Files
QuanTAlib/lib/core/tseries/ITValuePublisher.cs
T
Miha Kralj 16a21a5b65 feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation
- 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.
2025-12-29 09:34:37 -08:00

50 lines
1.7 KiB
C#

using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
/// <summary>
/// Performance-focused event args for TValue updates.
/// Implemented as struct to avoid heap allocations in high-frequency event dispatch.
/// </summary>
[StructLayout(LayoutKind.Auto)]
public readonly struct TValueEventArgs : IEquatable<TValueEventArgs>
{
public TValue Value { get; init; }
public bool IsNew { get; init; }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public bool Equals(TValueEventArgs other) =>
Value.Equals(other.Value) && IsNew == other.IsNew;
public override bool Equals(object? obj) =>
obj is TValueEventArgs other && Equals(other);
public override int GetHashCode() =>
HashCode.Combine(Value, IsNew);
public static bool operator ==(TValueEventArgs left, TValueEventArgs right) =>
left.Equals(right);
public static bool operator !=(TValueEventArgs left, TValueEventArgs right) =>
!left.Equals(right);
}
// Performance-focused event args struct; not derived from EventArgs by design.
// We intentionally deviate from the standard EventArgs pattern here for perf.
// MA0046 suppressed: struct-based args avoid heap allocations in high-frequency events.
#pragma warning disable MA0046 // The second parameter must be of type 'System.EventArgs' or a derived type
public delegate void TValuePublishedHandler(object? sender, in TValueEventArgs args);
/// <summary>
/// Interface for objects that publish TValue updates.
/// </summary>
public interface ITValuePublisher
{
/// <summary>
/// Event triggered when a new TValue is available.
/// </summary>
event TValuePublishedHandler? Pub;
}
#pragma warning restore MA0046