mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 08:38:04 +00:00
- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision. - Added methods for batch processing and streaming updates. - Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases. - Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision. - Updated Adosc to utilize a single-pass algorithm for performance optimization. - Fixed date initialization in benchmarks to ensure UTC consistency.
52 lines
1.7 KiB
C#
52 lines
1.7 KiB
C#
using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class CmaIndicator : Indicator, IWatchlistIndicator
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{
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Cma? _cma;
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private readonly LineSeries? _series;
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private string? _sourceName;
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private Func<IHistoryItem, double>? _priceSelector;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"CMA:{_sourceName}";
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public CmaIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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Name = "CMA - Cumulative Moving Average";
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Description = "Cumulative Moving Average (Running Average)";
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_series = new(name: "CMA", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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protected override void OnInit()
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{
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_priceSelector = Source.GetPriceSelector();
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_sourceName = Source.ToString();
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_cma = new Cma();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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bool isNew = args.IsNewBar();
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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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double value = _cma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
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_series!.SetValue(value, _cma.IsHot, ShowColdValues);
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}
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} |