Commit Graph
2 Commits
Author SHA1 Message Date
Miha Kralj 875998b288 Add eventing support to WMA indicator and implement unit tests for various indicators
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface.
- Created a new TODO file listing various indicators and their corresponding libraries.
- Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality.
- Implemented tests for handling new bars, ticks, and historical data updates across indicators.
- Verified that indicators correctly compute values and handle different source types.
2025-12-07 16:46:38 -08:00
Miha Kralj 3ed35322a5 Add TRIMA implementation and benchmarks; optimize WMA with SIMD
- Introduced `TrimaVector` class for multi-period Triangular Moving Average (TRIMA) calculations, optimized for SIMD.
- Implemented last-value substitution for invalid inputs in TRIMA.
- Added methods for calculating TRIMA for entire series and individual updates.
- Enhanced `Wma` class with periodic resync to prevent floating-point drift and introduced SIMD optimizations for performance.
- Updated benchmark suite to include TRIMA calculations alongside existing SMA, EMA, and WMA benchmarks.
2025-12-04 13:05:56 -08:00