using System.Runtime.CompilerServices;
namespace QuanTAlib;
///
/// SMA: Simple Moving Average
/// The most basic form of moving average, calculating the arithmetic mean over a
/// specified period. Each data point in the period has equal weight in the
/// calculation.
///
///
/// The SMA calculation process:
/// 1. Maintains a circular buffer of the last 'period' values
/// 2. Maintains a running sum for O(1) calculation
/// 3. Updates: sum = sum - oldest + newest
/// 4. Returns sum / count for the average
///
/// Key characteristics:
/// - Equal weight for all values in the period
/// - O(1) time complexity using running sum
/// - Simple and straightforward calculation
/// - Significant lag due to equal weighting
/// - Smooth output with good noise reduction
/// - Most basic form of trend following
///
/// Sources:
/// https://www.investopedia.com/terms/s/sma.asp
/// https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
///
[SkipLocalsInit]
public sealed class Sma : AbstractBase
{
private readonly CircularBuffer _buffer;
private double _sum, _p_sum;
private double _lastValue, _p_lastValue;
/// The number of data points used in the SMA calculation.
/// Thrown when period is less than 1.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Sma(int period)
{
ArgumentOutOfRangeException.ThrowIfLessThan(period, 1);
_buffer = new CircularBuffer(period);
Name = $"Sma({period})";
WarmupPeriod = period;
Init();
}
/// The data source object that publishes updates.
/// The number of data points used in the SMA calculation.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Sma(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
{
_index++;
_p_sum = _sum;
_p_lastValue = _lastValue;
}
else
{
_sum = _p_sum;
_lastValue = _p_lastValue;
}
}
///
/// Performs the core SMA calculation using O(1) running sum algorithm.
///
/// The calculated SMA value.
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
protected override double Calculation()
{
ManageState(Input.IsNew);
double oldValue;
if (Input.IsNew)
{
oldValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest() : 0.0;
_lastValue = Input.Value;
}
else
{
oldValue = _lastValue;
}
_sum = _sum - oldValue + Input.Value;
_buffer.Add(Input.Value, Input.IsNew);
IsHot = _index >= WarmupPeriod;
return _sum / _buffer.Count;
}
}