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@@ -0,0 +1,82 @@
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namespace QuanTAlib;
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public class Trima : AbstractBase
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{
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private readonly int _period;
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private readonly Convolution _convolution;
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public Trima(int period)
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{
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if (period < 1)
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{
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throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
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}
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_period = period;
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_convolution = new Convolution(GenerateKernel(_period));
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Name = "Trima";
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WarmupPeriod = period;
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Init();
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}
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public Trima(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[] GenerateKernel(int period)
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{
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double[] kernel = new double[period];
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int halfPeriod = (period + 1) / 2;
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double weightSum = 0;
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for (int i = 0; i < period; i++)
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{
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if (i < halfPeriod)
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{
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kernel[i] = i + 1;
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}
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else
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{
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kernel[i] = period - i;
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}
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weightSum += kernel[i];
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}
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// Normalize the kernel
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for (int i = 0; i < period; i++)
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{
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kernel[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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_convolution.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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// Use Convolution for calculation
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TValue convolutionResult = _convolution.Calc(Input);
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double result = convolutionResult.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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