namespace QuanTAlib; public class Gma : AbstractBase { private readonly Convolution _convolution; public Gma(int period) { if (period < 1) { throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period)); } _convolution = new Convolution(GenerateKernel(period)); Name = "Gma"; WarmupPeriod = period; Init(); } public Gma(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public static double[] GenerateKernel(int period, double sigma = 1.0) { double[] kernel = new double[period]; double weightSum = 0; int center = period / 2; for (int i = 0; i < period; i++) { double x = (i - center) / (double)center; kernel[i] = Math.Exp(-(x * x) / (2 * sigma * sigma)); weightSum += kernel[i]; } // Normalize the kernel for (int i = 0; i < period; i++) { kernel[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; } }