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https://github.com/mihakralj/QuanTAlib.git
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style patterns
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@@ -166,4 +166,4 @@ public class CmaIndicatorTests
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
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Assert.Equal(20.0, indicator.LinesSeries[0].GetValue(0), 1e-10); // CMA = (10+20+30)/3 = 20
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}
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}
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}
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@@ -401,7 +401,9 @@ public class CmaTests
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var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
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for (int i = 0; i < source.Length; i++)
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{
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source[i] = gbm.Next().Close;
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}
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// Warm up
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Cma.Batch(source.AsSpan(), output.AsSpan());
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@@ -520,7 +522,10 @@ public class CmaTests
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public void Calculate_ReturnsCorrectResultsAndHotIndicator()
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{
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var series = new TSeries();
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for (int i = 1; i <= 10; i++) series.Add(DateTime.UtcNow, i * 10);
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for (int i = 1; i <= 10; i++)
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{
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series.Add(DateTime.UtcNow, i * 10);
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}
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// 10, 20, 30, 40, 50, 60, 70, 80, 90, 100
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var (results, indicator) = Cma.Calculate(series);
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@@ -96,7 +96,10 @@ public sealed class Cma : AbstractBase
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/// <param name="step">Time interval between values (not used for CMA)</param>
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public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
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{
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if (source.Length == 0) return;
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if (source.Length == 0)
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{
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return;
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}
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// Reset state
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_state = default;
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@@ -162,7 +165,10 @@ public sealed class Cma : AbstractBase
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public override TSeries Update(TSeries source)
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{
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if (source.Count == 0) return [];
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if (source.Count == 0)
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{
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return [];
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}
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int len = source.Count;
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var t = new List<long>(len);
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@@ -207,10 +213,15 @@ public sealed class Cma : AbstractBase
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public static void Batch(ReadOnlySpan<double> source, Span<double> output)
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{
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if (source.Length != output.Length)
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{
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throw new ArgumentException("Source and output must have the same length", nameof(output));
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}
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int len = source.Length;
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if (len == 0) return;
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if (len == 0)
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{
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return;
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}
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double mean = 0;
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double lastValid = double.NaN;
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@@ -230,9 +241,13 @@ public sealed class Cma : AbstractBase
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{
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double val = source[i];
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if (double.IsFinite(val))
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{
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lastValid = val;
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}
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else
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{
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val = lastValid;
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}
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// M_n = M_(n-1) + alpha * delta using FMA for single-rounding precision
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double alpha = 1.0 / (i + 1);
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@@ -264,4 +279,4 @@ public sealed class Cma : AbstractBase
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_p_state = default;
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Last = default;
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}
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}
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}
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