Use try.xts/reclass and call ema() C function

Call ema() C function to avoid 2 calls to the EMA() R function. This requires adding the try.xts() and reclass() calls to DEMA(), since they were being done by EMA(). Also add other checks for the value of 'n' and the number of columns of the input that were done in EMA(). Set 'n' to NULL if it's missing and 'ratio' is not. The C code will calculate the value of 'n' for the given 'ratio'. Fixes joshuaulrich#69.
harvey131 · Jun 23, 2018 · 25aaf31 · 25aaf31
1 parent 70bf685
commit 25aaf31
Showing 1 changed file with 15 additions and 2 deletions.
diff --git a/R/MovingAverages.R b/R/MovingAverages.R
@@ -216,12 +216,25 @@ function(x, n=10, v=1, wilder=FALSE, ratio=NULL) {
   # Double Exponential Moving Average
   # Thanks to John Gavin for the v-factor generalization
 
+  x <- try.xts(x, error=as.matrix)
+  if( n < 1 || n > NROW(x) )
+    stop(sprintf("n = %d is outside valid range: [1, %d]", n, NROW(x)))
+  if(NCOL(x) > 1) {
+    stop("ncol(x) > 1. DEMA only supports univariate 'x'")
+  }
   if(v < 0 || v > 1) {
     stop("Please ensure 0 <= v <= 1")
   }
 
-  dema <- (1 + v) * EMA(x,n,wilder,ratio) -
-    EMA(EMA(x,n,wilder,ratio),n,wilder,ratio) * v
+  if(missing(n) && !missing(ratio))
+    n <- NULL
+
+  # Call C routine
+  ma1 <- .Call("ema", x, n, ratio, isTRUE(wilder), PACKAGE = "TTR")
+  d <- .Call("ema", ma1, n, ratio, isTRUE(wilder), PACKAGE = "TTR")
+
+  dema <- (1 + v) * ma1 - d * v
+  dema <- reclass(dema, x)
 
   if(!is.null(dim(dema))) {
     colnames(dema) <- "DEMA"