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This commit is contained in:
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/kama/Kama.cs
+55 -9
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@@ -41,13 +41,24 @@ public sealed class Kama : AbstractBase
public Kama(int period = 10, int fastPeriod = 2, int slowPeriod = 30)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (fastPeriod <= 0)
{
throw new ArgumentException("Fast period must be greater than 0", nameof(fastPeriod));
}
if (slowPeriod <= 0)
{
throw new ArgumentException("Slow period must be greater than 0", nameof(slowPeriod));
}
if (fastPeriod >= slowPeriod)
{
throw new ArgumentException("Fast period must be less than slow period", nameof(fastPeriod));
}
// Buffer needs to hold period + 1 values to calculate Change over 'period' bars
// Change = Price[0] - Price[period]
@@ -161,7 +172,10 @@ public sealed class Kama : AbstractBase
// Avoid division by zero
double er = (volatility > 1e-10) ? change / volatility : 0.0;
// Cap ER at 1.0 just in case floating point errors push it slightly over
if (er > 1.0) er = 1.0;
if (er > 1.0)
{
er = 1.0;
}
// double sc = er * (_fastAlpha - _slowAlpha) + _slowAlpha; // skipcq: S125
double sc = Math.FusedMultiplyAdd(er, _fastAlpha - _slowAlpha, _slowAlpha);
@@ -184,7 +198,10 @@ public sealed class Kama : AbstractBase
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries([], []);
if (source.Count == 0)
{
return new TSeries([], []);
}
int len = source.Count;
var t = new List<long>(len);
@@ -227,11 +244,30 @@ public sealed class Kama : AbstractBase
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period, int fastPeriod = 2, int slowPeriod = 30)
{
if (period <= 0) throw new ArgumentException("Period must be greater than 0", nameof(period));
if (fastPeriod <= 0) throw new ArgumentException("Fast period must be greater than 0", nameof(fastPeriod));
if (slowPeriod <= 0) throw new ArgumentException("Slow period must be greater than 0", nameof(slowPeriod));
if (fastPeriod >= slowPeriod) throw new ArgumentException("Fast period must be less than slow period", nameof(fastPeriod));
if (source.Length != output.Length) throw new ArgumentException("Source and output must have the same length", nameof(output));
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (fastPeriod <= 0)
{
throw new ArgumentException("Fast period must be greater than 0", nameof(fastPeriod));
}
if (slowPeriod <= 0)
{
throw new ArgumentException("Slow period must be greater than 0", nameof(slowPeriod));
}
if (fastPeriod >= slowPeriod)
{
throw new ArgumentException("Fast period must be less than slow period", nameof(fastPeriod));
}
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length", nameof(output));
}
double fastAlpha = 2.0 / (fastPeriod + 1);
double slowAlpha = 2.0 / (slowPeriod + 1);
@@ -252,9 +288,13 @@ public sealed class Kama : AbstractBase
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -287,7 +327,10 @@ public sealed class Kama : AbstractBase
}
bufferIdx = (bufferIdx + 1) % bufSize;
if (count < bufSize) count++;
if (count < bufSize)
{
count++;
}
if (!kamaInitialized)
{
@@ -307,7 +350,10 @@ public sealed class Kama : AbstractBase
double change = Math.Abs(val - buffer[count == bufSize ? bufferIdx : 0]);
double er = (volatilitySum > 1e-10) ? change / volatilitySum : 0.0;
if (er > 1.0) er = 1.0;
if (er > 1.0)
{
er = 1.0;
}
// double sc = er * (fastAlpha - slowAlpha) + slowAlpha; // skipcq: S125
double sc = Math.FusedMultiplyAdd(er, fastAlpha - slowAlpha, slowAlpha);