QuanTAlib/Calculations/_Updated/DEMA_Series.cs

namespace QuanTAlib;

using System;
using System.Linq;

/* <summary>
DEMA: Double Exponential Moving Average
    DEMA uses EMA(EMA()) to calculate smoother Exponential moving average.

Sources:
    https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/double-exponential-moving-average-dema/

Remark:
    ema1 = EMA(close, length)
    ema2 = EMA(ema1, length)
    DEMA = 2 * ema1 - ema2

</summary> */

public class DEMA_Series : TSeries {
	private double _k;
	private double _sum, _oldsum;
	private double _lastema1, _oldema1, _lastema2, _oldema2;
	private int _len;
	private readonly bool _useSMA;
	protected readonly int _period;
	protected readonly bool _NaN;
	protected readonly TSeries _data;

//core constructor
	public DEMA_Series(int period, bool useNaN, bool useSMA) : base() {
		_period = period;
		_NaN = useNaN;
		_useSMA = useSMA;
		Name = $"DEMA({period})";
		_k = 2.0 / (_period + 1);
		_len = 0;
		_sum = _oldsum = _lastema1 = _lastema2 = 0;
	}
	//generic constructors (source)

	public DEMA_Series() : this(0, false, true) {}
	public DEMA_Series(int period) : this(period, false, true) {}
	public DEMA_Series(TBars source) : this(source.Close, 0, false) {}
	public DEMA_Series(TBars source, int period) : this(source.Close, period, false) {}
	public DEMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) {}
	public DEMA_Series(TSeries source, int period) : this(source, period, false, true) {}
	public DEMA_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) {}
	public DEMA_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) {
		_data = source;
		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
		_data.Pub += Sub;
		Add(_data);
	}

// core Add() algo
	public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
		if (update) {
			_lastema1 = _oldema1;
			_lastema2 = _oldema2;
			_sum = _oldsum;
		}
		else {
			_oldema1 = _lastema1;
			_oldema2 = _lastema2;
			_oldsum = _sum;
			_len++;
		}

		if (_period == 0) {
			_k = 2.0 / (_len + 1);
		}

		double _ema1, _ema2, _dema;
		if (Count == 0) {
			_ema1 = _ema2 = _sum = TValue.v;
		}
		else if (_len <= _period && _useSMA && _period != 0) {
			_sum += TValue.v;
			_ema1 = _sum / Math.Min(_len, _period);
			_ema2 = _ema1;
		}
		else {
			_ema1 = (TValue.v - _lastema1) * _k + _lastema1;
			_ema2 = (_ema1 - _lastema2) * _k + _lastema2;
		}

		_dema = 2 * _ema1 - _ema2;

		_lastema1 = double.IsNaN(_ema1) ? _lastema1 : _ema1;
		_lastema2 = double.IsNaN(_ema2) ? _lastema2 : _ema2;

		var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _dema);
		return base.Add(res, update);
	}

//variation of Add()
	public override (DateTime t, double v) Add(TSeries data) {
		if (data == null) {
			return (DateTime.Today, double.NaN);
		}

		foreach (var item in data) {
			Add(item, false);
		}

		return _data.Last;
	}

	public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
		return Add(TValue, false);
	}

	public (DateTime t, double v) Add(bool update) {
		return Add(_data.Last, update);
	}

	public (DateTime t, double v) Add() {
		return Add(_data.Last, false);
	}

	private new void Sub(object source, TSeriesEventArgs e) {
		Add(_data.Last, e.update);
	}
	
	//reset calculation
	public override void Reset() {
		_sum = _oldsum = _lastema1 = _lastema2 = 0;
		_len = 0;
	}
}