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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/t3/T3.cs
+33 -4
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@@ -61,11 +61,19 @@ public sealed class T3 : AbstractBase
public T3(int period, double vfactor = 0.7)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (!double.IsFinite(vfactor))
{
throw new ArgumentOutOfRangeException(nameof(vfactor), "Volume factor must be a finite number (not NaN or Infinity)");
}
if (vfactor <= 0 || vfactor > 1)
{
throw new ArgumentOutOfRangeException(nameof(vfactor), "Volume factor must be greater than 0 and typically <= 1");
}
double alpha = 2.0 / (period + 1);
double decay = 1.0 - alpha;
@@ -136,7 +144,10 @@ public sealed class T3 : AbstractBase
/// <param name="source">Historical data</param>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
if (source.Length == 0) return;
if (source.Length == 0)
{
return;
}
// Reset state
_state = State.New();
@@ -188,7 +199,7 @@ public sealed class T3 : AbstractBase
// So the state corresponds to "after processing source".
// To get the output value corresponding to the last input, we can calculate it from the state.
// But T3 formula uses the *updated* EMAs.
// T3 = c1*e6 + c2*e5 + c3*e4 + c4*e3
// T3 = c1*e6 + c2*e5 + c3*e4 + c4*e3
// The state has the updated EMAs.
double result = Math.FusedMultiplyAdd(_params.C4, _state.E3,
Math.FusedMultiplyAdd(_params.C3, _state.E4,
@@ -235,7 +246,10 @@ public sealed class T3 : AbstractBase
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
if (source.Count == 0)
{
return [];
}
int len = source.Count;
var t = new List<long>(len);
@@ -298,9 +312,13 @@ public sealed class T3 : AbstractBase
{
double val = source[i];
if (double.IsFinite(val))
{
lastValidValue = val;
}
else
{
val = lastValidValue;
}
output[i] = Compute(val, p, ref state);
}
@@ -322,13 +340,24 @@ public sealed class T3 : AbstractBase
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period, double vfactor = 0.7)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length", nameof(output));
}
if (!double.IsFinite(vfactor))
{
throw new ArgumentOutOfRangeException(nameof(vfactor), "Volume factor must be a finite number (not NaN or Infinity)");
}
if (vfactor <= 0 || vfactor > 1)
{
throw new ArgumentOutOfRangeException(nameof(vfactor), "Volume factor must be greater than 0 and typically <= 1");
}
double alpha = 2.0 / (period + 1);
double decay = 1.0 - alpha;
@@ -370,4 +399,4 @@ public sealed class T3 : AbstractBase
}
base.Dispose(disposing);
}
}
}