QuanTAlib/lib/averages/Rma.cs

using System;
using System.Runtime.CompilerServices;

namespace QuanTAlib
{

    public class Rma : AbstractBase
    {
        private readonly int _period;
        private double _alpha;
        private double _lastRMA;
        private double _savedLastRMA;

        public Rma(int period) : base()
        {
            if (period < 1)
            {
                throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
            }
            _period = period;
            WarmupPeriod = period * 2;
            _alpha = 1.0 / _period;  // Wilder's smoothing factor
            Name = $"Rma({_period})";
            Init();
        }

        public Rma(object source, int period) : this(period)
        {
            var pubEvent = source.GetType().GetEvent("Pub");
            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
        }

        public override void Init()
        {
            base.Init();
            _lastRMA = 0;
            _savedLastRMA = 0;
        }

        protected override void ManageState(bool isNew)
        {
            if (isNew)
            {
                _savedLastRMA = _lastRMA;
                _lastValidValue = Input.Value;
                _index++;
            }
            else
            {
                _lastRMA = _savedLastRMA;
            }
        }

        protected override double Calculation()
        {
            ManageState(Input.IsNew);

            double rma;

            if (_index == 1)
            {
                rma = Input.Value;
            }
            else if (_index <= _period)
            {
                // Simple average during initial period
                rma = (_lastRMA * (_index - 1) + Input.Value) / _index;
            }
            else
            {
                // Wilder's smoothing method
                rma = _alpha * (Input.Value - _lastRMA) + _lastRMA;
            }

            _lastRMA = rma;
            IsHot = _index >= WarmupPeriod;

            return rma;
        }
    }
}