</exception>
public Mma(int period)
{
if (period < 2)
@@ -19,6 +46,8 @@ public class Mma : AbstractBase
Init();
}
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of periods used in the MMA calculation.</param>
public Mma(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
@@ -61,6 +90,11 @@ public class Mma : AbstractBase
return _lastMma;
}
/// <summary>
/// Calculates the weighted sum component of the MMA.
/// The weights are symmetric around the center, decreasing linearly from the center outward.
/// </summary>
/// <returns>The weighted sum of the data points.</returns>
private double CalculateWeightedSum()
{
double sum = 0;