feat(DMA): Add faster implementation

src/DMA/DMA.test.ts

@@ -1,5 +1,5 @@
 import twoDays from '../test/fixtures/DMA/LTC-USDT-1h-2d.json';
-import {DMA} from './DMA';
+import {DMA, FasterDMA} from './DMA';
 import {EMA, SMA} from '..';
 
 describe('DMA', () => {
@@ -56,15 +56,21 @@ describe('DMA', () => {
   describe('getResult', () => {
     it('detects uptrends', () => {
       const dma = new DMA(3, 8);
+      const fasterDMA = new FasterDMA(3, 8);
       const nineHours = twoDays.slice(0, 9);
 
       for (const oneHour of nineHours) {
         const price = oneHour.close;
         dma.update(price);
+        fasterDMA.update(parseFloat(price));
       }
 
       const {short, long} = dma.getResult();
       expect(short.gt(long)).toBeTrue();
+
+      const fasterResult = fasterDMA.getResult();
+      expect(fasterDMA.isStable).toBeTrue();
+      expect(fasterResult.short > fasterResult.long).toBeTrue();
     });
   });
 });

src/DMA/DMA.ts

@@ -1,9 +1,16 @@
 import Big, {BigSource} from 'big.js';
-import {MovingAverage, MovingAverageTypes, SMA} from '..';
 import {Indicator} from '../Indicator';
+import {FasterMovingAverage, MovingAverage} from '../MA/MovingAverage';
+import {FasterMovingAverageTypes, MovingAverageTypes} from '../MA/MovingAverageTypes';
+import {FasterSMA, SMA} from '../SMA/SMA';
 
 export type DMAResult = {long: Big; short: Big};
 
+export interface FasterDMAResult {
+  long: number;
+  short: number;
+}
+
 /**
  * Dual Moving Average (DMA)
  * Type: Trend
@@ -17,23 +24,21 @@ export type DMAResult = {long: Big; short: Big};
  * @see https://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2002/CCAM/CCAM.htm#_Toc2634228
  */
 export class DMA implements Indicator<DMAResult> {
-  public readonly long: MovingAverage;
   public readonly short: MovingAverage;
-  private received: number = 0;
+  public readonly long: MovingAverage;
 
   constructor(short: number, long: number, Indicator: MovingAverageTypes = SMA) {
     this.short = new Indicator(short);
     this.long = new Indicator(long);
   }
 
   get isStable(): boolean {
-    return this.received >= this.long.interval;
+    return this.long.isStable;
   }
 
   update(price: BigSource): void {
     this.short.update(price);
     this.long.update(price);
-    this.received += 1;
   }
 
   getResult(): DMAResult {
@@ -43,3 +48,29 @@ export class DMA implements Indicator<DMAResult> {
     };
   }
 }
+
+export class FasterDMA implements Indicator<FasterDMAResult, number> {
+  public readonly short: FasterMovingAverage;
+  public readonly long: FasterMovingAverage;
+
+  constructor(short: number, long: number, SmoothingIndicator: FasterMovingAverageTypes = FasterSMA) {
+    this.short = new SmoothingIndicator(short);
+    this.long = new SmoothingIndicator(long);
+  }
+
+  get isStable(): boolean {
+    return this.long.isStable;
+  }
+
+  update(price: number): void {
+    this.short.update(price);
+    this.long.update(price);
+  }
+
+  getResult(): FasterDMAResult {
+    return {
+      long: this.long.getResult(),
+      short: this.short.getResult(),
+    };
+  }
+}

src/start/startBenchmark.ts

@@ -25,6 +25,7 @@ import {AccelerationBands, FasterAccelerationBands} from '../ABANDS/Acceleration
 import {FasterMOM, MOM} from '../MOM/MOM';
 import {AO, FasterAO} from '../AO/AO';
 import {AC, FasterAC} from '../AC/AC';
+import {DMA, FasterDMA} from '../DMA/DMA';
 
 const interval = 20;
 const prices: number[] = candles.map(candle => parseInt(candle.close, 10));
@@ -119,6 +120,18 @@ new Benchmark.Suite('Technical Indicators')
       fasterCCI.update(candle);
     }
   })
+  .add('DMA', () => {
+    const dma = new DMA(3, 6);
+    for (const price of prices) {
+      dma.update(price);
+    }
+  })
+  .add('FasterDMA', () => {
+    const fasterDMA = new FasterDMA(3, 6);
+    for (const price of prices) {
+      fasterDMA.update(price);
+    }
+  })
   .add('DX', () => {
     const dx = new DX(interval);
     for (const candle of highLowCloses) {