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Refactor error handling and calculations in TheilU, Wmape, and TukeyBiweight classes; update buffer handling for consistency
- Updated buffer handling in TheilU and Wmape classes to ensure consistency after adding new values. - Changed the resync interval constant in TukeyBiweight for better clarity. - Refactored state structures to record structs in Gauss, Hann, Hp, Hpf, Kalman, Loess, Notch, and other filter classes for improved performance and readability. - Enhanced numerical stability in Mama class calculations using Fused Multiply-Add (FMA) for precision. - Added comprehensive tests for Atan2 validation to compare .NET's Math.Atan2 with PineScript's implementation, ensuring accuracy across various edge cases. - Updated NDepend badges to reflect changes in classes, methods, and lines of code.
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@@ -110,25 +110,22 @@ public sealed class Rsquared : AbstractBase
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{
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_state = _p_state;
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// Update actual buffer
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double removedActual = _actualBuffer.Count == _actualBuffer.Capacity ? _actualBuffer.Oldest : 0.0;
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_state.ActualSum = _state.ActualSum - removedActual + actualVal;
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// Bar correction: update buffers and recalculate sums
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_actualBuffer.UpdateNewest(actualVal);
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_state.ActualSum = _actualBuffer.RecalculateSum();
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// Calculate mean and errors
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double mean = _state.ActualSum / _actualBuffer.Count;
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double mean = _actualBuffer.RecalculateSum() / _actualBuffer.Count;
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_state.ActualSum = _actualBuffer.RecalculateSum();
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double residual = actualVal - predictedVal;
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double totalDev = actualVal - mean;
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double sqResidual = residual * residual;
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double sqTotal = totalDev * totalDev;
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// Update squared residual buffer
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_sqResidualBuffer.UpdateNewest(sqResidual);
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_state.SqResidualSum = _sqResidualBuffer.RecalculateSum();
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// Update squared total buffer
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_sqTotalBuffer.UpdateNewest(sqTotal);
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_state.SqResidualSum = _sqResidualBuffer.RecalculateSum();
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_state.SqTotalSum = _sqTotalBuffer.RecalculateSum();
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}
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