refactoring

This commit is contained in:
Miha Kralj
2025-12-16 21:16:50 -08:00
parent a67ad65fa5
commit d277e08056
137 changed files with 5074 additions and 3178 deletions
+2 -2
View File
@@ -94,7 +94,7 @@ public class DwmaTests
dwma.Update(source.Last);
}
var staticResult = Dwma.Calculate(source, period);
var staticResult = Dwma.Batch(source, period);
Assert.Equal(source.Count, staticResult.Count);
Assert.Equal(dwma.Last.Value, staticResult.Last.Value, 8);
@@ -180,7 +180,7 @@ public class DwmaTests
var series = bars.Close;
// 1. Batch Mode
var batchSeries = Dwma.Calculate(series, period);
var batchSeries = Dwma.Batch(series, period);
double expected = batchSeries.Last.Value;
// 2. Span Mode
+25 -30
View File
@@ -15,28 +15,13 @@ namespace QuanTAlib;
/// DWMA = WMA(WMA(source, period), period)
/// </remarks>
[SkipLocalsInit]
public sealed class Dwma : ITValuePublisher
public sealed class Dwma : AbstractBase
{
private readonly int _period;
private readonly Wma _wma1;
private readonly Wma _wma2;
/// <summary>
/// Display name for the indicator.
/// </summary>
public string Name { get; }
/// <summary>
/// Current DWMA value.
/// </summary>
public TValue Last { get; private set; }
/// <summary>
/// True if the indicator has enough data to produce valid results.
/// </summary>
public bool IsHot => _wma1.IsHot && _wma2.IsHot;
public event Action<TValue>? Pub;
public override bool IsHot => _wma1.IsHot && _wma2.IsHot;
/// <summary>
/// Creates DWMA with specified period.
@@ -51,6 +36,7 @@ public sealed class Dwma : ITValuePublisher
_wma1 = new Wma(period);
_wma2 = new Wma(period);
Name = $"Dwma({period})";
WarmupPeriod = period * 2;
}
public Dwma(ITValuePublisher source, int period) : this(period)
@@ -59,15 +45,15 @@ public sealed class Dwma : ITValuePublisher
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue input, bool isNew = true)
public override TValue Update(TValue input, bool isNew = true)
{
TValue wma1Result = _wma1.Update(input, isNew);
Last = _wma2.Update(wma1Result, isNew);
Pub?.Invoke(Last);
PubEvent(Last);
return Last;
}
public TSeries Update(TSeries source)
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
@@ -87,13 +73,13 @@ public sealed class Dwma : ITValuePublisher
// We need to replay the last part to restore the internal WMAs state
// Since DWMA is WMA(WMA), the effective lookback is roughly 2*Period
// But to be safe and simple, we can just reset and replay the last 2*Period bars.
_wma1.Reset();
_wma2.Reset();
int warmup = _period * 2; // Approximate warmup needed
int startIndex = Math.Max(0, len - warmup);
for (int i = startIndex; i < len; i++)
{
Update(new TValue(source.Times[i], source.Values[i]));
@@ -102,7 +88,16 @@ public sealed class Dwma : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TSeries source, int period)
public override void Prime(ReadOnlySpan<double> source)
{
Reset();
foreach (var value in source)
{
Update(new TValue(DateTime.MinValue, value));
}
}
public static TSeries Batch(TSeries source, int period)
{
var dwma = new Dwma(period);
return dwma.Update(source);
@@ -119,18 +114,18 @@ public sealed class Dwma : ITValuePublisher
if (source.Length <= 1024)
{
Span<double> temp = stackalloc double[source.Length];
Wma.Calculate(source, temp, period);
Wma.Calculate(temp, output, period);
Wma.Batch(source, temp, period);
Wma.Batch(temp, output, period);
}
else
{
double[] temp = new double[source.Length];
Wma.Calculate(source, temp, period);
Wma.Calculate(temp, output, period);
Wma.Batch(source, temp, period);
Wma.Batch(temp, output, period);
}
}
public void Reset()
public override void Reset()
{
_wma1.Reset();
_wma2.Reset();
+1 -1
View File
@@ -91,7 +91,7 @@ Console.WriteLine($"DWMA: {result.Value}");
ReadOnlySpan<double> input = ...;
Span<double> output = new double[input.Length];
Dwma.Calculate(input, output, 14);
Dwma.Batch(input, output, 14);
```
### Bar Correction