Commit Graph
2 Commits
Author SHA1 Message Date
Miha Kralj 2d28b8f62a Add Span API for SMA, EMA, and WMA with zero-allocation performance improvements
- Implemented zero-allocation methods for SMA, EMA, and WMA calculations using ReadOnlySpan and Span.
- Added unit tests for Span API to validate input, match TSeries calculations, handle NaN values, and ensure zero allocation.
- Enhanced documentation to include usage examples for the new Span API.
- Introduced performance benchmarks comparing the new Span API against existing TSeries implementations and other libraries.
2025-11-29 20:48:01 -08:00
Miha Kralj 5c1fb18520 Implement Weighted Moving Average (WMA) and Multi-Period WMA (WmaVector) classes with O(1) update complexity
- Added Wma class for calculating the Weighted Moving Average with detailed documentation and optimized performance using dual running sums.
- Introduced WmaVector class to handle multiple WMAs simultaneously, supporting batch calculations and real-time updates.
- Implemented last-value substitution for handling invalid inputs (NaN/Infinity) in both classes.
- Created comprehensive unit tests for Wma and WmaVector to ensure accuracy and reliability of calculations.
- Updated documentation to include usage examples, mathematical foundations, and performance characteristics.
2025-11-29 19:31:50 -08:00