pysatl_tsp.implementations.processor.trima_handler

Module Contents

Classes

TRIMAHandler

Triangular Moving Average (TRIMA) Handler.

API

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

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

Triangular Moving Average (TRIMA) Handler.

A weighted moving average where the shape of the weights are triangular and the greatest weight is in the middle of the period. Implemented as a pipeline of two SMA calculations with half of the requested length.

TRIMA gives more weight to the middle portion of the price series and less weight to the oldest and newest data. It is slower to respond to price changes but better at filtering out market noise than a simple moving average.

Parameters:

  • length – The period for the TRIMA calculation, 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 TRIMA handler with length of 5
trima_handler = TRIMAHandler(length=5)
trima_handler.set_source(data_source)

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

# For a TRIMA with length=5, half_length=3:
# First SMA(3) requires 3 values
# Second SMA(3) of the first SMA values requires another 3 values
# So the first few values will be None, then TRIMA values follow
# The TRIMA gives more weight to the middle values in the calculation

Initialization

Initialize TRIMA handler with specified parameters.

Parameters:

  • length – The period for the TRIMA calculation, defaults to 10

  • source – Input data source, defaults to None

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

Create an iterator that yields TRIMA values.

This method implements the TRIMA calculation by creating a pipeline of two consecutive SMA calculations, each with half_length. This approach is mathematically equivalent to a weighted moving average with triangular weights.

Returns:

Iterator yielding TRIMA values

Raises:

ValueError – If no source has been set