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Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/trends_IIR/dema/Dema.cs
+39 -6
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@@ -49,7 +49,10 @@ public sealed class Dema : AbstractBase
public Dema(int period)
{
if (period <= 0) throw new ArgumentException("Period must be greater than 0", nameof(period));
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_alpha = 2.0 / (period + 1);
_decay = 1.0 - _alpha;
@@ -66,7 +69,10 @@ public sealed class Dema : AbstractBase
public Dema(double alpha)
{
if (alpha <= 0 || alpha > 1) throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
if (alpha <= 0 || alpha > 1)
{
throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
}
_alpha = alpha;
_decay = 1.0 - alpha;
@@ -94,9 +100,13 @@ public sealed class Dema : AbstractBase
// EMA1
double val = input.Value;
if (double.IsFinite(val))
{
_lastValidValue = val;
}
else
{
val = _lastValidValue;
}
if (double.IsNaN(val))
{
@@ -118,7 +128,10 @@ public sealed class Dema : AbstractBase
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
if (source.Count == 0)
{
return [];
}
int len = source.Count;
List<long> t = new(len);
@@ -148,9 +161,13 @@ public sealed class Dema : AbstractBase
{
double val = sourceValues[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -197,7 +214,9 @@ public sealed class Dema : AbstractBase
state.E *= decay;
if (!state.IsHot && state.E <= 0.05) // COVERAGE_THRESHOLD
{
state.IsHot = true;
}
if (state.E <= 1e-10) // COMPENSATOR_THRESHOLD
{
@@ -232,7 +251,9 @@ public sealed class Dema : AbstractBase
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
double alpha = 2.0 / (period + 1);
Calculate(source, output, alpha);
@@ -241,11 +262,19 @@ public sealed class Dema : AbstractBase
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, double alpha)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length", nameof(output));
if (alpha <= 0 || alpha > 1)
throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
}
if (source.Length == 0) return;
if (alpha <= 0 || alpha > 1)
{
throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
}
if (source.Length == 0)
{
return;
}
double decay = 1.0 - alpha;
double lastValid = double.NaN;
@@ -264,9 +293,13 @@ public sealed class Dema : AbstractBase
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{