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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/zlema/Zlema.Validation.Tests.cs
+6
View File
@@ -74,9 +74,13 @@ public class ZlemaValidationTests
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -87,7 +91,9 @@ public class ZlemaValidationTests
buffer[head] = val;
head++;
if (head == bufferSize)
{
head = 0;
}
double lagged = buffer[head];
double signal = Math.FusedMultiplyAdd(2.0, val, -lagged);
lib/trends_IIR/zlema/Zlema.cs
+47 -5
View File
@@ -58,7 +58,9 @@ public sealed class Zlema : AbstractBase
public Zlema(double alpha)
{
if (alpha <= 0.0 || alpha > 1.0 || !double.IsFinite(alpha))
{
throw new ArgumentException("Alpha must be finite and in (0, 1].", nameof(alpha));
}
_alpha = alpha;
_beta = 1.0 - _alpha;
@@ -97,9 +99,13 @@ public sealed class Zlema : AbstractBase
double val = input.Value;
if (double.IsFinite(val))
{
_lastValidValue = val;
}
else
{
val = _lastValidValue;
}
if (double.IsNaN(val))
{
@@ -123,7 +129,10 @@ public sealed class Zlema : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
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);
@@ -146,9 +155,13 @@ public sealed class Zlema : AbstractBase
{
double val = source.Values[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -190,10 +203,16 @@ public sealed class Zlema : AbstractBase
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length.", nameof(output));
}
ArgumentOutOfRangeException.ThrowIfNegativeOrZero(period);
if (source.Length == 0) return;
if (source.Length == 0)
{
return;
}
double alpha = 2.0 / (period + 1);
Calculate(source, output, alpha, period);
@@ -202,11 +221,19 @@ public sealed class Zlema : 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 <= 0.0 || alpha > 1.0 || !double.IsFinite(alpha))
throw new ArgumentException("Alpha must be finite and in (0, 1].", nameof(alpha));
}
if (source.Length == 0) return;
if (alpha <= 0.0 || alpha > 1.0 || !double.IsFinite(alpha))
{
throw new ArgumentException("Alpha must be finite and in (0, 1].", nameof(alpha));
}
if (source.Length == 0)
{
return;
}
double period = (2.0 / alpha) - 1.0;
Calculate(source, output, alpha, period);
@@ -231,7 +258,9 @@ public sealed class Zlema : AbstractBase
state.E *= _beta;
if (!state.IsHot && state.Bars >= _lag + 1 && state.E <= CoverageThreshold)
{
state.IsHot = true;
}
if (state.E <= CompensatorThreshold)
{
@@ -246,7 +275,10 @@ public sealed class Zlema : AbstractBase
else
{
if (!state.IsHot && state.Bars >= _lag + 1)
{
state.IsHot = true;
}
result = state.ZlemaRaw;
}
@@ -257,11 +289,15 @@ public sealed class Zlema : AbstractBase
private static int EstimateWarmupPeriod(double beta)
{
if (beta <= 0.0)
{
return 1;
}
double steps = Math.Log(CoverageThreshold) / Math.Log(beta);
if (double.IsNaN(steps) || double.IsInfinity(steps) || steps <= 0.0)
{
return 1;
}
return (int)Math.Ceiling(steps);
}
@@ -317,9 +353,13 @@ public sealed class Zlema : AbstractBase
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -330,7 +370,9 @@ public sealed class Zlema : AbstractBase
buffer[head] = val;
head++;
if (head == bufferSize)
{
head = 0;
}
double lagged = buffer[head];
double signal = Math.FusedMultiplyAdd(2.0, val, -lagged);