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chore: repo cleanup and code quality improvements

Browse Source 
- Remove global.json (SDK pinning unnecessary)

- Remove nuget.config, move MyGet source to .csproj RestoreAdditionalProjectSources

- Gitignore ndepend/ entirely, move badges to docs/img/

- Update README.md and docs/ndepend.md badge paths

- Add NDepend project property to QuanTAlib.slnx

- Expand .editorconfig ReSharper/diagnostic suppressions

- Use ArgumentOutOfRangeException instead of ArgumentException

- Use discard _ for unused event sender parameters

- Remove quantalib.code-workspace and sonar-suppressions.json

- Add filter signature SVGs
This commit is contained in:
Miha Kralj
2026-03-03 09:22:55 -08:00
parent e1a6743bda
commit 1910fdca93
131 changed files with 216046 additions and 2027 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.editorconfig
+35
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@@ -20,12 +20,43 @@ resharper_for_can_be_converted_to_foreach_highlighting = none
resharper_unused_parameter_local_highlighting = none resharper_unused_parameter_local_highlighting = none
resharper_conditional_access_qualifier_is_non_nullable_according_to_api_contract_highlighting = none resharper_conditional_access_qualifier_is_non_nullable_according_to_api_contract_highlighting = none
resharper_redundant_lambda_parameter_type_highlighting = none resharper_redundant_lambda_parameter_type_highlighting = none
resharper_not_accessed_positional_property_local_highlighting = none
resharper_possible_loss_of_fraction_highlighting = hint
# Suppress JB InspectCode false positives / intentional patterns
resharper_unused_method_return_value_local_highlighting = none
resharper_member_initializer_value_ignored_highlighting = none
resharper_redundant_explicit_array_creation_highlighting = hint
resharper_with_expression_modifies_all_members_highlighting = hint
resharper_redundant_delegate_creation_highlighting = hint
resharper_redundant_default_member_initializer_highlighting = hint
resharper_redundant_empty_switch_section_highlighting = hint
resharper_empty_for_statement_highlighting = hint
resharper_using_statement_resource_initialization_highlighting = hint
resharper_unused_member_local_highlighting = hint
resharper_not_accessed_variable_highlighting = hint
resharper_private_field_can_be_converted_to_local_variable_highlighting = hint
resharper_collection_never_queried_local_highlighting = hint
resharper_unused_auto_property_accessor_local_highlighting = hint
resharper_unused_tuple_component_in_return_value_highlighting = hint
resharper_convert_type_check_to_null_check_highlighting = hint
resharper_redundant_name_qualifier_highlighting = hint
resharper_redundant_suppress_nullable_warning_expression_highlighting = hint
resharper_possible_null_reference_exception_highlighting = hint
resharper_assign_null_to_not_null_attribute_highlighting = hint
resharper_default_struct_equality_is_used_global_highlighting = hint
dotnet_diagnostic.CS0628.severity = none
dotnet_diagnostic.CS8602.severity = none
dotnet_diagnostic.CS8601.severity = none
dotnet_diagnostic.CS0660.severity = none
dotnet_diagnostic.CS0661.severity = none
resharper_redundant_cast_highlighting = hint resharper_redundant_cast_highlighting = hint
resharper_redundant_assignment_highlighting = hint resharper_redundant_assignment_highlighting = hint
resharper_not_accessed_field_local_highlighting = hint resharper_not_accessed_field_local_highlighting = hint
resharper_unused_auto_property_accessor_global_highlighting = hint resharper_unused_auto_property_accessor_global_highlighting = hint
resharper_condition_is_always_true_or_false_highlighting = hint resharper_condition_is_always_true_or_false_highlighting = hint
resharper_condition_is_always_true_or_false_according_to_nullable_api_contract_highlighting = hint
resharper_access_to_modified_closure_highlighting = hint resharper_access_to_modified_closure_highlighting = hint
resharper_generic_enumerator_not_disposed_highlighting = hint resharper_generic_enumerator_not_disposed_highlighting = hint
@@ -85,6 +116,10 @@ csharp_style_var_for_built_in_types = false:silent
csharp_style_var_when_type_is_apparent = true:suggestion csharp_style_var_when_type_is_apparent = true:suggestion
csharp_style_var_elsewhere = false:silent csharp_style_var_elsewhere = false:silent
[python/src/**.cs]
resharper_enforce_if_statement_braces_highlighting = none
csharp_prefer_braces = false:silent
[ndepend/**] [ndepend/**]
dotnet_analyzer_diagnostic.severity = none dotnet_analyzer_diagnostic.severity = none
generated_code = true generated_code = true
.gitignore
+3 -4
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@@ -36,9 +36,8 @@ bld/
*.coverage *.coverage
*.coveragexml *.coveragexml
# NDepend # NDepend (entire directory — tooling + generated output)
ndepend/NDependOut/ ndepend/
ndepend/coverage/
# BenchmarkDotNet # BenchmarkDotNet
BenchmarkDotNet.Artifacts/ BenchmarkDotNet.Artifacts/
@@ -49,7 +48,7 @@ BenchmarkDotNet.Artifacts/
# Temporary files and agent workspace # Temporary files and agent workspace
temp/ temp/
temp_pandas_ta/ pandas_ta/
temp_decompile/ temp_decompile/
Invoke-WebRequest/ Invoke-WebRequest/
.temp/ .temp/
QuanTAlib.slnx
+3
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@@ -10,4 +10,7 @@
<Folder Name="/python/"> <Folder Name="/python/">
<Project Path="python/python.csproj" /> <Project Path="python/python.csproj" />
</Folder> </Folder>
<Properties Name="NDepend">
<Property Name="Project" Value="&quot;.\ndepend\quantalib.ndproj&quot;" />
</Properties>
</Solution> </Solution>
README.md
+6 -6
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@@ -8,12 +8,12 @@
[![.NET](https://img.shields.io/badge/.NET-8.0%20|%2010.0-blue?style=flat-square)](https://dotnet.microsoft.com/en-us/download/dotnet) [![.NET](https://img.shields.io/badge/.NET-8.0%20|%2010.0-blue?style=flat-square)](https://dotnet.microsoft.com/en-us/download/dotnet)
[![Indicators](https://img.shields.io/badge/%23%20Indicators-393-blue?style=flat-square)](lib/_index.md) [![Indicators](https://img.shields.io/badge/%23%20Indicators-393-blue?style=flat-square)](lib/_index.md)
[![Classes](ndepend/badges/classes.svg)](ndepend/ndependout/ndependreport.html) [![Classes](docs/img/classes.svg)](docs/ndepend.md)
[![Files](ndepend/badges/files.svg)](ndepend/ndependout/ndependreport.html) [![Files](docs/img/files.svg)](docs/ndepend.md)
[![Methods](ndepend/badges/methods.svg)](ndepend/ndependout/ndependreport.html) [![Methods](docs/img/methods.svg)](docs/ndepend.md)
[![Lines of Code](ndepend/badges/loc.svg)](ndepend/ndependout/ndependreport.html) [![Lines of Code](docs/img/loc.svg)](docs/ndepend.md)
[![Public APIs](ndepend/badges/public-api.svg)](ndepend/ndependout/ndependreport.html) [![Public APIs](docs/img/public-api.svg)](docs/ndepend.md)
[![Comments](ndepend/badges/comments.svg)](ndepend/ndependout/ndependreport.html) [![Comments](docs/img/comments.svg)](docs/ndepend.md)
Static code analysis provided by [ndepend](https://www.ndepend.com/) Static code analysis provided by [ndepend](https://www.ndepend.com/)
ndepend/badges/classes.svg → docs/img/classes.svg
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<text x='40' y='140' transform='scale(.1)' fill='#FFF' textLength='526.875'># Classes</text> <text x='40' y='140' transform='scale(.1)' fill='#FFF' textLength='526.875'># Classes</text>
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@@ -1,6 +1,6 @@
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<title>Average Cyclomatic Complexity for Methods: 2.08</title> <title>Average Cyclomatic Complexity for Methods: 2.16</title>
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docs/ndepend.md
+1 -1
View File
@@ -73,7 +73,7 @@ This script:
1. Builds the solution in Release configuration 1. Builds the solution in Release configuration
2. Runs NDepend analysis against the compiled assemblies 2. Runs NDepend analysis against the compiled assemblies
3. Generates the HTML report at `ndepend/NDependOut/NDependReport.html` 3. Generates the HTML report at `ndepend/NDependOut/NDependReport.html`
4. Updates quality gate badges in `ndepend/badges/` 4. Updates quality gate badges in `docs/img/`
**Prerequisites:** NDepend license (set `NDEPEND_LICENSE` environment variable). Without a license, the script runs but produces warnings instead of full analysis. **Prerequisites:** NDepend license (set `NDEPEND_LICENSE` environment variable). Without a license, the script runs but produces warnings instead of full analysis.
global.json
-6
View File
@@ -1,6 +0,0 @@
{
"sdk": {
"version": "10.0.103",
"allowPrerelease": false
}
}
lib/QuanTAlib.Tests.csproj
+1
View File
@@ -8,6 +8,7 @@
<IsTestProject>true</IsTestProject> <IsTestProject>true</IsTestProject>
<NoWarn>$(NoWarn);CS8892</NoWarn> <NoWarn>$(NoWarn);CS8892</NoWarn>
<EnableDefaultCompileItems>false</EnableDefaultCompileItems> <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
<RestoreAdditionalProjectSources>https://www.myget.org/F/ooplesfinance_stockindicators/api/v3/index.json</RestoreAdditionalProjectSources>
</PropertyGroup> </PropertyGroup>
<ItemGroup> <ItemGroup>
lib/channels/aberr/Aberr.cs
+16 -14
View File
@@ -96,12 +96,12 @@ public sealed class Aberr : ITValuePublisher, IDisposable
{ {
if (period <= 0) if (period <= 0)
{ {
throw new ArgumentException("Period must be greater than 0", nameof(period)); throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than 0");
} }
if (multiplier <= 0) if (multiplier <= 0)
{ {
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier)); throw new ArgumentOutOfRangeException(nameof(multiplier), "Multiplier must be greater than 0");
} }
_period = period; _period = period;
@@ -132,13 +132,13 @@ public sealed class Aberr : ITValuePublisher, IDisposable
_source.Pub += _handler; _source.Pub += _handler;
} }
private void HandleValue(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew); private void HandleValue(object? _, in TValueEventArgs e) => Update(e.Value, e.IsNew);
/// <summary> /// <summary>
/// Helper to invoke the Pub event. /// Helper to invoke the Pub event.
/// </summary> /// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
private void PubEvent(TValue value, bool isNew = true) private void PubEvent(TValue value, bool isNew)
{ {
Pub?.Invoke(this, new TValueEventArgs { Value = value, IsNew = isNew }); Pub?.Invoke(this, new TValueEventArgs { Value = value, IsNew = isNew });
} }
@@ -301,7 +301,8 @@ public sealed class Aberr : ITValuePublisher, IDisposable
} }
else else
{ {
double recalcSumSource = 0, recalcSumDeviation = 0; double recalcSumSource = 0;
double recalcSumDeviation = 0;
for (int k = 0; k < period; k++) for (int k = 0; k < period; k++)
{ {
recalcSumSource += buffers.Source[k]; recalcSumSource += buffers.Source[k];
@@ -439,11 +440,11 @@ public sealed class Aberr : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
private ref struct ScalarState private ref struct ScalarState
{ {
public double SumSource; internal double SumSource;
public double SumDeviation; internal double SumDeviation;
public double LastValidValue; internal double LastValidValue;
public int BufferIndex; internal int BufferIndex;
public int TickCount; internal int TickCount;
} }
/// <summary> /// <summary>
@@ -452,8 +453,8 @@ public sealed class Aberr : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
private readonly ref struct WorkBuffers(Span<double> source, Span<double> deviation) private readonly ref struct WorkBuffers(Span<double> source, Span<double> deviation)
{ {
public readonly Span<double> Source = source; internal readonly Span<double> Source = source;
public readonly Span<double> Deviation = deviation; internal readonly Span<double> Deviation = deviation;
} }
/// <summary> /// <summary>
@@ -510,12 +511,12 @@ public sealed class Aberr : ITValuePublisher, IDisposable
if (period <= 0) if (period <= 0)
{ {
throw new ArgumentException("Period must be greater than 0", nameof(period)); throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than 0");
} }
if (multiplier <= 0) if (multiplier <= 0)
{ {
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier)); throw new ArgumentOutOfRangeException(nameof(multiplier), "Multiplier must be greater than 0");
} }
if (len == 0) if (len == 0)
@@ -701,5 +702,6 @@ public sealed class Aberr : ITValuePublisher, IDisposable
} }
_disposed = true; _disposed = true;
} }
GC.SuppressFinalize(this);
} }
} }
lib/channels/accbands/AccBands.cs
+11 -11
View File
@@ -528,14 +528,14 @@ public sealed class AccBands : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
private ref struct ScalarState private ref struct ScalarState
{ {
public double SumAdjHigh; internal double SumAdjHigh;
public double SumAdjLow; internal double SumAdjLow;
public double SumClose; internal double SumClose;
public double LastValidHigh; internal double LastValidHigh;
public double LastValidLow; internal double LastValidLow;
public double LastValidClose; internal double LastValidClose;
public int BufferIndex; internal int BufferIndex;
public int TickCount; internal int TickCount;
} }
/// <summary> /// <summary>
@@ -544,9 +544,9 @@ public sealed class AccBands : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
private readonly ref struct WorkBuffers(Span<double> adjHigh, Span<double> adjLow, Span<double> close) private readonly ref struct WorkBuffers(Span<double> adjHigh, Span<double> adjLow, Span<double> close)
{ {
public readonly Span<double> AdjHigh = adjHigh; internal readonly Span<double> AdjHigh = adjHigh;
public readonly Span<double> AdjLow = adjLow; internal readonly Span<double> AdjLow = adjLow;
public readonly Span<double> Close = close; internal readonly Span<double> Close = close;
} }
/// <summary> /// <summary>
lib/channels/apz/Apz.cs
+9 -9
View File
@@ -439,15 +439,15 @@ public sealed class Apz : ITValuePublisher
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
private ref struct ScalarState private ref struct ScalarState
{ {
public double Ema1Price; internal double Ema1Price;
public double Ema2Price; internal double Ema2Price;
public double Ema1Range; internal double Ema1Range;
public double Ema2Range; internal double Ema2Range;
public double E; internal double E;
public double LastValidPrice; internal double LastValidPrice;
public double LastValidHigh; internal double LastValidHigh;
public double LastValidLow; internal double LastValidLow;
public bool IsHot; internal bool IsHot;
} }
/// <summary> /// <summary>
lib/channels/dchannel/Dchannel.cs
+2 -2
View File
@@ -269,8 +269,8 @@ public sealed class Dchannel : ITValuePublisher
try try
{ {
QuanTAlib.Highest.Batch(high, top.AsSpan(0, len), period); Highest.Batch(high, top.AsSpan(0, len), period);
QuanTAlib.Lowest.Batch(low, bot.AsSpan(0, len), period); Lowest.Batch(low, bot.AsSpan(0, len), period);
for (int i = 0; i < len; i++) for (int i = 0; i < len; i++)
{ {
lib/channels/decaychannel/Decaychannel.cs
+25 -25
View File
@@ -16,8 +16,8 @@ public sealed class Decaychannel : ITValuePublisher
private readonly double _decayLambda; private readonly double _decayLambda;
private readonly double[] _hBuf; private readonly double[] _hBuf;
private readonly double[] _lBuf; private readonly double[] _lBuf;
private readonly double[] _hBuf_prev; private readonly double[] _hBufPrev;
private readonly double[] _lBuf_prev; private readonly double[] _lBufPrev;
private int _count; private int _count;
private long _index; private long _index;
@@ -42,7 +42,7 @@ public sealed class Decaychannel : ITValuePublisher
long Index); long Index);
private State _state; private State _state;
private State _p_state; private State _pState;
private readonly TBarPublishedHandler _barHandler; private readonly TBarPublishedHandler _barHandler;
@@ -66,8 +66,8 @@ public sealed class Decaychannel : ITValuePublisher
_decayLambda = Math.Log(2.0) / period; _decayLambda = Math.Log(2.0) / period;
_hBuf = new double[_period]; _hBuf = new double[_period];
_lBuf = new double[_period]; _lBuf = new double[_period];
_hBuf_prev = new double[_period]; _hBufPrev = new double[_period];
_lBuf_prev = new double[_period]; _lBufPrev = new double[_period];
_count = 0; _count = 0;
_index = -1; _index = -1;
_currentMax = double.NaN; _currentMax = double.NaN;
@@ -78,7 +78,7 @@ public sealed class Decaychannel : ITValuePublisher
_minAge = 0; _minAge = 0;
_state = new State(double.NaN, double.NaN, double.NaN, double.NaN, 0, 0, double.NaN, double.NaN, 0, -1); _state = new State(double.NaN, double.NaN, double.NaN, double.NaN, 0, 0, double.NaN, double.NaN, 0, -1);
_p_state = _state; _pState = _state;
Name = $"Decaychannel({period})"; Name = $"Decaychannel({period})";
WarmupPeriod = period; WarmupPeriod = period;
@@ -135,25 +135,25 @@ public sealed class Decaychannel : ITValuePublisher
_index); _index);
// Save buffer contents // Save buffer contents
Array.Copy(_hBuf, _hBuf_prev, _period); Array.Copy(_hBuf, _hBufPrev, _period);
Array.Copy(_lBuf, _lBuf_prev, _period); Array.Copy(_lBuf, _lBufPrev, _period);
} }
private void RestoreState() private void RestoreState()
{ {
_currentMax = _p_state.CurrentMax; _currentMax = _pState.CurrentMax;
_currentMin = _p_state.CurrentMin; _currentMin = _pState.CurrentMin;
_maxAge = _p_state.MaxAge; _maxAge = _pState.MaxAge;
_minAge = _p_state.MinAge; _minAge = _pState.MinAge;
_rawMax = _p_state.RawMax; _rawMax = _pState.RawMax;
_rawMin = _p_state.RawMin; _rawMin = _pState.RawMin;
_count = _p_state.Count; _count = _pState.Count;
_index = _p_state.Index; _index = _pState.Index;
_state = _p_state; _state = _pState;
// Restore buffer contents // Restore buffer contents
Array.Copy(_hBuf_prev, _hBuf, _period); Array.Copy(_hBufPrev, _hBuf, _period);
Array.Copy(_lBuf_prev, _lBuf, _period); Array.Copy(_lBufPrev, _lBuf, _period);
} }
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -200,7 +200,7 @@ public sealed class Decaychannel : ITValuePublisher
{ {
// Save state BEFORE advancing (this is state from end of previous bar) // Save state BEFORE advancing (this is state from end of previous bar)
SaveState(); SaveState();
_p_state = _state; _pState = _state;
// Now advance to new bar // Now advance to new bar
_index++; _index++;
@@ -379,8 +379,8 @@ public sealed class Decaychannel : ITValuePublisher
{ {
Array.Clear(_hBuf); Array.Clear(_hBuf);
Array.Clear(_lBuf); Array.Clear(_lBuf);
Array.Clear(_hBuf_prev); Array.Clear(_hBufPrev);
Array.Clear(_lBuf_prev); Array.Clear(_lBufPrev);
_count = 0; _count = 0;
_index = -1; _index = -1;
_currentMax = double.NaN; _currentMax = double.NaN;
@@ -390,7 +390,7 @@ public sealed class Decaychannel : ITValuePublisher
_maxAge = 0; _maxAge = 0;
_minAge = 0; _minAge = 0;
_state = new State(double.NaN, double.NaN, double.NaN, double.NaN, 0, 0, double.NaN, double.NaN, 0, -1); _state = new State(double.NaN, double.NaN, double.NaN, double.NaN, 0, 0, double.NaN, double.NaN, 0, -1);
_p_state = _state; _pState = _state;
Last = default; Last = default;
Upper = default; Upper = default;
Lower = default; Lower = default;
@@ -436,8 +436,8 @@ public sealed class Decaychannel : ITValuePublisher
try try
{ {
QuanTAlib.Highest.Batch(high, rawMaxArr.AsSpan(0, len), period); Highest.Batch(high, rawMaxArr.AsSpan(0, len), period);
QuanTAlib.Lowest.Batch(low, rawMinArr.AsSpan(0, len), period); Lowest.Batch(low, rawMinArr.AsSpan(0, len), period);
double currentMax = double.NaN; double currentMax = double.NaN;
double currentMin = double.NaN; double currentMin = double.NaN;
lib/channels/vwapsd/Vwapsd.Quantower.cs
-12
View File
@@ -58,18 +58,6 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
base.OnInit(); base.OnInit();
} }
private void UpdateSeriesNames()
{
if (UpperSeries != null)
{
UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
}
if (LowerSeries != null)
{
LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
}
}
protected override void OnUpdate(UpdateArgs args) protected override void OnUpdate(UpdateArgs args)
{ {
var item = HistoricalData[0, SeekOriginHistory.End]; var item = HistoricalData[0, SeekOriginHistory.End];
lib/core/avgprice/Avgprice.cs
-6
View File
@@ -132,8 +132,6 @@ public sealed class Avgprice : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -201,8 +199,6 @@ public sealed class Avgprice : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -210,8 +206,6 @@ public sealed class Avgprice : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 0, 0, 0); _s = new State(0, 0, 0, 0, 0, 0);
lib/core/ha/Ha.cs
-6
View File
@@ -117,8 +117,6 @@ public sealed class Ha : AbstractBase
return result; return result;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -204,8 +202,6 @@ public sealed class Ha : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return LastBar; return LastBar;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -213,8 +209,6 @@ public sealed class Ha : AbstractBase
Update(new TValue(DateTime.UtcNow.Ticks, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow.Ticks, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = default; _s = default;
lib/core/medprice/Medprice.cs
-6
View File
@@ -130,8 +130,6 @@ public sealed class Medprice : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -197,8 +195,6 @@ public sealed class Medprice : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -206,8 +202,6 @@ public sealed class Medprice : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 0); _s = new State(0, 0, 0, 0);
lib/core/midbody/Midbody.cs
-6
View File
@@ -130,8 +130,6 @@ public sealed class Midbody : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -197,8 +195,6 @@ public sealed class Midbody : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -206,8 +202,6 @@ public sealed class Midbody : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 0); _s = new State(0, 0, 0, 0);
lib/core/midprice/Midprice.cs
-6
View File
@@ -135,8 +135,6 @@ public sealed class Midprice : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
var result = new TSeries(source.Count); var result = new TSeries(source.Count);
@@ -178,8 +176,6 @@ public sealed class Midprice : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
TimeSpan interval = step ?? TimeSpan.FromSeconds(1); TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
@@ -191,8 +187,6 @@ public sealed class Midprice : AbstractBase
time += interval; time += interval;
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_highBuffer.Clear(); _highBuffer.Clear();
lib/core/typprice/Typprice.cs
-6
View File
@@ -132,8 +132,6 @@ public sealed class Typprice : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -200,8 +198,6 @@ public sealed class Typprice : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -209,8 +205,6 @@ public sealed class Typprice : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 0, 0); _s = new State(0, 0, 0, 0, 0);
lib/core/wclprice/Wclprice.cs
-6
View File
@@ -131,8 +131,6 @@ public sealed class Wclprice : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -199,8 +197,6 @@ public sealed class Wclprice : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -208,8 +204,6 @@ public sealed class Wclprice : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 0, 0); _s = new State(0, 0, 0, 0, 0);
lib/cycles/ccyc/Ccyc.Tests.cs
-7
View File
@@ -287,13 +287,6 @@ public class CcycTests
Assert.Equal(source.Count, batchResults.Count); Assert.Equal(source.Count, batchResults.Count);
// Compare last 50 values
for (int i = source.Count - 50; i < source.Count; i++)
{
// Streaming processes all bars and streaming result is the last one
// But for exact comparison, batch results should match streaming approach
}
// The batch method creates a fresh indicator and calls Update(TSeries), // The batch method creates a fresh indicator and calls Update(TSeries),
// which processes sequentially — should match streaming exactly // which processes sequentially — should match streaming exactly
var ccyc2 = new Ccyc(); var ccyc2 = new Ccyc();
lib/dynamics/ichimoku/Ichimoku.cs
+6 -6
View File
@@ -208,8 +208,8 @@ public sealed class Ichimoku : ITValuePublisher
_p_state = _state; _p_state = _state;
Array.Fill(_highBuffer, double.NaN); Array.Fill(_highBuffer, double.NaN);
Array.Fill(_lowBuffer, double.NaN); Array.Fill(_lowBuffer, double.NaN);
Array.Copy(_highBuffer, _p_highBuffer!, _highBuffer.Length); Array.Copy(_highBuffer, _p_highBuffer, _highBuffer.Length);
Array.Copy(_lowBuffer, _p_lowBuffer!, _lowBuffer.Length); Array.Copy(_lowBuffer, _p_lowBuffer, _lowBuffer.Length);
Tenkan = default; Tenkan = default;
Kijun = default; Kijun = default;
SenkouA = default; SenkouA = default;
@@ -299,14 +299,14 @@ public sealed class Ichimoku : ITValuePublisher
if (isNew) if (isNew)
{ {
_p_state = _state; _p_state = _state;
Array.Copy(_highBuffer, _p_highBuffer!, _highBuffer.Length); Array.Copy(_highBuffer, _p_highBuffer, _highBuffer.Length);
Array.Copy(_lowBuffer, _p_lowBuffer!, _lowBuffer.Length); Array.Copy(_lowBuffer, _p_lowBuffer, _lowBuffer.Length);
} }
else else
{ {
_state = _p_state; _state = _p_state;
Array.Copy(_p_highBuffer!, _highBuffer, _highBuffer.Length); Array.Copy(_p_highBuffer, _highBuffer, _highBuffer.Length);
Array.Copy(_p_lowBuffer!, _lowBuffer, _lowBuffer.Length); Array.Copy(_p_lowBuffer, _lowBuffer, _lowBuffer.Length);
} }
var (high, low, close) = GetValidHLC(bar); var (high, low, close) = GetValidHLC(bar);
lib/dynamics/pfe/Pfe.cs
-6
View File
@@ -198,8 +198,6 @@ public sealed class Pfe : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
if (source.Count == 0) if (source.Count == 0)
@@ -225,8 +223,6 @@ public sealed class Pfe : AbstractBase
Last = new TValue(tSpan[len - 1], vSpan[len - 1]); Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -457,8 +453,6 @@ public sealed class Pfe : AbstractBase
} }
} }
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Reset() public override void Reset()
{ {
lib/dynamics/ravi/Ravi.cs
-6
View File
@@ -184,8 +184,6 @@ public sealed class Ravi : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
if (source.Count == 0) if (source.Count == 0)
@@ -211,8 +209,6 @@ public sealed class Ravi : AbstractBase
Last = new TValue(tSpan[len - 1], vSpan[len - 1]); Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -465,8 +461,6 @@ public sealed class Ravi : AbstractBase
} }
} }
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Reset() public override void Reset()
{ {
lib/dynamics/ttm_squeeze/TtmSqueeze.Validation.Tests.cs
+3 -3
View File
@@ -49,7 +49,7 @@ public class TtmSqueezeValidationTests
} }
// Momentum should be near zero since price = midline // Momentum should be near zero since price = midline
Assert.True(System.Math.Abs(squeeze.Momentum.Value) < 1.0); Assert.True(Math.Abs(squeeze.Momentum.Value) < 1.0);
} }
[Fact] [Fact]
@@ -250,7 +250,7 @@ public class TtmSqueezeValidationTests
for (int i = 0; i < 50; i++) for (int i = 0; i < 50; i++)
{ {
double price = 100 + System.Math.Sin(i * 0.2) * 10; double price = 100 + Math.Sin(i * 0.2) * 10;
double high = price + 2; double high = price + 2;
double low = price - 2; double low = price - 2;
source.Add(new TBar(baseTime + i * 60000, price, high, low, price + 0.5, 1000)); source.Add(new TBar(baseTime + i * 60000, price, high, low, price + 0.5, 1000));
@@ -306,7 +306,7 @@ public class TtmSqueezeValidationTests
Assert.True(double.IsFinite(squeeze.Momentum.Value)); Assert.True(double.IsFinite(squeeze.Momentum.Value));
// With constant price, donchian midline = price, so momentum should be near 0 // With constant price, donchian midline = price, so momentum should be near 0
Assert.True(System.Math.Abs(squeeze.Momentum.Value) < 0.01); Assert.True(Math.Abs(squeeze.Momentum.Value) < 0.01);
} }
[Fact] [Fact]
lib/dynamics/vhf/Vhf.cs
-6
View File
@@ -184,8 +184,6 @@ public sealed class Vhf : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
if (source.Count == 0) if (source.Count == 0)
@@ -211,8 +209,6 @@ public sealed class Vhf : AbstractBase
Last = new TValue(tSpan[len - 1], vSpan[len - 1]); Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -461,8 +457,6 @@ public sealed class Vhf : AbstractBase
} }
} }
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Reset() public override void Reset()
{ {
lib/errors/wrmse/Wrmse.cs
-8
View File
@@ -187,26 +187,18 @@ public sealed class Wrmse : AbstractBase
{ {
return Update(actual, predicted, DefaultWeight, isNew); return Update(actual, predicted, DefaultWeight, isNew);
} }
/// <inheritdoc/>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("WRMSE requires two inputs. Use Update(actual, predicted) or Update(actual, predicted, weight)."); throw new NotSupportedException("WRMSE requires two inputs. Use Update(actual, predicted) or Update(actual, predicted, weight).");
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
throw new NotSupportedException("WRMSE requires two inputs. Use Batch(actualSeries, predictedSeries, period) or Batch(actualSeries, predictedSeries, weightsSeries, period)."); throw new NotSupportedException("WRMSE requires two inputs. Use Batch(actualSeries, predictedSeries, period) or Batch(actualSeries, predictedSeries, weightsSeries, period).");
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("WRMSE requires two inputs."); throw new NotSupportedException("WRMSE requires two inputs.");
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_weightedErrorBuffer.Clear(); _weightedErrorBuffer.Clear();
lib/feeds/csvfeed/CsvFeed.cs
+6 -6
View File
@@ -16,12 +16,12 @@ internal readonly record struct ParsedOhlcv(long Time, double Open, double High,
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
internal ref struct OhlcvParseState internal ref struct OhlcvParseState
{ {
public long Time; internal long Time;
public double Open; internal double Open;
public double High; internal double High;
public double Low; internal double Low;
public double Close; internal double Close;
public double Volume; internal double Volume;
} }
/// <summary> /// <summary>
lib/filters/agc/agc_signature.svg
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lib/filters/alaguerre/ALaguerre.cs
-10
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@@ -117,13 +117,9 @@ public sealed class ALaguerre : AbstractBase
} }
source.Pub += Handle; source.Pub += Handle;
} }
/// <inheritdoc/>
public override bool IsHot => _s.Count >= WarmupPeriod; public override bool IsHot => _s.Count >= WarmupPeriod;
private const int StackAllocThreshold = 512; private const int StackAllocThreshold = 512;
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -203,8 +199,6 @@ public sealed class ALaguerre : AbstractBase
} }
return _lastValidValue; return _lastValidValue;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -230,8 +224,6 @@ public sealed class ALaguerre : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -571,8 +563,6 @@ public sealed class ALaguerre : AbstractBase
coeffBuf, ref cHead, ref cCount, coeffBuf, ref cHead, ref cCount,
ref state, ref lastValid); ref state, ref lastValid);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = State.New(); _s = State.New();
lib/filters/baxterking/BaxterKing.cs
-3
View File
@@ -247,9 +247,6 @@ public sealed class BaxterKing : AbstractBase
} }
} }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double SoftBandPass(double value) => value;
public static TSeries Batch(TSeries source, int pLow = 6, int pHigh = 32, int k = 12) public static TSeries Batch(TSeries source, int pLow = 6, int pHigh = 32, int k = 12)
{ {
double[] input = source.Values.ToArray(); double[] input = source.Values.ToArray();
lib/filters/butter2/Butter2.cs
+1 -1
View File
@@ -34,7 +34,7 @@ public sealed class Butter2 : AbstractBase
CalculateCoefficients(); CalculateCoefficients();
Name = $"Butter2({_period})"; Name = $"Butter2({_period})";
WarmupPeriod = 4 * period; WarmupPeriod = 4 * period;
_handler = new TValuePublishedHandler(Handle); _handler = Handle;
Init(); Init();
} }
lib/filters/butter3/Butter3.cs
+1 -1
View File
@@ -33,7 +33,7 @@ public sealed class Butter3 : AbstractBase
CalculateCoefficients(); CalculateCoefficients();
Name = $"Butter3({_period})"; Name = $"Butter3({_period})";
WarmupPeriod = 6 * period; WarmupPeriod = 6 * period;
_handler = new TValuePublishedHandler(Handle); _handler = Handle;
Init(); Init();
} }
lib/filters/cfitz/Cfitz.cs
-13
View File
@@ -232,19 +232,6 @@ public sealed class Cfitz : AbstractBase
return weightedSum; return weightedSum;
} }
/// <summary>
/// Computes the ideal band-pass weight B_j for lag j.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double IdealWeight(double wl, double wh, int j)
{
if (j == 0)
{
return (wh - wl) / Math.PI;
}
return (Math.Sin(j * wh) - Math.Sin(j * wl)) / (Math.PI * j);
}
public static TSeries Batch(TSeries source, int pLow = 6, int pHigh = 32) public static TSeries Batch(TSeries source, int pLow = 6, int pHigh = 32)
{ {
double[] input = source.Values.ToArray(); double[] input = source.Values.ToArray();
lib/filters/cheby1/Cheby1.cs
+2 -2
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@@ -65,7 +65,7 @@ public sealed class Cheby1 : AbstractBase
double wc = 2.0 * Math.PI / period; double wc = 2.0 * Math.PI / period;
double Wc = Math.Tan(wc * 0.5); double Wc = Math.Tan(wc * 0.5);
double epsilon = Math.Sqrt(Math.Pow(10.0, safeRipple * 0.1) - 1.0); double epsilon = Math.Sqrt(Math.Pow(10.0, safeRipple * 0.1) - 1.0);
double mu = System.Math.Asinh(1.0 / epsilon) * 0.5; double mu = Math.Asinh(1.0 / epsilon) * 0.5;
double sinhMu = Math.Sinh(mu); double sinhMu = Math.Sinh(mu);
double coshMu = Math.Cosh(mu); double coshMu = Math.Cosh(mu);
double sigma = -sinhMu * Wc; double sigma = -sinhMu * Wc;
@@ -226,7 +226,7 @@ public sealed class Cheby1 : AbstractBase
double wc = 2.0 * Math.PI / period; double wc = 2.0 * Math.PI / period;
double Wc = Math.Tan(wc * 0.5); double Wc = Math.Tan(wc * 0.5);
double epsilon = Math.Sqrt(Math.Pow(10.0, safeRipple * 0.1) - 1.0); double epsilon = Math.Sqrt(Math.Pow(10.0, safeRipple * 0.1) - 1.0);
double mu = System.Math.Asinh(1.0 / epsilon) * 0.5; double mu = Math.Asinh(1.0 / epsilon) * 0.5;
double sinhMu = Math.Sinh(mu); double sinhMu = Math.Sinh(mu);
double coshMu = Math.Cosh(mu); double coshMu = Math.Cosh(mu);
double sigma = -sinhMu * Wc; double sigma = -sinhMu * Wc;
lib/filters/cheby2/Cheby2.cs
+2 -2
View File
@@ -65,7 +65,7 @@ public sealed class Cheby2 : AbstractBase
double wc = 2.0 * Math.PI / period; double wc = 2.0 * Math.PI / period;
double Wc = 2.0 * Math.Tan(wc * 0.5); double Wc = 2.0 * Math.Tan(wc * 0.5);
double epsilon = 1.0 / Math.Sqrt(Math.Pow(10.0, safeAtten * 0.1) - 1.0); double epsilon = 1.0 / Math.Sqrt(Math.Pow(10.0, safeAtten * 0.1) - 1.0);
double mu = System.Math.Asinh(1.0 / epsilon) * 0.5; double mu = Math.Asinh(1.0 / epsilon) * 0.5;
double sinhMu = Math.Sinh(mu); double sinhMu = Math.Sinh(mu);
double coshMu = Math.Cosh(mu); double coshMu = Math.Cosh(mu);
double sqrt2 = Math.Sqrt(2.0); double sqrt2 = Math.Sqrt(2.0);
@@ -246,7 +246,7 @@ public sealed class Cheby2 : AbstractBase
double wc = 2.0 * Math.PI / period; double wc = 2.0 * Math.PI / period;
double Wc = 2.0 * Math.Tan(wc * 0.5); double Wc = 2.0 * Math.Tan(wc * 0.5);
double epsilon = 1.0 / Math.Sqrt(Math.Pow(10.0, safeAtten * 0.1) - 1.0); double epsilon = 1.0 / Math.Sqrt(Math.Pow(10.0, safeAtten * 0.1) - 1.0);
double mu = System.Math.Asinh(1.0 / epsilon) * 0.5; double mu = Math.Asinh(1.0 / epsilon) * 0.5;
double sinhMu = Math.Sinh(mu); double sinhMu = Math.Sinh(mu);
double coshMu = Math.Cosh(mu); double coshMu = Math.Cosh(mu);
double sqrt2 = Math.Sqrt(2.0); double sqrt2 = Math.Sqrt(2.0);
lib/filters/gauss/Gauss.cs
+40 -40
View File
@@ -278,53 +278,53 @@ public sealed class Gauss : AbstractBase
weights[i] *= invSum; weights[i] *= invSum;
} }
// Apply filter // Apply filter
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
{ {
double result = 0; double result = 0;
double wSum = 0; double wSum = 0;
// This loop logic matches the RingBuffer partial fill logic. // This loop logic matches the RingBuffer partial fill logic.
// If i < kernelSize, we don't have enough history. // If i < kernelSize, we don't have enough history.
// The available history is source[0]...source[i]. // The available history is source[0]...source[i].
// This history maps to the END of the kernel weights. // This history maps to the END of the kernel weights.
// E.g. if we have only 1 item (index i=0), it corresponds to weights[kernelSize-1]. // E.g. if we have only 1 item (index i=0), it corresponds to weights[kernelSize-1].
int count = Math.Min(i + 1, kernelSize); int count = Math.Min(i + 1, kernelSize);
for (int j = 0; j < count; j++) for (int j = 0; j < count; j++)
{ {
// Source index: i - (count - 1) + j // Source index: i - (count - 1) + j
// if j=0, source index is i - count + 1. // if j=0, source index is i - count + 1.
// if count=kernelSize, init index is i - kernelSize + 1. // if count=kernelSize, init index is i - kernelSize + 1.
// if count=1 (i=0), init index is 0. // if count=1 (i=0), init index is 0.
int srcIdx = i - (count - 1) + j; int srcIdx = i - (count - 1) + j;
double val = source[srcIdx]; double val = source[srcIdx];
if (!double.IsNaN(val)) if (!double.IsNaN(val))
{ {
// Weight index: // Weight index:
// If full buffer, we use full weights 0..kernelSize-1. // If full buffer, we use full weights 0..kernelSize-1.
// If partial, we align to end of weights. // If partial, we align to end of weights.
// j=0 (oldest available) -> weights[kernelSize - count] // j=0 (oldest available) -> weights[kernelSize - count]
int weightIdx = kernelSize - count + j; int weightIdx = kernelSize - count + j;
double w = weights[weightIdx]; double w = weights[weightIdx];
result += val * w; result += val * w;
wSum += w; wSum += w;
} }
} }
if (wSum > 0) if (wSum > 0)
{ {
output[i] = result / wSum; output[i] = result / wSum;
} }
else else
{ {
output[i] = double.NaN; output[i] = double.NaN;
} }
} }
} }
finally finally
{ {
lib/filters/gauss/gauss_signature.svg
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lib/filters/hann/Hann.cs
+1 -4
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@@ -81,14 +81,11 @@ public sealed class Hann : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
private void GenerateWeights() private void GenerateWeights()
{ {
double coefSum = 0;
double denom = Length - 1; double denom = Length - 1;
for (int i = 0; i < Length; i++) for (int i = 0; i < Length; i++)
{ {
double w = 0.5 * (1.0 - Math.Cos(2.0 * Math.PI * i / denom)); _weights[i] = 0.5 * (1.0 - Math.Cos(2.0 * Math.PI * i / denom));
_weights[i] = w;
coefSum += w;
} }
} }
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lib/filters/kalman/kalman_signature.svg
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lib/filters/laguerre/laguerre_signature.svg
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lib/filters/lms/lms_signature.svg
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lib/filters/oneeuro/oneeuro_signature.svg
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lib/filters/rls/rls_signature.svg
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lib/filters/roofing/roofing_signature.svg
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lib/filters/spbf/spbf_signature.svg
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lib/filters/ssf3/Ssf3.cs
+1 -1
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@@ -33,7 +33,7 @@ public sealed class Ssf3 : AbstractBase
CalculateCoefficients(); CalculateCoefficients();
Name = $"Ssf3({_period})"; Name = $"Ssf3({_period})";
WarmupPeriod = 6 * period; WarmupPeriod = 6 * period;
_handler = new TValuePublishedHandler(Handle); _handler = Handle;
Init(); Init();
} }
lib/filters/wavelet/wavelet_signature.svg
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lib/momentum/cci/Cci.Quantower.Tests.cs
+1 -1
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@@ -127,6 +127,6 @@ public class CciIndicatorTests
public void CciIndicator_ImplementsIWatchlistIndicator() public void CciIndicator_ImplementsIWatchlistIndicator()
{ {
var indicator = new CciIndicator(); var indicator = new CciIndicator();
Assert.True(indicator is IWatchlistIndicator); Assert.IsAssignableFrom<IWatchlistIndicator>(indicator);
} }
} }
lib/momentum/cmo/Cmo.cs
-13
View File
@@ -36,8 +36,6 @@ public sealed class Cmo : AbstractBase
private readonly TValuePublishedHandler _handler; private readonly TValuePublishedHandler _handler;
private double _prevValue; private double _prevValue;
private double _p_prevValue; private double _p_prevValue;
/// <inheritdoc/>
public override bool IsHot => _upBuffer.IsFull; public override bool IsHot => _upBuffer.IsFull;
/// <summary> /// <summary>
@@ -72,9 +70,6 @@ public sealed class Cmo : AbstractBase
{ {
source.Pub += _handler; source.Pub += _handler;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -131,8 +126,6 @@ public sealed class Cmo : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
if (source.Count == 0) if (source.Count == 0)
@@ -167,8 +160,6 @@ public sealed class Cmo : AbstractBase
{ {
Update(args.Value, args.IsNew); Update(args.Value, args.IsNew);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
foreach (var value in source) foreach (var value in source)
@@ -290,8 +281,6 @@ public sealed class Cmo : AbstractBase
TSeries results = indicator.Update(source); TSeries results = indicator.Update(source);
return (results, indicator); return (results, indicator);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_upBuffer.Clear(); _upBuffer.Clear();
@@ -300,8 +289,6 @@ public sealed class Cmo : AbstractBase
_p_prevValue = double.NaN; _p_prevValue = double.NaN;
Last = default; Last = default;
} }
/// <inheritdoc/>
protected override void Dispose(bool disposing) protected override void Dispose(bool disposing)
{ {
if (disposing) if (disposing)
lib/momentum/prs/Prs.cs
-6
View File
@@ -145,15 +145,11 @@ public sealed class Prs : AbstractBase
{ {
return Update(new TValue(DateTime.UtcNow, baseValue), new TValue(DateTime.UtcNow, compValue), isNew); return Update(new TValue(DateTime.UtcNow, baseValue), new TValue(DateTime.UtcNow, compValue), isNew);
} }
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Update(baseValue, compValue) instead.</remarks> /// <remarks>Not supported for bi-input indicator. Use Update(baseValue, compValue) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("PRS requires two inputs (base and comparison). Use Update(baseValue, compValue)."); throw new NotSupportedException("PRS requires two inputs (base and comparison). Use Update(baseValue, compValue).");
} }
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Calculate(baseSeries, compSeries, period) instead.</remarks> /// <remarks>Not supported for bi-input indicator. Use Calculate(baseSeries, compSeries, period) instead.</remarks>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -240,8 +236,6 @@ public sealed class Prs : AbstractBase
return _ema; return _ema;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("PRS requires two inputs. Use Prime(baseSource, compSource)."); throw new NotSupportedException("PRS requires two inputs. Use Prime(baseSource, compSource).");
lib/momentum/sam/Sam.cs
-1
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@@ -36,7 +36,6 @@ public sealed class Sam : AbstractBase
private readonly double _ssC3; private readonly double _ssC3;
private const double TwoPi = 2.0 * Math.PI; private const double TwoPi = 2.0 * Math.PI;
private const double HalfPi = Math.PI / 2.0;
private const double Sqrt2 = 1.4142135623730951; private const double Sqrt2 = 1.4142135623730951;
private const int MaxCyclePeriod = 50; private const int MaxCyclePeriod = 50;
private const int MinCyclePeriod = 6; private const int MinCyclePeriod = 6;
lib/oscillators/bbb/Bbb.cs
-8
View File
@@ -94,8 +94,6 @@ public sealed class Bbb : AbstractBase
/// Standard deviation multiplier. /// Standard deviation multiplier.
/// </summary> /// </summary>
public double Multiplier => _multiplier; public double Multiplier => _multiplier;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -167,8 +165,6 @@ public sealed class Bbb : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
Reset(); Reset();
@@ -304,8 +300,6 @@ public sealed class Bbb : AbstractBase
_state.SumSq += v * v; _state.SumSq += v * v;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -313,8 +307,6 @@ public sealed class Bbb : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/bbi/Bbi.cs
-8
View File
@@ -110,8 +110,6 @@ public sealed class Bbi : AbstractBase
/// <summary>True when enough bars have been processed for valid (full-window) output.</summary> /// <summary>True when enough bars have been processed for valid (full-window) output.</summary>
public override bool IsHot => _s.Index >= WarmupPeriod; public override bool IsHot => _s.Index >= WarmupPeriod;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -202,8 +200,6 @@ public sealed class Bbi : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -227,8 +223,6 @@ public sealed class Bbi : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -236,8 +230,6 @@ public sealed class Bbi : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
Array.Clear(_buf1); Array.Clear(_buf1);
lib/oscillators/cfo/Cfo.cs
-8
View File
@@ -81,8 +81,6 @@ public sealed class Cfo : AbstractBase
/// Period of the indicator. /// Period of the indicator.
/// </summary> /// </summary>
public int Period => _period; public int Period => _period;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -153,8 +151,6 @@ public sealed class Cfo : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -191,8 +187,6 @@ public sealed class Cfo : AbstractBase
_state.SumXY += i * v; _state.SumXY += i * v;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -200,8 +194,6 @@ public sealed class Cfo : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/crsi/Crsi.cs
-8
View File
@@ -118,8 +118,6 @@ public sealed class Crsi : AbstractBase
/// Percent rank lookback period. /// Percent rank lookback period.
/// </summary> /// </summary>
public int RankPeriod => _rankPeriod; public int RankPeriod => _rankPeriod;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -224,8 +222,6 @@ public sealed class Crsi : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -250,8 +246,6 @@ public sealed class Crsi : AbstractBase
Last = new TValue(tSpan[len - 1], vSpan[len - 1]); Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -259,8 +253,6 @@ public sealed class Crsi : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_priceRsi.Reset(); _priceRsi.Reset();
lib/oscillators/cti/Cti.cs
-10
View File
@@ -77,14 +77,10 @@ public sealed class Cti : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew); private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
/// <inheritdoc/>
public override bool IsHot => _buffer.IsFull; public override bool IsHot => _buffer.IsFull;
/// <summary>Period of the indicator.</summary> /// <summary>Period of the indicator.</summary>
public int Period => _period; public int Period => _period;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -151,8 +147,6 @@ public sealed class Cti : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -207,8 +201,6 @@ public sealed class Cti : AbstractBase
_s.SumXY = Math.FusedMultiplyAdd(i, v, _s.SumXY); _s.SumXY = Math.FusedMultiplyAdd(i, v, _s.SumXY);
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -216,8 +208,6 @@ public sealed class Cti : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/dem/Dem.cs
-2
View File
@@ -278,7 +278,6 @@ public sealed class Dem : ITValuePublisher
double prevHigh = double.NaN; double prevHigh = double.NaN;
double prevLow = double.NaN; double prevLow = double.NaN;
int idx = 0; int idx = 0;
int count = 0;
for (int i = 0; i < len; i++) for (int i = 0; i < len; i++)
{ {
@@ -302,7 +301,6 @@ public sealed class Dem : ITValuePublisher
deMinSum += deMin; deMinSum += deMin;
idx = (idx + 1) % period; idx = (idx + 1) % period;
count++;
prevHigh = h; prevHigh = h;
prevLow = l; prevLow = l;
lib/oscillators/dosc/Dosc.cs
-10
View File
@@ -143,11 +143,7 @@ public sealed class Dosc : AbstractBase
} }
source.Pub += Handle; source.Pub += Handle;
} }
/// <inheritdoc/>
public override bool IsHot => _s.Count >= WarmupPeriod; public override bool IsHot => _s.Count >= WarmupPeriod;
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -195,8 +191,6 @@ public sealed class Dosc : AbstractBase
} }
return s.LastValidSrc; return s.LastValidSrc;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -226,8 +220,6 @@ public sealed class Dosc : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -428,8 +420,6 @@ public sealed class Dosc : AbstractBase
TSeries results = indicator.Update(source); TSeries results = indicator.Update(source);
return (results, indicator); return (results, indicator);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = State.New(); _s = State.New();
lib/oscillators/dpo/Dpo.cs
-8
View File
@@ -78,8 +78,6 @@ public sealed class Dpo : AbstractBase
/// Displacement of the SMA lookback. /// Displacement of the SMA lookback.
/// </summary> /// </summary>
public int Displacement => _displacement; public int Displacement => _displacement;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -141,8 +139,6 @@ public sealed class Dpo : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -164,8 +160,6 @@ public sealed class Dpo : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -173,8 +167,6 @@ public sealed class Dpo : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_smaBuffer.Clear(); _smaBuffer.Clear();
lib/oscillators/dymoi/Dymoi.cs
-8
View File
@@ -143,8 +143,6 @@ public sealed class Dymoi : AbstractBase
/// <summary>Maximum allowable dynamic period.</summary> /// <summary>Maximum allowable dynamic period.</summary>
public int MaxPeriod => _maxPeriod; public int MaxPeriod => _maxPeriod;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -276,8 +274,6 @@ public sealed class Dymoi : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -302,8 +298,6 @@ public sealed class Dymoi : AbstractBase
Last = new TValue(tSpan[len - 1], vSpan[len - 1]); Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -311,8 +305,6 @@ public sealed class Dymoi : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1.0, true, double.NaN, double.NaN); _s = new State(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1.0, true, double.NaN, double.NaN);
lib/oscillators/er/Er.cs
-8
View File
@@ -73,8 +73,6 @@ public sealed class Er : AbstractBase
/// Period of the indicator. /// Period of the indicator.
/// </summary> /// </summary>
public int Period => _period; public int Period => _period;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -141,8 +139,6 @@ public sealed class Er : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -164,8 +160,6 @@ public sealed class Er : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
TimeSpan interval = step ?? TimeSpan.FromTicks(1); TimeSpan interval = step ?? TimeSpan.FromTicks(1);
@@ -175,8 +169,6 @@ public sealed class Er : AbstractBase
Update(new TValue(baseTime + (interval * i), source[i]), isNew: true); Update(new TValue(baseTime + (interval * i), source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_closeBuf.Clear(); _closeBuf.Clear();
lib/oscillators/fisher/Fisher.cs
-8
View File
@@ -90,8 +90,6 @@ public sealed class Fisher : AbstractBase
/// Current Signal line value. /// Current Signal line value.
/// </summary> /// </summary>
public double Signal => _state.Signal; public double Signal => _state.Signal;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -172,8 +170,6 @@ public sealed class Fisher : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -195,8 +191,6 @@ public sealed class Fisher : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
TimeSpan interval = step ?? TimeSpan.FromTicks(1); TimeSpan interval = step ?? TimeSpan.FromTicks(1);
@@ -206,8 +200,6 @@ public sealed class Fisher : AbstractBase
Update(new TValue(baseTime + (interval * i), source[i]), isNew: true); Update(new TValue(baseTime + (interval * i), source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/fisher04/Fisher04.cs
-8
View File
@@ -88,8 +88,6 @@ public sealed class Fisher04 : AbstractBase
/// Current Signal line value. /// Current Signal line value.
/// </summary> /// </summary>
public double Signal => _state.Signal; public double Signal => _state.Signal;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -168,8 +166,6 @@ public sealed class Fisher04 : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -191,8 +187,6 @@ public sealed class Fisher04 : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
TimeSpan interval = step ?? TimeSpan.FromTicks(1); TimeSpan interval = step ?? TimeSpan.FromTicks(1);
@@ -202,8 +196,6 @@ public sealed class Fisher04 : AbstractBase
Update(new TValue(baseTime + (interval * i), source[i]), isNew: true); Update(new TValue(baseTime + (interval * i), source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/gator/Gator.cs
-6
View File
@@ -230,8 +230,6 @@ public sealed class Gator : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
if (source.Count == 0) if (source.Count == 0)
@@ -257,8 +255,6 @@ public sealed class Gator : AbstractBase
Last = new TValue(tSpan[len - 1], vSpan[len - 1]); Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -555,8 +551,6 @@ public sealed class Gator : AbstractBase
} }
} }
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Reset() public override void Reset()
{ {
lib/oscillators/inertia/Inertia.cs
-8
View File
@@ -83,8 +83,6 @@ public sealed class Inertia : AbstractBase
/// Period of the indicator. /// Period of the indicator.
/// </summary> /// </summary>
public int Period => _period; public int Period => _period;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -155,8 +153,6 @@ public sealed class Inertia : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -193,8 +189,6 @@ public sealed class Inertia : AbstractBase
_state.SumXY += i * v; _state.SumXY += i * v;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -202,8 +196,6 @@ public sealed class Inertia : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/kri/Kri.cs
-10
View File
@@ -59,14 +59,10 @@ public sealed class Kri : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew); private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
/// <inheritdoc/>
public override bool IsHot => _buffer.IsFull; public override bool IsHot => _buffer.IsFull;
/// <summary>Period of the indicator.</summary> /// <summary>Period of the indicator.</summary>
public int Period => _period; public int Period => _period;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -120,8 +116,6 @@ public sealed class Kri : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -140,8 +134,6 @@ public sealed class Kri : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
TimeSpan interval = step ?? TimeSpan.FromTicks(1); TimeSpan interval = step ?? TimeSpan.FromTicks(1);
@@ -151,8 +143,6 @@ public sealed class Kri : AbstractBase
Update(new TValue(baseTime + (interval * i), source[i]), isNew: true); Update(new TValue(baseTime + (interval * i), source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/psl/Psl.cs
-10
View File
@@ -62,14 +62,10 @@ public sealed class Psl : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew); private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
/// <inheritdoc/>
public override bool IsHot => _buffer.IsFull; public override bool IsHot => _buffer.IsFull;
/// <summary>Period of the indicator.</summary> /// <summary>Period of the indicator.</summary>
public int Period => _period; public int Period => _period;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -126,8 +122,6 @@ public sealed class Psl : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -146,8 +140,6 @@ public sealed class Psl : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
TimeSpan interval = step ?? TimeSpan.FromTicks(1); TimeSpan interval = step ?? TimeSpan.FromTicks(1);
@@ -157,8 +149,6 @@ public sealed class Psl : AbstractBase
Update(new TValue(baseTime + (interval * i), source[i]), isNew: true); Update(new TValue(baseTime + (interval * i), source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/oscillators/reflex/Reflex.cs
-10
View File
@@ -108,11 +108,7 @@ public sealed class Reflex : AbstractBase
} }
source.Pub += Handle; source.Pub += Handle;
} }
/// <inheritdoc/>
public override bool IsHot => _s.Count >= _period; public override bool IsHot => _s.Count >= _period;
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -160,8 +156,6 @@ public sealed class Reflex : AbstractBase
} }
return s.LastValid; return s.LastValid;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -183,8 +177,6 @@ public sealed class Reflex : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -396,8 +388,6 @@ public sealed class Reflex : AbstractBase
TSeries results = indicator.Update(source); TSeries results = indicator.Update(source);
return (results, indicator); return (results, indicator);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = State.New(); _s = State.New();
lib/oscillators/reverseema/ReverseEma.cs
-10
View File
@@ -122,11 +122,7 @@ public sealed class ReverseEma : AbstractBase
} }
source.Pub += Handle; source.Pub += Handle;
} }
/// <inheritdoc/>
public override bool IsHot => _s.IsHot; public override bool IsHot => _s.IsHot;
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -185,8 +181,6 @@ public sealed class ReverseEma : AbstractBase
} }
return _lastValidValue; return _lastValidValue;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -213,8 +207,6 @@ public sealed class ReverseEma : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -415,8 +407,6 @@ public sealed class ReverseEma : AbstractBase
TSeries results = indicator.Update(source); TSeries results = indicator.Update(source);
return (results, indicator); return (results, indicator);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = State.New(); _s = State.New();
lib/oscillators/trendflex/Trendflex.cs
-10
View File
@@ -99,11 +99,7 @@ public sealed class Trendflex : AbstractBase
} }
source.Pub += Handle; source.Pub += Handle;
} }
/// <inheritdoc/>
public override bool IsHot => _s.Count >= _period; public override bool IsHot => _s.Count >= _period;
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -148,8 +144,6 @@ public sealed class Trendflex : AbstractBase
} }
return s.LastValid; return s.LastValid;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -171,8 +165,6 @@ public sealed class Trendflex : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -337,8 +329,6 @@ public sealed class Trendflex : AbstractBase
TSeries results = indicator.Update(source); TSeries results = indicator.Update(source);
return (results, indicator); return (results, indicator);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = State.New(); _s = State.New();
lib/oscillators/trix/Trix.cs
-8
View File
@@ -96,8 +96,6 @@ public sealed class Trix : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew); private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -198,8 +196,6 @@ public sealed class Trix : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -223,8 +219,6 @@ public sealed class Trix : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -232,8 +226,6 @@ public sealed class Trix : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 0, 0, 1.0, 1.0, 1.0, 0, 0, 0); _s = new State(0, 0, 0, 1.0, 1.0, 1.0, 0, 0, 0);
lib/statistics/cointegration/Cointegration.cs
-6
View File
@@ -114,15 +114,11 @@ public sealed class Cointegration : AbstractBase
{ {
return Update(new TValue(DateTime.MinValue, seriesA), new TValue(DateTime.MinValue, seriesB), isNew); return Update(new TValue(DateTime.MinValue, seriesA), new TValue(DateTime.MinValue, seriesB), isNew);
} }
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Update(seriesA, seriesB) instead.</remarks> /// <remarks>Not supported for bi-input indicator. Use Update(seriesA, seriesB) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("Cointegration requires two inputs (seriesA and seriesB). Use Update(seriesA, seriesB)."); throw new NotSupportedException("Cointegration requires two inputs (seriesA and seriesB). Use Update(seriesA, seriesB).");
} }
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesA, seriesB, period) instead.</remarks> /// <remarks>Not supported for bi-input indicator. Use Calculate(seriesA, seriesB, period) instead.</remarks>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -402,8 +398,6 @@ public sealed class Cointegration : AbstractBase
_sumDelta2 = FusedMultiplyAdd(delta, delta, _sumDelta2); _sumDelta2 = FusedMultiplyAdd(delta, delta, _sumDelta2);
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("Cointegration requires two inputs."); throw new NotSupportedException("Cointegration requires two inputs.");
lib/statistics/correlation/Correlation.cs
-6
View File
@@ -113,15 +113,11 @@ public sealed class Correlation : AbstractBase
{ {
return Update(new TValue(DateTime.MinValue, seriesX), new TValue(DateTime.MinValue, seriesY), isNew); return Update(new TValue(DateTime.MinValue, seriesX), new TValue(DateTime.MinValue, seriesY), isNew);
} }
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Update(seriesX, seriesY) instead.</remarks> /// <remarks>Not supported for bi-input indicator. Use Update(seriesX, seriesY) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("Correlation requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY)."); throw new NotSupportedException("Correlation requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY).");
} }
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesX, seriesY, period) instead.</remarks> /// <remarks>Not supported for bi-input indicator. Use Calculate(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -263,8 +259,6 @@ public sealed class Correlation : AbstractBase
_sumXY = FusedMultiplyAdd(x, y, _sumXY); _sumXY = FusedMultiplyAdd(x, y, _sumXY);
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("Correlation requires two inputs."); throw new NotSupportedException("Correlation requires two inputs.");
lib/statistics/granger/Granger.cs
-6
View File
@@ -108,15 +108,11 @@ public sealed class Granger : AbstractBase
{ {
return Update(new TValue(DateTime.UtcNow, seriesY), new TValue(DateTime.UtcNow, seriesX), isNew); return Update(new TValue(DateTime.UtcNow, seriesY), new TValue(DateTime.UtcNow, seriesX), isNew);
} }
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesY, seriesX) instead.</remarks> /// <remarks>Not supported for dual-input indicator. Use Update(seriesY, seriesX) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("Granger requires two inputs (seriesY and seriesX). Use Update(seriesY, seriesX)."); throw new NotSupportedException("Granger requires two inputs (seriesY and seriesX). Use Update(seriesY, seriesX).");
} }
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesY, seriesX, period) instead.</remarks> /// <remarks>Not supported for dual-input indicator. Use Batch(seriesY, seriesX, period) instead.</remarks>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -370,8 +366,6 @@ public sealed class Granger : AbstractBase
_sumYLagXLag = FusedMultiplyAdd(yLag, xLag, _sumYLagXLag); _sumYLagXLag = FusedMultiplyAdd(yLag, xLag, _sumYLagXLag);
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("Granger requires two inputs."); throw new NotSupportedException("Granger requires two inputs.");
lib/statistics/kendall/Kendall.cs
-6
View File
@@ -93,15 +93,11 @@ public sealed class Kendall : AbstractBase
{ {
return Update(new TValue(DateTime.UtcNow, seriesX), new TValue(DateTime.UtcNow, seriesY), isNew); return Update(new TValue(DateTime.UtcNow, seriesX), new TValue(DateTime.UtcNow, seriesY), isNew);
} }
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesX, seriesY) instead.</remarks> /// <remarks>Not supported for dual-input indicator. Use Update(seriesX, seriesY) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("Kendall requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY)."); throw new NotSupportedException("Kendall requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY).");
} }
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesX, seriesY, period) instead.</remarks> /// <remarks>Not supported for dual-input indicator. Use Batch(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -173,8 +169,6 @@ public sealed class Kendall : AbstractBase
return (concordant - discordant) / denominator; return (concordant - discordant) / denominator;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("Kendall requires two inputs."); throw new NotSupportedException("Kendall requires two inputs.");
lib/statistics/pacf/Pacf.cs
+1 -1
View File
@@ -279,7 +279,7 @@ public sealed class Pacf : AbstractBase
_sum = 0; _sum = 0;
for (int i = 0; i < _buffer.Count; i++) for (int i = 0; i < _buffer.Count; i++)
{ {
_sum += _buffer[i]; _sum += _buffer[i];
} }
} }
lib/statistics/spearman/Spearman.cs
-6
View File
@@ -98,15 +98,11 @@ public sealed class Spearman : AbstractBase
{ {
return Update(new TValue(DateTime.UtcNow, seriesX), new TValue(DateTime.UtcNow, seriesY), isNew); return Update(new TValue(DateTime.UtcNow, seriesX), new TValue(DateTime.UtcNow, seriesY), isNew);
} }
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesX, seriesY) instead.</remarks> /// <remarks>Not supported for dual-input indicator. Use Update(seriesX, seriesY) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
throw new NotSupportedException("Spearman requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY)."); throw new NotSupportedException("Spearman requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY).");
} }
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesX, seriesY, period) instead.</remarks> /// <remarks>Not supported for dual-input indicator. Use Batch(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -236,8 +232,6 @@ public sealed class Spearman : AbstractBase
ranks[i] = countSmaller + (countEqual - 1) * 0.5 + 1.0; ranks[i] = countSmaller + (countEqual - 1) * 0.5 + 1.0;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
throw new NotSupportedException("Spearman requires two inputs."); throw new NotSupportedException("Spearman requires two inputs.");
lib/trends_FIR/alma/Alma.cs
+6 -6
View File
@@ -31,7 +31,7 @@ public sealed class Alma : AbstractBase
[StructLayout(LayoutKind.Auto)] [StructLayout(LayoutKind.Auto)]
private record struct State(double LastValidValue, bool IsInitialized); private record struct State(double LastValidValue, bool IsInitialized);
private State _state; private State _state;
private State _p_state; private State _pState;
public bool IsNew => _isNew; public bool IsNew => _isNew;
public override bool IsHot => _buffer.IsFull; public override bool IsHot => _buffer.IsFull;
@@ -139,11 +139,11 @@ public sealed class Alma : AbstractBase
{ {
if (isNew) if (isNew)
{ {
_p_state = _state; _pState = _state;
} }
else else
{ {
_state = _p_state; _state = _pState;
} }
if (double.IsFinite(input.Value)) if (double.IsFinite(input.Value))
@@ -213,7 +213,7 @@ public sealed class Alma : AbstractBase
// Reset state // Reset state
_buffer.Clear(); _buffer.Clear();
_state = default; _state = default;
_p_state = default; _pState = default;
int warmupLength = Math.Min(source.Length, WarmupPeriod); int warmupLength = Math.Min(source.Length, WarmupPeriod);
int startIndex = source.Length - warmupLength; int startIndex = source.Length - warmupLength;
@@ -254,7 +254,7 @@ public sealed class Alma : AbstractBase
Update(new TValue(DateTime.MinValue, source[i]), isNew: true, publish: false); Update(new TValue(DateTime.MinValue, source[i]), isNew: true, publish: false);
} }
_p_state = _state; _pState = _state;
} }
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -449,7 +449,7 @@ public sealed class Alma : AbstractBase
{ {
_buffer.Clear(); _buffer.Clear();
_state = new State(double.NaN, IsInitialized: false); _state = new State(double.NaN, IsInitialized: false);
_p_state = _state; _pState = _state;
Last = default; Last = default;
} }
} }
lib/trends_FIR/nlma/Nlma.cs
-8
View File
@@ -90,8 +90,6 @@ public sealed class Nlma : AbstractBase
_isNew = isNew; _isNew = isNew;
return UpdateCore(input, isNew, publish: true); return UpdateCore(input, isNew, publish: true);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
if (source.Count == 0) if (source.Count == 0)
@@ -326,8 +324,6 @@ public sealed class Nlma : AbstractBase
} }
// ── Prime / Batch / Calculate ────────────────────────────────────── // ── Prime / Batch / Calculate ──────────────────────────────────────
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
foreach (var value in source) foreach (var value in source)
@@ -489,8 +485,6 @@ public sealed class Nlma : AbstractBase
} }
// ── Reset / Dispose ──────────────────────────────────────────────── // ── Reset / Dispose ────────────────────────────────────────────────
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
@@ -498,8 +492,6 @@ public sealed class Nlma : AbstractBase
_p_lastValidValue = double.NaN; _p_lastValidValue = double.NaN;
Last = default; Last = default;
} }
/// <inheritdoc/>
protected override void Dispose(bool disposing) protected override void Dispose(bool disposing)
{ {
if (!_disposed) if (!_disposed)
lib/trends_FIR/wma/Wma.Coverage.Tests.cs
+5 -4
View File
@@ -1,9 +1,10 @@
using System.Reflection; using System.Reflection;
using System.Runtime.Intrinsics.X86; using System.Runtime.Intrinsics.X86;
using Xunit.Abstractions;
namespace QuanTAlib.Tests; namespace QuanTAlib.Tests;
public class WmaCoverageTests public class WmaCoverageTests(ITestOutputHelper output)
{ {
[Fact] [Fact]
public void Cover_Scalar_Fallback_SmallData() public void Cover_Scalar_Fallback_SmallData()
@@ -41,7 +42,7 @@ public class WmaCoverageTests
source[i] = i; source[i] = i;
} }
double[] output = new double[len]; double[] result = new double[len];
// Use reflection to invoke private static CalculateSimdCore // Use reflection to invoke private static CalculateSimdCore
var method = typeof(Wma).GetMethod("CalculateSimdCore", BindingFlags.NonPublic | BindingFlags.Static); var method = typeof(Wma).GetMethod("CalculateSimdCore", BindingFlags.NonPublic | BindingFlags.Static);
@@ -73,12 +74,12 @@ public class WmaCoverageTests
// Maybe I can use `MethodInfo.CreateDelegate`? // Maybe I can use `MethodInfo.CreateDelegate`?
// Delegates can take Spans if defined correctly. // Delegates can take Spans if defined correctly.
InvokePrivateStaticMethod_WithSpans("CalculateSimdCore", source, output, period); InvokePrivateStaticMethod_WithSpans("CalculateSimdCore", source, result, period);
} }
catch (Exception ex) catch (Exception ex)
{ {
// If reflection fails, we can't cover it. // If reflection fails, we can't cover it.
Console.WriteLine($"Could not invoke AVX2 core: {ex.Message}"); output.WriteLine($"Could not invoke AVX2 core: {ex.Message}");
} }
} }
lib/trends_IIR/rema/Rema.cs
-10
View File
@@ -87,13 +87,9 @@ public sealed class Rema : AbstractBase
} }
source.Pub += Handle; source.Pub += Handle;
} }
/// <inheritdoc/>
public override bool IsHot => _state.IsHot; public override bool IsHot => _state.IsHot;
private const int StackAllocThreshold = 512; private const int StackAllocThreshold = 512;
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -162,8 +158,6 @@ public sealed class Rema : AbstractBase
} }
return _lastValidValue; return _lastValidValue;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -184,8 +178,6 @@ public sealed class Rema : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -450,8 +442,6 @@ public sealed class Rema : AbstractBase
TSeries results = rema.Update(source); TSeries results = rema.Update(source);
return (results, rema); return (results, rema);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_state = State.New(); _state = State.New();
lib/trends_IIR/rgma/Rgma.cs
-12
View File
@@ -47,8 +47,6 @@ public sealed class Rgma : AbstractBase
private const double COVERAGE_THRESHOLD = 0.05; private const double COVERAGE_THRESHOLD = 0.05;
private const int ResyncInterval = 10000; private const int ResyncInterval = 10000;
private const int StackAllocThreshold = 512; private const int StackAllocThreshold = 512;
/// <inheritdoc/>
public override bool IsHot => _state.IsHot; public override bool IsHot => _state.IsHot;
/// <summary> /// <summary>
@@ -112,8 +110,6 @@ public sealed class Rgma : AbstractBase
} }
return _lastValidValue; return _lastValidValue;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
if (source.Length == 0) if (source.Length == 0)
@@ -190,8 +186,6 @@ public sealed class Rgma : AbstractBase
} }
} }
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -234,8 +228,6 @@ public sealed class Rgma : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveOptimization)] [MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
@@ -463,8 +455,6 @@ public sealed class Rgma : AbstractBase
TSeries results = rgma.Update(source); TSeries results = rgma.Update(source);
return (results, rgma); return (results, rgma);
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_state = State.New(); _state = State.New();
@@ -475,8 +465,6 @@ public sealed class Rgma : AbstractBase
Array.Fill(_p_filters, double.NaN); Array.Fill(_p_filters, double.NaN);
Last = default; Last = default;
} }
/// <inheritdoc/>
protected override void Dispose(bool disposing) protected override void Dispose(bool disposing)
{ {
if (!_disposed) if (!_disposed)
lib/volatility/bbw/Bbw.cs
-8
View File
@@ -95,8 +95,6 @@ public sealed class Bbw : AbstractBase
/// Standard deviation multiplier. /// Standard deviation multiplier.
/// </summary> /// </summary>
public double Multiplier => _multiplier; public double Multiplier => _multiplier;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -159,8 +157,6 @@ public sealed class Bbw : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -196,8 +192,6 @@ public sealed class Bbw : AbstractBase
_state.SumSq += v * v; _state.SumSq += v * v;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -205,8 +199,6 @@ public sealed class Bbw : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/volatility/bbwn/Bbwn.cs
-8
View File
@@ -107,8 +107,6 @@ public sealed class Bbwn : AbstractBase
/// Historical lookback period for normalization. /// Historical lookback period for normalization.
/// </summary> /// </summary>
public int Lookback => _lookback; public int Lookback => _lookback;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -212,8 +210,6 @@ public sealed class Bbwn : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -249,8 +245,6 @@ public sealed class Bbwn : AbstractBase
_state.SumSq += v * v; _state.SumSq += v * v;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -258,8 +252,6 @@ public sealed class Bbwn : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/volatility/bbwp/Bbwp.cs
-8
View File
@@ -108,8 +108,6 @@ public sealed class Bbwp : AbstractBase
/// Historical lookback period for percentile calculation. /// Historical lookback period for percentile calculation.
/// </summary> /// </summary>
public int Lookback => _lookback; public int Lookback => _lookback;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -205,8 +203,6 @@ public sealed class Bbwp : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -242,8 +238,6 @@ public sealed class Bbwp : AbstractBase
_state.SumSq += v * v; _state.SumSq += v * v;
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -251,8 +245,6 @@ public sealed class Bbwp : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_buffer.Clear(); _buffer.Clear();
lib/volatility/ccv/Ccv.cs
-8
View File
@@ -100,8 +100,6 @@ public sealed class Ccv : AbstractBase
/// Smoothing method (1=SMA, 2=EMA, 3=WMA). /// Smoothing method (1=SMA, 2=EMA, 3=WMA).
/// </summary> /// </summary>
public int Method => _method; public int Method => _method;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -242,8 +240,6 @@ public sealed class Ccv : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -276,8 +272,6 @@ public sealed class Ccv : AbstractBase
_state.Sum += _returnBuffer[i]; _state.Sum += _returnBuffer[i];
} }
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -285,8 +279,6 @@ public sealed class Ccv : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_returnBuffer.Clear(); _returnBuffer.Clear();
lib/volatility/cv/Cv.cs
-8
View File
@@ -117,8 +117,6 @@ public sealed class Cv : AbstractBase
/// Beta coefficient (persistence weight). /// Beta coefficient (persistence weight).
/// </summary> /// </summary>
public double Beta => _beta; public double Beta => _beta;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -241,8 +239,6 @@ public sealed class Cv : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -265,8 +261,6 @@ public sealed class Cv : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -274,8 +268,6 @@ public sealed class Cv : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0.0, 0.0, 0.0, 0.0, double.NaN, 0.0, 0); _s = new State(0.0, 0.0, 0.0, 0.0, double.NaN, 0.0, 0);
lib/volatility/cvi/Cvi.cs
-6
View File
@@ -152,8 +152,6 @@ public sealed class Cvi : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -254,8 +252,6 @@ public sealed class Cvi : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -263,8 +259,6 @@ public sealed class Cvi : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_emaBuffer.Clear(); _emaBuffer.Clear();
lib/volatility/ewma/Ewma.cs
-8
View File
@@ -103,8 +103,6 @@ public sealed class Ewma : AbstractBase
/// Number of periods per year for annualization. /// Number of periods per year for annualization.
/// </summary> /// </summary>
public int AnnualPeriods => _annualPeriods; public int AnnualPeriods => _annualPeriods;
/// <inheritdoc/>
[MethodImpl(MethodImplOptions.AggressiveInlining)] [MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true) public override TValue Update(TValue input, bool isNew = true)
{ {
@@ -193,8 +191,6 @@ public sealed class Ewma : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -217,8 +213,6 @@ public sealed class Ewma : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -226,8 +220,6 @@ public sealed class Ewma : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0.0, 1.0, double.NaN, 0.0, 0); _s = new State(0.0, 1.0, double.NaN, 0.0, 0);
lib/volatility/gkv/Gkv.cs
-6
View File
@@ -226,8 +226,6 @@ public sealed class Gkv : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -324,8 +322,6 @@ public sealed class Gkv : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -333,8 +329,6 @@ public sealed class Gkv : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 1.0, 0, 0, 0); _s = new State(0, 1.0, 0, 0, 0);
lib/volatility/hlv/Hlv.cs
-6
View File
@@ -211,8 +211,6 @@ public sealed class Hlv : AbstractBase
return new TSeries(t, v); return new TSeries(t, v);
} }
/// <inheritdoc/>
public override TSeries Update(TSeries source) public override TSeries Update(TSeries source)
{ {
int len = source.Count; int len = source.Count;
@@ -309,8 +307,6 @@ public sealed class Hlv : AbstractBase
PubEvent(Last, isNew); PubEvent(Last, isNew);
return Last; return Last;
} }
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null) public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{ {
for (int i = 0; i < source.Length; i++) for (int i = 0; i < source.Length; i++)
@@ -318,8 +314,6 @@ public sealed class Hlv : AbstractBase
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true); Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
} }
} }
/// <inheritdoc/>
public override void Reset() public override void Reset()
{ {
_s = new State(0, 1.0, 0, 0, 0); _s = new State(0, 1.0, 0, 0, 0);

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