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2 Commits
Author SHA1 Message Date
Miha Kralj 4a0435c217 Refactor EMA, SMA, and WMA indicators to improve warmup tracking and coverage calculations; enhance tests for IsHot behavior and period dependency; update project files for better structure and maintainability. 2025-12-03 13:49:45 -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