Files
QuanTAlib/lib/averages/Rma.cs
T
2024-10-08 10:47:21 -07:00

161 lines
3.7 KiB
C#

using System;
using System.Runtime.CompilerServices;
<<<<<<< HEAD
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));
}
=======
namespace QuanTAlib;
public class Rma : AbstractBase
{
private readonly int _period;
private readonly double _alpha;
private double _lastRMA;
private double _savedLastRMA;
public Rma(int period)
{
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)
{
_lastRMA = _savedLastRMA;
return;
}
_savedLastRMA = _lastRMA;
_lastValidValue = Input.Value;
_index++;
}
protected override double Calculation()
{
ManageState(Input.IsNew);
double rma;
if (_index == 1)
{
return Input.Value;
}
if (_index <= _period)
{
// Simple average during initial period
return (_lastRMA * (_index - 1) + Input.Value) / _index;
}
// Wilder's smoothing method
return _alpha * (Input.Value - _lastRMA) + _lastRMA;
}
_lastRMA = rma;
IsHot = _index >= WarmupPeriod;
>>>>>>> dev
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;
}
}
<<<<<<< HEAD
}
=======
}
>>>>>>> dev