Commit Graph

5 Commits

Author SHA1 Message Date
Miha Kralj 3734a1c5f6 feat: Introduce ITValuePublisher interface and refactor indicators for event-driven value updates. 2025-12-07 14:36:22 -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
Miha Kralj acac3e610c updates from mac 2025-11-28 13:35:16 -08:00
Miha Kralj 33ffd3a37a first iteration 2025-11-25 20:40:46 -08:00
Miha Kralj df74feaba1 prep 2024-11-10 11:09:18 -08:00