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.
This commit is contained in:
Miha Kralj
2026-01-24 23:07:09 -08:00
parent 744d680435
commit 2836f253c4
53 changed files with 1102 additions and 492 deletions
+6 -9
View File
@@ -110,25 +110,22 @@ public sealed class Rsquared : AbstractBase
{
_state = _p_state;
// Update actual buffer
double removedActual = _actualBuffer.Count == _actualBuffer.Capacity ? _actualBuffer.Oldest : 0.0;
_state.ActualSum = _state.ActualSum - removedActual + actualVal;
// Bar correction: update buffers and recalculate sums
_actualBuffer.UpdateNewest(actualVal);
_state.ActualSum = _actualBuffer.RecalculateSum();
// Calculate mean and errors
double mean = _state.ActualSum / _actualBuffer.Count;
double mean = _actualBuffer.RecalculateSum() / _actualBuffer.Count;
_state.ActualSum = _actualBuffer.RecalculateSum();
double residual = actualVal - predictedVal;
double totalDev = actualVal - mean;
double sqResidual = residual * residual;
double sqTotal = totalDev * totalDev;
// Update squared residual buffer
_sqResidualBuffer.UpdateNewest(sqResidual);
_state.SqResidualSum = _sqResidualBuffer.RecalculateSum();
// Update squared total buffer
_sqTotalBuffer.UpdateNewest(sqTotal);
_state.SqResidualSum = _sqResidualBuffer.RecalculateSum();
_state.SqTotalSum = _sqTotalBuffer.RecalculateSum();
}