corrections

2026-08-20 11:38:05 +00:00 · 2024-10-13 17:18:31 -07:00
parent 2236f5f483
commit bbefc72d73
65 changed files with 669 additions and 1087 deletions
@@ -1,73 +1,72 @@
 using System;
 using System.Runtime.CompilerServices;

-namespace QuanTAlib;
-
-public class Zlema : AbstractBase
+namespace QuanTAlib
 {
-    private readonly int _period;
-    private CircularBuffer? _buffer;
-    private readonly double _alpha;
-    private readonly int _lag;
-    private double _lastZLEMA, _p_lastZLEMA;
-
-    public Zlema(int period)
+    public class Zlema : AbstractBase
    {
-        if (period < 1)
+        private readonly CircularBuffer _buffer;
+        private readonly int _lag;
+        private readonly Ema _ema;
+        private double _lastZLEMA, _p_lastZLEMA;
+
+        public Zlema(int period)
        {
-            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+            if (period < 1)
+            {
+                throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+            }
+            WarmupPeriod = period;
+            _lag = (int)(0.5 * (period - 1));
+            _buffer = new CircularBuffer(_lag + 1);
+            _ema = new Ema(period, useSma: false);
+            Name = $"Zlema({period})";
+            Init();
        }
-        _period = period;
-        WarmupPeriod = period;
-        _alpha = 2.0 / (_period + 1);
-        _lag = (_period - 1) / 2;
-        Name = $"Zlema({_period})";
-        Init();
-    }

-    public Zlema(object source, int period) : this(period)
-    {
-        var pubEvent = source.GetType().GetEvent("Pub");
-        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
-    }
-
-    public override void Init()
-    {
-        base.Init();
-        _buffer = new CircularBuffer(_period);
-        _lastZLEMA = 0;
-    }
-
-    protected override void ManageState(bool isNew)
-    {
-        if (isNew)
+        public Zlema(object source, int period) : this(period)
        {
-            _lastValidValue = Input.Value;
-            _index++;
-            _p_lastZLEMA = _lastZLEMA;
+            var pubEvent = source.GetType().GetEvent("Pub");
+            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
        }
-        else
+
+        public override void Init()
        {
-            _lastZLEMA = _p_lastZLEMA;
+            base.Init();
+            _buffer.Clear();
+            _ema.Init();
+            _lastZLEMA = 0;
+            _p_lastZLEMA = 0;
+        }
+
+        protected override void ManageState(bool isNew)
+        {
+            if (isNew)
+            {
+                _lastValidValue = Input.Value;
+                _index++;
+                _p_lastZLEMA = _lastZLEMA;
+            }
+            else
+            {
+                _lastZLEMA = _p_lastZLEMA;
+            }
+        }
+
+        protected override double Calculation()
+        {
+            ManageState(Input.IsNew);
+
+            _buffer.Add(Input.Value, Input.IsNew);
+
+            double lagValue = _buffer[Math.Max(0, _buffer.Count - 1 - _lag)];
+            double errorCorrection = 2 * Input.Value - lagValue;
+            double zlema = _ema.Calc(new TValue(errorCorrection, Input.IsNew)).Value;
+
+            _lastZLEMA = zlema;
+            IsHot = _index >= WarmupPeriod;
+
+            return zlema;
        }
    }
-
-    protected override double Calculation()
-    {
-        ManageState(Input.IsNew);
-
-        _buffer!.Add(Input.Value, Input.IsNew);
-
-        int lag = Math.Max(Math.Min((int)((_period - 1) * 0.5), _buffer.Count - 1), 0) + 1;
-        double zlValue = 2 * Input.Value - _buffer[_buffer.Count - lag];
-
-        // Dynamic alpha factor for index <= period
-        double k = (_index <= _period) ? (2.0 / (_index + 1)) : _alpha;
-        double zlema = (zlValue - _lastZLEMA) * k + _lastZLEMA;
-
-        _lastZLEMA = zlema;
-        IsHot = _index >= WarmupPeriod;
-
-        return zlema;
-    }
-}
+}