using System.Buffers;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
///
/// PMA: Ehlers Predictive Moving Average
///
///
/// Ehlers' linear-extrapolation filter using dual WMA cascade.
/// Cancels one WMA lag via extrapolation; Trigger line provides crossover signals.
///
/// Calculation: PMA = 2×WMA(src) − WMA(WMA(src)), Trigger = (4×WMA(src) − WMA(WMA(src))) / 3.
/// O(1) per bar via composed Wma instances.
///
/// Detailed documentation
/// Reference Pine Script implementation
[SkipLocalsInit]
public sealed class Pma : AbstractBase
{
private readonly int _period;
private readonly Wma _wma1;
private readonly Wma _wma2;
private readonly ITValuePublisher? _source;
private readonly TValuePublishedHandler? _handler;
private bool _disposed;
private int _sampleCount;
///
/// The Trigger (signal) line value: (4×WMA − WMA(WMA)) / 3.
///
public TValue Trigger { get; private set; }
public override bool IsHot => _sampleCount >= WarmupPeriod;
///
/// Creates PMA with specified period.
///
/// Window size for WMA smoothing (must be > 0, Ehlers default: 7)
public Pma(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_period = period;
_wma1 = new Wma(period);
_wma2 = new Wma(period);
Name = $"Pma({period})";
WarmupPeriod = (period * 2) - 1;
}
///
/// Creates PMA subscribed to a source publisher.
///
public Pma(ITValuePublisher source, int period) : this(period)
{
_source = source;
_handler = Handle;
source.Pub += _handler;
}
protected override void Dispose(bool disposing)
{
if (!_disposed)
{
if (disposing && _source != null && _handler != null)
{
_source.Pub -= _handler;
}
_disposed = true;
}
base.Dispose(disposing);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true)
{
if (isNew)
{
_sampleCount++;
}
TValue wma1Result = _wma1.Update(input, isNew);
TValue wma2Result = _wma2.Update(wma1Result, isNew);
double w1 = wma1Result.Value;
double w2 = wma2Result.Value;
// PMA = 2×WMA(src) − WMA(WMA(src))
double pma = Math.FusedMultiplyAdd(2.0, w1, -w2);
// Trigger = (4×WMA(src) − WMA(WMA(src))) / 3
double trigger = Math.FusedMultiplyAdd(4.0, w1, -w2) / 3.0;
Last = new TValue(input.Time, pma);
Trigger = new TValue(input.Time, trigger);
PubEvent(Last, isNew);
return Last;
}
public override TSeries Update(TSeries source)
{
if (source.Count == 0)
{
return [];
}
int len = source.Count;
var t = new List(len);
var v = new List(len);
CollectionsMarshal.SetCount(t, len);
CollectionsMarshal.SetCount(v, len);
var tSpan = CollectionsMarshal.AsSpan(t);
var vSpan = CollectionsMarshal.AsSpan(v);
source.Times.CopyTo(tSpan);
Batch(source.Values, vSpan, _period);
Reset();
int lookback = WarmupPeriod + 10;
int startIndex = Math.Max(0, len - lookback);
for (int i = startIndex; i < len; i++)
{
Update(new TValue(source.Times[i], source.Values[i]));
}
_sampleCount = len;
Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v);
}
private void Handle(object? sender, in TValueEventArgs args)
{
Update(args.Value, args.IsNew);
}
public override void Prime(ReadOnlySpan source, TimeSpan? step = null)
{
Reset();
foreach (var value in source)
{
Update(new TValue(DateTime.MinValue, value));
}
}
public static TSeries Batch(TSeries source, int period)
{
var pma = new Pma(period);
return pma.Update(source);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Batch(ReadOnlySpan source, Span output, int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length", nameof(output));
}
int len = source.Length;
if (len == 0)
{
return;
}
double[]? wma1Array = len > 1024 ? ArrayPool.Shared.Rent(len) : null;
Span wma1 = len <= 1024
? stackalloc double[len]
: wma1Array!.AsSpan(0, len);
double[]? wma2Array = len > 1024 ? ArrayPool.Shared.Rent(len) : null;
Span wma2 = len <= 1024
? stackalloc double[len]
: wma2Array!.AsSpan(0, len);
try
{
Wma.Batch(source, wma1, period);
Wma.Batch(wma1, wma2, period);
// PMA = 2×WMA1 − WMA2
for (int i = 0; i < len; i++)
{
output[i] = Math.FusedMultiplyAdd(2.0, wma1[i], -wma2[i]);
}
}
finally
{
if (wma1Array != null)
{
ArrayPool.Shared.Return(wma1Array);
}
if (wma2Array != null)
{
ArrayPool.Shared.Return(wma2Array);
}
}
}
///
/// Span-based batch returning both PMA and Trigger lines.
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Batch(ReadOnlySpan source, Span pmaOutput, Span triggerOutput, int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (source.Length != pmaOutput.Length)
{
throw new ArgumentException("Source and pmaOutput must have the same length", nameof(pmaOutput));
}
if (source.Length != triggerOutput.Length)
{
throw new ArgumentException("Source and triggerOutput must have the same length", nameof(triggerOutput));
}
int len = source.Length;
if (len == 0)
{
return;
}
double[]? wma1Array = len > 1024 ? ArrayPool.Shared.Rent(len) : null;
Span wma1 = len <= 1024
? stackalloc double[len]
: wma1Array!.AsSpan(0, len);
double[]? wma2Array = len > 1024 ? ArrayPool.Shared.Rent(len) : null;
Span wma2 = len <= 1024
? stackalloc double[len]
: wma2Array!.AsSpan(0, len);
try
{
Wma.Batch(source, wma1, period);
Wma.Batch(wma1, wma2, period);
for (int i = 0; i < len; i++)
{
double w1 = wma1[i];
double w2 = wma2[i];
pmaOutput[i] = Math.FusedMultiplyAdd(2.0, w1, -w2);
triggerOutput[i] = Math.FusedMultiplyAdd(4.0, w1, -w2) / 3.0;
}
}
finally
{
if (wma1Array != null)
{
ArrayPool.Shared.Return(wma1Array);
}
if (wma2Array != null)
{
ArrayPool.Shared.Return(wma2Array);
}
}
}
public static (TSeries Results, Pma Indicator) Calculate(TSeries source, int period)
{
var indicator = new Pma(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
public override void Reset()
{
_wma1.Reset();
_wma2.Reset();
_sampleCount = 0;
Last = default;
Trigger = default;
}
}