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This commit is contained in:
Miha Kralj
2024-11-05 05:52:54 -08:00
parent 5b333bd2ec
commit f582db2c4c
23 changed files with 85 additions and 137 deletions
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lib/averages/Kama.cs
+4 -4
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@@ -27,7 +27,7 @@ namespace QuanTAlib;
public class Kama : AbstractBase
{
private readonly int _period;
private readonly double _scFast, _scSlow;
private readonly double _scSlow;
private readonly double _scDiff; // Precalculated (_scFast - _scSlow)
private readonly CircularBuffer _buffer;
private double _lastKama, _p_lastKama;
@@ -43,7 +43,7 @@ public class Kama : AbstractBase
throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_period = period;
_scFast = 2.0 / (((period < fast) ? period : fast) + 1);
double _scFast = 2.0 / (((period < fast) ? period : fast) + 1);
_scSlow = 2.0 / (slow + 1);
_scDiff = _scFast - _scSlow;
_buffer = new CircularBuffer(_period + 1);
@@ -97,9 +97,9 @@ public class Kama : AbstractBase
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateEfficiencyRatio(double change, double volatility)
private static double CalculateEfficiencyRatio(double change, double volatility)
{
return volatility != 0 ? change / volatility : 0;
return volatility >= double.Epsilon ? change / volatility : 0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]