dev branch

2026-08-25 22:08:05 +00:00 · 2024-09-23 08:34:47 -07:00
parent edb95b17d4
commit e9b58e5d48
25 changed files with 3412 additions and 1 deletions
@@ -0,0 +1,85 @@
+using System;
+
+namespace QuanTAlib;
+
+public class Kama : AbstractBase
+{
+    private readonly int _period;
+    private readonly double _scFast, _scSlow;
+    private CircularBuffer? _buffer;
+    private double _lastKama, _p_lastKama;
+
+    public Kama(int period, int fast = 2, int slow = 30)
+    {
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+        }
+        _period = period;
+        _scFast = 2.0 / (((period < fast) ? period : fast) + 1);
+        _scSlow = 2.0 / (slow + 1);
+        WarmupPeriod = period;
+        Name = $"Kama({_period}, {fast}, {slow})";
+        Init();
+    }
+
+    public Kama(object source, int period, int fast = 2, int slow = 30) : this(period, fast, slow)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _buffer = new CircularBuffer(_period + 1);
+        _lastKama = 0;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _lastValidValue = Input.Value;
+            _index++;
+            _p_lastKama = _lastKama;
+        }
+        else
+        {
+            _lastKama = _p_lastKama;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        _buffer!.Add(Input.Value, Input.IsNew);
+
+        double kama;
+        if (_index <= _period)
+        {
+            kama = Input.Value;
+        }
+        else
+        {
+            double change = Math.Abs(_buffer[^1] - _buffer[0]);
+            double volatility = 0;
+            for (int i = 1; i < _buffer.Count; i++)
+            {
+                volatility += Math.Abs(_buffer[i] - _buffer[i - 1]);
+            }
+
+            double er = volatility != 0 ? change / volatility : 0;
+            double sc = (er * (_scFast - _scSlow)) + _scSlow;
+            sc *= sc; // Square the smoothing constant
+
+            kama = _lastKama + (sc * (Input.Value - _lastKama));
+        }
+
+        _lastKama = kama;
+        IsHot = _index >= WarmupPeriod;
+
+        return kama;
+    }
+}