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Refactor code formatting and improve consistency across various test files

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- Removed unnecessary blank lines in multiple test files to enhance readability.
- Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes.
- Updated comments for clarity and consistency in the `Atr` and `Adl` classes.
- Adjusted project files for better structure and maintainability.
This commit is contained in:
Miha Kralj
2025-12-28 17:44:08 -08:00
parent ad6eebf812
commit 13d7c1215d
169 changed files with 10815 additions and 10814 deletions
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lib/statistics/variance/Variance.cs
+23 -23
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@@ -13,11 +13,11 @@ namespace QuanTAlib;
/// </summary>
/// <remarks>
/// Variance is calculated as the average of the squared differences from the Mean.
///
///
/// Formula:
/// Population Variance = Sum((x - Mean)^2) / N
/// Sample Variance = Sum((x - Mean)^2) / (N - 1)
///
///
/// This implementation uses the O(1) running sum of squares formula:
/// Variance = (SumSq - (Sum * Sum) / N) / (N - 1) (for Sample)
/// </remarks>
@@ -76,7 +76,7 @@ public sealed class Variance : AbstractBase
// Differential update
double oldNewest = _buffer.Newest;
_buffer.UpdateNewest(input.Value);
// Reconstruct SumSq from previous state is safer/cleaner than differential on current
// But we updated buffer already.
// _sumSq currently includes oldNewest^2.
@@ -93,12 +93,12 @@ public sealed class Variance : AbstractBase
// Var = (SumSq - 2*Mean*(N*Mean) + N*Mean^2) / ...
// Var = (SumSq - 2*N*Mean^2 + N*Mean^2) / ...
// Var = (SumSq - N*Mean^2) / ...
// Using Sum:
// Var = (SumSq - (Sum*Sum)/N) / ...
double numerator = _sumSq - (_buffer.Sum * _buffer.Sum) / n;
// Handle floating point noise
if (numerator < 0) numerator = 0;
@@ -221,14 +221,14 @@ public sealed class Variance : AbstractBase
int len = source.Length;
double sum = 0;
double sumSq = 0;
// We need a buffer to handle the sliding window removal
// For scalar path, we can use a simple array or stackalloc
const int StackAllocThreshold = 256;
Span<double> buffer = period <= StackAllocThreshold
? stackalloc double[period]
: new double[period];
int bufferIndex = 0;
int i = 0;
@@ -265,11 +265,11 @@ public sealed class Variance : AbstractBase
if (!double.IsFinite(val)) val = 0; // Fallback
double oldVal = buffer[bufferIndex];
sum = sum - oldVal + val;
sumSq = Math.FusedMultiplyAdd(-oldVal, oldVal, sumSq);
sumSq = Math.FusedMultiplyAdd(val, val, sumSq);
buffer[bufferIndex] = val;
bufferIndex++;
if (bufferIndex >= period) bufferIndex = 0;
@@ -300,7 +300,7 @@ public sealed class Variance : AbstractBase
double val = Unsafe.Add(ref srcRef, i);
sum += val;
sumSq = Math.FusedMultiplyAdd(val, val, sumSq);
double n = i + 1;
if (n > 1)
{
@@ -382,9 +382,9 @@ public sealed class Variance : AbstractBase
var vSumSquared = Avx512F.Multiply(vSums, vSums);
var vMeanTerm = Avx512F.Multiply(vSumSquared, vInvN);
var vNumerator = Avx512F.Subtract(vSumSqs, vMeanTerm);
vNumerator = Avx512F.Max(vZero, vNumerator);
var vResult = Avx512F.Multiply(vNumerator, vInvDenom);
Vector512.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
@@ -414,11 +414,11 @@ public sealed class Variance : AbstractBase
{
double val = Unsafe.Add(ref srcRef, i);
double oldVal = Unsafe.Add(ref srcRef, i - period);
sum = sum - oldVal + val;
sumSq = Math.FusedMultiplyAdd(-oldVal, oldVal, sumSq);
sumSq = Math.FusedMultiplyAdd(val, val, sumSq);
double numerator = sumSq - (sum * sum) * invN;
if (numerator < 0) numerator = 0;
Unsafe.Add(ref outRef, i) = numerator * invDenom;
@@ -479,9 +479,9 @@ public sealed class Variance : AbstractBase
var vSumSquared = AdvSimd.Arm64.Multiply(vSums, vSums);
var vMeanTerm = AdvSimd.Arm64.Multiply(vSumSquared, vInvN);
var vNumerator = AdvSimd.Arm64.Subtract(vSumSqs, vMeanTerm);
vNumerator = AdvSimd.Arm64.Max(vZero, vNumerator);
var vResult = AdvSimd.Arm64.Multiply(vNumerator, vInvDenom);
Vector128.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
@@ -511,11 +511,11 @@ public sealed class Variance : AbstractBase
{
double val = Unsafe.Add(ref srcRef, i);
double oldVal = Unsafe.Add(ref srcRef, i - period);
sum = sum - oldVal + val;
sumSq = Math.FusedMultiplyAdd(-oldVal, oldVal, sumSq);
sumSq = Math.FusedMultiplyAdd(val, val, sumSq);
double numerator = sumSq - (sum * sum) * invN;
if (numerator < 0) numerator = 0;
Unsafe.Add(ref outRef, i) = numerator * invDenom;
@@ -593,10 +593,10 @@ public sealed class Variance : AbstractBase
var vSumSquared = Avx.Multiply(vSums, vSums);
var vMeanTerm = Avx.Multiply(vSumSquared, vInvN);
var vNumerator = Avx.Subtract(vSumSqs, vMeanTerm);
// Max(0, numerator) to handle floating point noise
vNumerator = Avx.Max(vZero, vNumerator);
var vResult = Avx.Multiply(vNumerator, vInvDenom);
Vector256.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
@@ -628,11 +628,11 @@ public sealed class Variance : AbstractBase
{
double val = Unsafe.Add(ref srcRef, i);
double oldVal = Unsafe.Add(ref srcRef, i - period);
sum = sum - oldVal + val;
sumSq = Math.FusedMultiplyAdd(-oldVal, oldVal, sumSq);
sumSq = Math.FusedMultiplyAdd(val, val, sumSq);
double numerator = sumSq - (sum * sum) * invN;
if (numerator < 0) numerator = 0;
Unsafe.Add(ref outRef, i) = numerator * invDenom;