Commit Graph
2 Commits
Author SHA1 Message Date
Miha Kralj 967096d4f5 Refactor and optimize various components of QuanTAlib
- Removed WmaVector class to streamline weighted moving average calculations.
- Simplified RingBuffer implementation by removing unnecessary comments and improving clarity.
- Enhanced SIMD extensions for better performance and readability.
- Updated TBar and TBarSeries classes to improve property calculations and reduce overhead.
- Cleaned up TValue struct by removing redundant comments.
- Added comprehensive unit tests for IndicatorExtensions and TrimaIndicator to ensure functionality and correctness.
2025-12-04 13:49:05 -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