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coverage fix

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Miha
2022-04-20 10:31:42 -07:00
parent d4040b1b96
commit c5d06eb06f
5 changed files with 63 additions and 9050 deletions
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Source/Indicators/JMA_Series.cs
+8 -9
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@@ -27,8 +27,7 @@ public class JMA_Series : Single_TSeries_Indicator
private double prev_ma1, prev_det0, prev_det1, prev_jma, bsmax, bsmin;
private double o_prev_ma1, o_prev_det0, o_prev_det1, o_prev_jma, o_bsmax, o_bsmin;
private readonly double pr, pow1, len2, beta, rvolty;
private readonly int _l;
private readonly double pr, pow1, len2, beta, rvolty, _l;
public JMA_Series(TSeries source, int period, double phase = 0.0, bool useNaN = false) : base(source, period, useNaN)
{
@@ -47,11 +46,11 @@ public class JMA_Series : Single_TSeries_Indicator
if (base._data.Count > 0) { base.Add(base._data); }
}
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (this.Count == 0)
{
this.prev_ma1 = this.prev_jma = d.v;
this.prev_ma1 = this.prev_jma = TValue.v;
this.bsmax = this.bsmin = this.prev_det0 = this.prev_det1 = 0;
}
@@ -74,8 +73,8 @@ public class JMA_Series : Single_TSeries_Indicator
this.o_bsmin = this.bsmin;
}
double hprice = d.v;
double lprice = d.v;
double hprice = TValue.v;
double lprice = TValue.v;
for (int i = 0; i <= Math.Min(9, this._data.Count - 1); i++)
{
var _item = this._data[this._data.Count - 1 - i].v;
@@ -139,11 +138,11 @@ public class JMA_Series : Single_TSeries_Indicator
double alpha = Math.Pow(this.beta, pow);
// 1st stage - preliminary smoothing by adaptive EMA
double ma1 = d.v * (1 - alpha) + this.prev_ma1 * alpha;
double ma1 = TValue.v * (1 - alpha) + this.prev_ma1 * alpha;
this.prev_ma1 = ma1;
// 2nd stage - one more preliminary smoothing by Kalman filter
double det0 = (d.v - ma1) * (1 - this.beta) + this.prev_det0 * this.beta;
double det0 = (TValue.v - ma1) * (1 - this.beta) + this.prev_det0 * this.beta;
this.prev_det0 = det0;
double ma2 = ma1 + (this.pr * det0);
@@ -155,7 +154,7 @@ public class JMA_Series : Single_TSeries_Indicator
this.prev_jma = jma;
(System.DateTime t, double v) result =
(d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : jma);
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : jma);
base.Add(result, update);
}