pysatl_tsp.implementations.processor.dema_handler

Module Contents

Classes

DEMAHandler

A handler that calculates the Double Exponential Moving Average (DEMA).

API

class pysatl_tsp.implementations.processor.dema_handler.DEMAHandler(length: int = 10, source: pysatl_tsp.core.Handler[Any, float | None] | None = None)

Bases: pysatl_tsp.core.Handler[float | None, float | None]

A handler that calculates the Double Exponential Moving Average (DEMA).

The Double Exponential Moving Average (DEMA) is designed to reduce the lag associated with traditional moving averages. It puts more weight on recent data by using the formula: DEMA = 2 * EMA - EMA of EMA.

This implementation automatically configures a pipeline of EMA handlers to calculate both the primary EMA and the EMA of that EMA to produce DEMA values.

Parameters:

• length – The period for EMA calculations, defaults to 10

• source – Input data source, defaults to None

Example:

# Create a data source with numeric values
data_source = SimpleDataProvider([1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0])

# Create a DEMA handler with length of 3
dema_handler = DEMAHandler(length=3)
dema_handler.set_source(data_source)

# Process the data
for value in dema_handler:
    print(value)

# The first few values will be None as the EMA needs to be established
# Then the DEMA values will be calculated using 2 * EMA - EMA of EMA

Initialization

Initialize a DEMA handler.

Parameters:

• length – The period for EMA calculations, defaults to 10

• source – Input data source, defaults to None

__iter__() → collections.abc.Iterator[float | None]

Create an iterator that yields DEMA values.

This method constructs a pipeline that: 1. Takes values from the source 2. Calculates the primary EMA 3. Calculates the EMA of the EMA 4. Combines them using the DEMA formula

Returns:

Iterator yielding DEMA values

Raises:

ValueError – If no source has been set

static _combine(ema: float | None, ema_of_ema: float | None) → float | None

Combine EMA and EMA-of-EMA to produce DEMA.

Applies the formula: DEMA = 2 * EMA - EMA of EMA. If either input is None, returns None.

Parameters:

• ema – The primary EMA value

• ema_of_ema – The EMA of the EMA value

Returns:

The calculated DEMA value or None if inputs are None