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https://github.com/mihakralj/QuanTAlib.git
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style patterns
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@@ -350,7 +350,9 @@ public class QemaTests
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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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Qema.Batch(source.AsSpan(), output.AsSpan(), 100);
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@@ -412,7 +414,10 @@ public class QemaTests
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// Verify against a fresh QEMA fed with same data
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var verifyQema = new Qema(5);
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foreach (var val in history) verifyQema.Update(new TValue(DateTime.UtcNow, val));
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foreach (var val in history)
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{
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verifyQema.Update(new TValue(DateTime.UtcNow, val));
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}
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Assert.Equal(verifyQema.Last.Value, qema.Last.Value, 1e-10);
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Assert.Equal(verifyQema.IsHot, qema.IsHot);
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@@ -432,7 +437,10 @@ public class QemaTests
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qema.Prime(history);
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var verifyQema = new Qema(5);
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foreach (var val in history) verifyQema.Update(new TValue(DateTime.UtcNow, val));
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foreach (var val in history)
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{
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verifyQema.Update(new TValue(DateTime.UtcNow, val));
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}
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Assert.Equal(verifyQema.Last.Value, qema.Last.Value, 1e-10);
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}
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@@ -127,7 +127,10 @@ public sealed class Qema : AbstractBase
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/// <param name="step">Optional time step (not used)</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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_state1 = EmaState.New();
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@@ -163,9 +166,13 @@ public sealed class Qema : 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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double e1 = ComputeEma(val, _alpha1, _decay1, ref s1);
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double e2 = ComputeEma(e1, _alpha2, _decay2, ref s2);
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@@ -200,7 +207,11 @@ public sealed class Qema : AbstractBase
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private static double GetCompensated(EmaState s)
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{
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if (s.IsCompensated) return s.Ema;
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if (s.IsCompensated)
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{
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return s.Ema;
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}
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return s.Ema / (1.0 - s.E);
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}
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@@ -226,9 +237,13 @@ public sealed class Qema : AbstractBase
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double val = input.Value;
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if (double.IsFinite(val))
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{
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_lastValidValue = val;
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}
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else
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{
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val = _lastValidValue;
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}
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// Cascaded EMAs
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double e1 = ComputeEma(val, _alpha1, _decay1, ref _state1);
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@@ -247,7 +262,10 @@ public sealed class Qema : 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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List<long> t = new(len);
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@@ -273,9 +291,13 @@ public sealed class Qema : AbstractBase
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{
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double val = sourceValues[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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double e1 = ComputeEma(val, _alpha1, _decay1, ref s1);
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double e2 = ComputeEma(e1, _alpha2, _decay2, ref s2);
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@@ -314,7 +336,9 @@ public sealed class Qema : AbstractBase
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state.E *= decay;
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if (!state.IsHot && state.E <= COVERAGE_THRESHOLD)
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{
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state.IsHot = true;
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}
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if (state.E <= COMPENSATOR_THRESHOLD)
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{
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@@ -402,10 +426,16 @@ public sealed class Qema : AbstractBase
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
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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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ArgumentOutOfRangeException.ThrowIfNegativeOrZero(period);
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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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double alpha1 = Clamp01(2.0 / (period + 1));
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double r = Math.Pow(1.0 / alpha1, 0.25);
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@@ -446,9 +476,13 @@ public sealed class Qema : 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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// EMA1
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ema1_val = Math.FusedMultiplyAdd(ema1_val, decay1, alpha1 * val);
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