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QuanTAlib/.vscode
Miha Kralj 5c1fb18520 Implement Weighted Moving Average (WMA) and Multi-Period WMA (WmaVector) classes with O(1) update complexity
- Added Wma class for calculating the Weighted Moving Average with detailed documentation and optimized performance using dual running sums.
- Introduced WmaVector class to handle multiple WMAs simultaneously, supporting batch calculations and real-time updates.
- Implemented last-value substitution for handling invalid inputs (NaN/Infinity) in both classes.
- Created comprehensive unit tests for Wma and WmaVector to ensure accuracy and reliability of calculations.
- Updated documentation to include usage examples, mathematical foundations, and performance characteristics.
2025-11-29 19:31:50 -08:00
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2024-10-27 09:38:53 -07:00
2025-11-28 13:35:16 -08:00
2025-11-28 13:35:16 -08:00