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Miha Kralj
2024-10-24 18:30:59 -07:00
parent 707d81ff72
commit efc8e553db
7 changed files with 267 additions and 7 deletions
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lib/averages/Jma.cs
+4 -4
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@@ -32,7 +32,7 @@ public class Jma : AbstractBase
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 1.
/// </exception>
public Jma(int period, int phase = 0, double factor = 0.45)
public Jma(int period, int phase = 0, double factor = 0.45, int buffer = 10)
{
if (period < 1)
{
@@ -42,7 +42,7 @@ public class Jma : AbstractBase
_period = period;
_phase = Math.Clamp((phase * 0.01) + 1.5, 0.5, 2.5);
_vsumBuff = new CircularBuffer(10);
_vsumBuff = new CircularBuffer(buffer);
_avoltyBuff = new CircularBuffer(65);
_beta = factor * (_period - 1) / (factor * (_period - 1) + 2);
@@ -56,7 +56,7 @@ public class Jma : AbstractBase
/// <param name="source">The source object to subscribe to for value updates.</param>
/// <param name="period">The period over which to calculate the Jvolty.</param>
/// <param name="phase">The phase parameter for the JMA-style calculation.</param>
public Jma(object source, int period, int phase = 0) : this(period, phase)
public Jma(object source, int period, int phase = 0, double factor = 0.45, int buffer = 10) : this(period, phase, factor, buffer)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
@@ -148,7 +148,7 @@ public class Jma : AbstractBase
_prevDet0 = det0;
double ma2 = ma1 + _phase * det0;
double det1 = ((ma2 - _prevJma) * (1 - _alpha) * (1 - _alpha) ) + (_alpha * _alpha * _prevDet1);
double det1 = ((ma2 - _prevJma) * (1 - _alpha) * (1 - _alpha)) + (_alpha * _alpha * _prevDet1);
_prevDet1 = det1;
double jma = _prevJma + det1;
_prevJma = jma;