New version merge

lib/averages/Qema.cs

@@ -0,0 +1,74 @@
+namespace QuanTAlib;
+
+public class Qema : AbstractBase
+{
+    private readonly double _k1, _k2, _k3, _k4;
+    private readonly Ema _ema1, _ema2, _ema3, _ema4;
+    private double _lastQema, _p_lastQema;
+
+    public Qema(double k1=0.2, double k2=0.2, double k3=0.2, double k4=0.2) : base()
+    {
+        if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0 )
+        {
+            throw new ArgumentOutOfRangeException("All k values must be in the range (0, 1].");
+        }
+
+        _k1 = k1;
+        _k2 = k2;
+        _k3 = k3;
+        _k4 = k4;
+
+        _ema1 = new Ema(k1);
+        _ema2 = new Ema(k2);
+        _ema3 = new Ema(k3);
+        _ema4 = new Ema(k4);
+
+        Name = $"QEMA ({k1:F2},{k2:F2},{k3:F2},{k4:F2})";
+        double smK = Math.Min(Math.Min(_k1, _k2), Math.Min(_k3, _k4));
+
+        WarmupPeriod = (int) ((2 - smK) / smK);
+        Init();
+    }
+
+    public Qema(object source, double k1, double k2, double k3, double k4)
+        : this(k1, k2, k3, k4)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _lastQema = 0;
+        _p_lastQema = 0;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _p_lastQema = _lastQema;
+            _index++;
+        }
+        else
+        {
+            _lastQema = _p_lastQema;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        double ema1 = _ema1.Calc(new TValue(Input.Time, Input.Value, Input.IsNew));
+        double ema2 = _ema2.Calc(new TValue(Input.Time, ema1, Input.IsNew));
+        double ema3 = _ema3.Calc(new TValue(Input.Time, ema2, Input.IsNew));
+        double ema4 = _ema4.Calc(new TValue(Input.Time, ema3, Input.IsNew));
+
+        _lastQema = 4 * ema1 - 6 * ema2 + 4 * ema3 - ema4;
+
+        IsHot = _index >= WarmupPeriod;
+        return _lastQema;
+    }
+}