New version merge

2026-08-26 06:18:05 +00:00 · 2024-09-22 17:31:24 -07:00
parent 1b719fa94e
commit d475bcd19a
405 changed files with 56573 additions and 12440 deletions
@@ -0,0 +1,96 @@
+namespace QuanTAlib;
+
+public class Hwma : AbstractBase
+{
+    private readonly int _period;
+    private readonly double _nA, _nB, _nC;
+    private double _pF, _pV, _pA;
+    private double _ppF, _ppV, _ppA;
+
+    public Hwma(int period) : this(period, 2.0 / (1 + period), 1.0 / period, 1.0 / period)
+    {
+    }
+
+    public Hwma(double nA, double nB, double nC) : this((int)((2 - nA) / nA), nA, nB, nC)
+    {
+    }
+
+    public Hwma(int period, double nA, double nB, double nC) : base()
+    {
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+        }
+        _period = period;
+        _nA = nA;
+        _nB = nB;
+        _nC = nC;
+        WarmupPeriod = period;
+        Name = $"Hwma({_period})";
+        Init();
+    }
+
+    public Hwma(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _pF = _pV = _pA = 0;
+        _ppF = _ppV = _ppA = 0;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Input.Value;
+            _index++;
+            _ppF = _pF;
+            _ppV = _pV;
+            _ppA = _pA;
+        }
+        else
+        {
+            _pF = _ppF;
+            _pV = _ppV;
+            _pA = _ppA;
+
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        if (_index == 1)
+        {
+            _pF = Input.Value;
+            _pA = _pV = 0;
+        }
+
+        double nA = _nA, nB = _nB, nC = _nC;
+        if (_period == 1)
+        {
+            nA = 1;
+            nB = 0;
+            nC = 0;
+        }
+
+        double F = (1 - nA) * (_pF + _pV + 0.5 * _pA) + nA * Input.Value;
+        double V = (1 - nB) * (_pV + _pA) + nB * (F - _pF);
+        double A = (1 - nC) * _pA + nC * (V - _pV);
+
+        double hwma = F + V + 0.5 * A;
+
+        _pF = F;
+        _pV = V;
+        _pA = A;
+
+        IsHot = _index >= WarmupPeriod;
+        return hwma;
+    }
+}