Add Span API for SMA, EMA, and WMA with zero-allocation performance improvements

- Implemented zero-allocation methods for SMA, EMA, and WMA calculations using ReadOnlySpan and Span.
- Added unit tests for Span API to validate input, match TSeries calculations, handle NaN values, and ensure zero allocation.
- Enhanced documentation to include usage examples for the new Span API.
- Introduced performance benchmarks comparing the new Span API against existing TSeries implementations and other libraries.
This commit is contained in:
Miha Kralj
2025-11-29 20:48:01 -08:00
parent 5c1fb18520
commit 2d28b8f62a
12 changed files with 936 additions and 3 deletions
+41
View File
@@ -204,6 +204,47 @@ public sealed class Sma
return sma.Update(source);
}
/// <summary>
/// Calculates SMA in-place, writing results to pre-allocated output span.
/// Zero-allocation method for maximum performance.
/// </summary>
/// <param name="source">Input values</param>
/// <param name="output">Output span (must be same length as source)</param>
/// <param name="period">SMA period (must be > 0)</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (source.Length != output.Length)
throw new ArgumentException("Source and output must have the same length");
if (period <= 0)
throw new ArgumentException("Period must be greater than 0", nameof(period));
int len = source.Length;
double sum = 0;
double lastValid = 0;
for (int i = 0; i < len; i++)
{
double val = source[i];
if (!double.IsFinite(val))
val = lastValid;
else
lastValid = val;
if (i >= period)
{
double oldVal = source[i - period];
if (!double.IsFinite(oldVal))
oldVal = lastValid; // Approximate - for exact behavior use instance method
sum -= oldVal;
}
sum += val;
int count = Math.Min(i + 1, period);
output[i] = sum / count;
}
}
/// <summary>
/// Resets the SMA state.
/// </summary>