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namespace QuanTAlib;
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public class Hma : AbstractBase
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{
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private readonly int _period, _sqrtPeriod;
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private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
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public Hma(int period)
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{
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if (period < 2)
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{
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throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
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}
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_period = period;
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_sqrtPeriod = (int)Math.Sqrt(period);
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_wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
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_wmaFull = new Convolution(GenerateWmaKernel(period));
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_wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
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Name = "Hma";
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WarmupPeriod = _period + _sqrtPeriod - 1;
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Init();
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}
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public Hma(object source, int period) : this(period)
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
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}
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private static double[] GenerateWmaKernel(int period)
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{
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double[] kernel = new double[period];
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double weightSum = period * (period + 1) / 2.0;
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for (int i = 0; i < period; i++)
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{
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kernel[i] = (period - i) / weightSum;
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}
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return kernel;
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}
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private new void Init()
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{
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base.Init();
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_wmaHalf.Init();
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_wmaFull.Init();
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_wmaFinal.Init();
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}
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protected override void ManageState(bool isNew)
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{
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if (isNew)
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{
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_lastValidValue = Input.Value;
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_index++;
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}
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}
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protected override double Calculation()
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{
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ManageState(Input.IsNew);
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// Calculate WMA(n/2) and WMA(n)
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double wmaHalfResult = _wmaHalf.Calc(Input).Value;
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double wmaFullResult = _wmaFull.Calc(Input).Value;
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// Calculate 2*WMA(n/2) - WMA(n)
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double intermediateResult = 2 * wmaHalfResult - wmaFullResult;
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// Calculate final WMA
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double result = _wmaFinal.Calc(new TValue(Input.Time, intermediateResult, Input.IsNew)).Value;
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IsHot = _index >= WarmupPeriod;
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return result;
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}
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}
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