using System.Runtime.CompilerServices;
namespace QuanTAlib;
///
/// PPO: Percentage Price Oscillator
/// A momentum indicator that shows the percentage difference between two moving averages
/// of different periods, helping identify price momentum and potential trend changes.
///
///
/// The PPO calculation process:
/// 1. Calculate fast EMA of closing prices
/// 2. Calculate slow EMA of closing prices
/// 3. Calculate the percentage difference between fast and slow EMAs
/// 4. Multiply by a scaling factor for better visualization
///
/// Key characteristics:
/// - Measures momentum through percentage differences
/// - Normalized for comparison across different price levels
/// - Zero line crossovers signal trend changes
/// - Similar to MACD but expressed as a percentage
///
/// Formula:
/// FastMA = EMA(Close, FastPeriod)
/// SlowMA = EMA(Close, SlowPeriod)
/// PPO = ((FastMA - SlowMA) / SlowMA) * 100
///
/// Sources:
/// Technical Analysis of Financial Markets by John J. Murphy
/// StockCharts.com Technical Indicators
///
[SkipLocalsInit]
public sealed class Ppo : AbstractBase
{
private readonly Ema _fastEma;
private readonly Ema _slowEma;
private const double ScalingFactor = 100.0;
private const int DefaultFastPeriod = 12;
private const int DefaultSlowPeriod = 26;
/// The fast EMA period (default 12).
/// The slow EMA period (default 26).
/// Thrown when either period is less than 1.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Ppo(int fastPeriod = DefaultFastPeriod, int slowPeriod = DefaultSlowPeriod)
{
if (fastPeriod < 1 || slowPeriod < 1)
throw new ArgumentOutOfRangeException(nameof(fastPeriod));
if (fastPeriod >= slowPeriod)
throw new ArgumentException("Fast period must be less than slow period");
_fastEma = new(fastPeriod);
_slowEma = new(slowPeriod);
WarmupPeriod = slowPeriod;
Name = $"PPO({fastPeriod},{slowPeriod})";
}
/// The data source object that publishes updates.
/// The fast EMA period.
/// The slow EMA period.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Ppo(object source, int fastPeriod, int slowPeriod) : this(fastPeriod, slowPeriod)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
// No state management needed for this indicator
}
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
protected override double Calculation()
{
double fastEma = _fastEma.Calc(Input.Value, Input.IsNew);
double slowEma = _slowEma.Calc(Input.Value, Input.IsNew);
if (Math.Abs(slowEma) <= double.Epsilon)
return 0.0;
return ((fastEma - slowEma) / slowEma) * ScalingFactor;
}
}