using System; using System.Runtime.CompilerServices; namespace QuanTAlib; public class Zlema : AbstractBase { private readonly int _period; private CircularBuffer? _buffer; private readonly double _alpha; private readonly int _lag; private double _lastZLEMA, _p_lastZLEMA; public Zlema(int period) { if (period < 1) { throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period)); } _period = period; WarmupPeriod = period; _alpha = 2.0 / (_period + 1); _lag = (_period - 1) / 2; Name = $"Zlema({_period})"; Init(); } public Zlema(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public override void Init() { base.Init(); _buffer = new CircularBuffer(_period); _lastZLEMA = 0; } protected override void ManageState(bool isNew) { if (isNew) { _lastValidValue = Input.Value; _index++; _p_lastZLEMA = _lastZLEMA; } else { _lastZLEMA = _p_lastZLEMA; } } protected override double Calculation() { ManageState(Input.IsNew); _buffer!.Add(Input.Value, Input.IsNew); int lag = Math.Max(Math.Min((int)((_period - 1) * 0.5), _buffer.Count - 1), 0) + 1; double zlValue = 2 * Input.Value - _buffer[_buffer.Count - lag]; // Dynamic alpha factor for index <= period double k = (_index <= _period) ? (2.0 / (_index + 1)) : _alpha; double zlema = (zlValue - _lastZLEMA) * k + _lastZLEMA; _lastZLEMA = zlema; IsHot = _index >= WarmupPeriod; return zlema; } }