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
+2 -1
View File
@@ -29,6 +29,7 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
{
private readonly double _cSquaredOver6;
private const double DefaultC = 4.685; // 95% efficiency for normal distribution
private const int BatchResyncInterval = 1000; // Local constant for static Batch method
public TukeyBiweight(int period, double c = DefaultC)
: base(period, $"TukeyBiweight({period},{c:F3})")
@@ -104,7 +105,7 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
ErrorHelpers.ComputeTukeyBiweightErrors(actual, predicted, errors, c);
// Step 2: Apply rolling mean
ErrorHelpers.ApplyRollingMean(errors, output, period, ResyncInterval);
ErrorHelpers.ApplyRollingMean(errors, output, period, BatchResyncInterval);
}
finally
{