tests and cleanup

This commit is contained in:
Miha Kralj
2024-10-11 18:02:09 -07:00
parent 839313c9f2
commit cc45cebeb4
96 changed files with 3640 additions and 327 deletions
+41 -3
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@@ -4,19 +4,57 @@ namespace QuanTAlib;
/// Calculates the maximum value over a specified period, with an optional decay factor.
/// Useful for tracking the highest point in a time series with the ability to gradually forget old peaks.
/// </summary>
/// <remarks>
/// The Max indicator is particularly useful in financial analysis for:
/// - Identifying resistance levels in price charts.
/// - Tracking the highest price over a given period.
/// - Implementing trailing stop-loss strategies.
///
/// The decay factor allows the indicator to adapt to changing market conditions by
/// gradually reducing the influence of older maximum values.
/// </remarks>
public class Max : AbstractBase
{
/// <summary>
/// The number of data points to consider for the maximum calculation.
/// </summary>
private readonly int Period;
/// <summary>
/// Circular buffer to store the most recent data points.
/// </summary>
private readonly CircularBuffer _buffer;
/// <summary>
/// The half-life decay factor used to gradually forget old peaks.
/// </summary>
private readonly double _halfLife;
private double _currentMax, _p_currentMax;
private int _timeSinceNewMax, _p_timeSinceNewMax;
/// <summary>
/// The current maximum value.
/// </summary>
private double _currentMax;
/// <summary>
/// The previous maximum value.
/// </summary>
private double _p_currentMax;
/// <summary>
/// The number of periods since a new maximum was set.
/// </summary>
private int _timeSinceNewMax;
/// <summary>
/// The previous value of _timeSinceNewMax.
/// </summary>
private int _p_timeSinceNewMax;
/// <summary>
/// Initializes a new instance of the Max class.
/// </summary>
/// <param name="period">The number of data points to consider. Must be at least 1.</param>
/// <param name="decay">Half-life decay factor. Set to 0 for no decay, higher for faster forgetting. Default is 0.</param>
/// <param name="decay">Half-life decay factor. Set to 0 for no decay, higher for faster forgetting of old peaks. Default is 0.</param>
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when the period is less than 1 or decay is negative.
/// </exception>