namespace QuanTAlib; public class Epma : AbstractBase { private readonly int _period; private readonly Convolution _convolution; public Epma(int period) { if (period < 1) { throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period)); } _period = period; _convolution = new Convolution(GenerateKernel(_period)); Name = "Epma"; WarmupPeriod = period; Init(); } public Epma(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } 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; // Adjust for partial periods during warmup if (_index < _period) { double[] partialKernel = GenerateKernel(_index); result /= partialKernel.Sum(); } IsHot = _index >= WarmupPeriod; return result; } public static double[] GenerateKernel(int period) { double[] kernel = new double[period]; double weightSum = 0; for (int i = 0; i < period; i++) { kernel[i] = (2 * period - 1) - 3 * i; weightSum += kernel[i]; } // Normalize the kernel for (int i = 0; i < period; i++) { kernel[i] /= weightSum; } return kernel; } }