QuanTAlib/lib/averages/Wma.cs

namespace QuanTAlib;

//TODO fix WMA - passing Talib test

public class Wma : AbstractBase
{
    private readonly Convolution _convolution;

    public Wma(int period)
    {
        if (period < 1)
        {
            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
        }
        _convolution = new Convolution(GenerateWmaKernel(period));
        Name = "Wma";
        WarmupPeriod = period;
        Init();
    }

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

    private static double[] GenerateWmaKernel(int period)
    {
        double[] kernel = new double[period];
        double weightSum = period * (period + 1) / 2.0;

        for (int i = 0; i < period; i++)
        {
            kernel[i] = (period - 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;
    }
}