namespace QuanTAlib; //TODO fix WMA - passing Talib test public class Wma : AbstractBase { private readonly Convolution _convolution; public Wma(int period) { if (period < 1) { throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period)); } _convolution = new Convolution(GenerateWmaKernel(period)); Name = "Wma"; WarmupPeriod = period; Init(); } public Wma(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } private static double[] GenerateWmaKernel(int period) { double[] kernel = new double[period]; double weightSum = period * (period + 1) / 2.0; for (int i = 0; i < period; i++) { kernel[i] = (period - i) / weightSum; } return kernel; } private new void Init() { base.Init(); _convolution.Init(); } protected override void ManageState(bool isNew) { if (isNew) { _lastValidValue = Input.Value; _index++; } } protected override double Calculation() { ManageState(Input.IsNew); // Use Convolution for calculation TValue convolutionResult = _convolution.Calc(Input); double result = convolutionResult.Value; IsHot = _index >= WarmupPeriod; return result; } }