filters update

lib/core/midpoint/Midpoint.cs

@@ -0,0 +1,168 @@
+// MIDPOINT: Rolling Midpoint - (Highest + Lowest) / 2 over lookback window
+// Uses RingBuffer directly for self-contained core dependency (no Highest/Lowest composition)
+
+using System.Buffers;
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// MIDPOINT: Rolling Midpoint
+/// Calculates the midpoint ((highest + lowest) / 2) over a specified lookback period.
+/// Uses RingBuffer directly for O(N) max/min scanning per update.
+/// </summary>
+/// <remarks>
+/// Key properties:
+/// - Returns the center of the value range within the lookback window
+/// - Useful for mean reversion, channel center, trend direction
+/// - Can be validated against TA-Lib MIDPOINT function
+/// - Self-contained: uses RingBuffer directly (no Highest/Lowest dependency)
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Midpoint : AbstractBase
+{
+    private readonly int _period;
+    private readonly RingBuffer _buffer;
+
+    [StructLayout(LayoutKind.Auto)]
+    private record struct State(double LastValid);
+    private State _s, _ps;
+
+    public override bool IsHot => _buffer.Count >= _period;
+
+    /// <summary>
+    /// Initializes a new Midpoint indicator with specified lookback period.
+    /// </summary>
+    /// <param name="period">Lookback window size (must be >= 1)</param>
+    public Midpoint(int period)
+    {
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be >= 1", nameof(period));
+        }
+
+        _period = period;
+        _buffer = new RingBuffer(period);
+        Name = $"Midpoint({period})";
+        WarmupPeriod = period;
+    }
+
+    /// <summary>
+    /// Initializes a new Midpoint indicator with source for event-based chaining.
+    /// </summary>
+    /// <param name="source">Source indicator for chaining</param>
+    /// <param name="period">Lookback window size</param>
+    public Midpoint(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += Handle;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override TValue Update(TValue input, bool isNew = true)
+    {
+        if (isNew)
+        {
+            _ps = _s;
+        }
+        else
+        {
+            _s = _ps;
+        }
+        var s = _s;
+
+        double value = double.IsFinite(input.Value) ? input.Value : s.LastValid;
+        s = new State(value);
+
+        _buffer.Add(value, isNew);
+
+        double result = (_buffer.Max() + _buffer.Min()) * 0.5;
+
+        _s = s;
+        Last = new TValue(input.Time, result);
+        PubEvent(Last, isNew);
+        return Last;
+    }
+
+    public override TSeries Update(TSeries source)
+    {
+        var result = new TSeries(source.Count);
+        ReadOnlySpan<double> values = source.Values;
+        ReadOnlySpan<long> times = source.Times;
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            var tv = Update(new TValue(new DateTime(times[i], DateTimeKind.Utc), values[i]), true);
+            result.Add(tv, true);
+        }
+        return result;
+    }
+
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
+    {
+        TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
+        DateTime time = DateTime.UtcNow - (interval * source.Length);
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            Update(new TValue(time, source[i]), true);
+            time += interval;
+        }
+    }
+
+    public static TSeries Batch(TSeries source, int period)
+    {
+        var indicator = new Midpoint(period);
+        return indicator.Update(source);
+    }
+
+    /// <summary>
+    /// Calculates rolling midpoint over a span of values.
+    /// </summary>
+    public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
+    {
+        if (source.Length == 0)
+        {
+            throw new ArgumentException("Source cannot be empty", nameof(source));
+        }
+
+        if (output.Length < source.Length)
+        {
+            throw new ArgumentException("Output length must be >= source length", nameof(output));
+        }
+
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be >= 1", nameof(period));
+        }
+
+        int len = source.Length;
+        var buf = new RingBuffer(period);
+
+        for (int i = 0; i < len; i++)
+        {
+            double fallback = i > 0 ? output[i - 1] : 0;
+            double v = double.IsFinite(source[i]) ? source[i] : fallback;
+            buf.Add(v, true);
+            output[i] = (buf.Max() + buf.Min()) * 0.5;
+        }
+    }
+
+    public static (TSeries Results, Midpoint Indicator) Calculate(TSeries source, int period)
+    {
+        var indicator = new Midpoint(period);
+        TSeries results = indicator.Update(source);
+        return (results, indicator);
+    }
+
+    public override void Reset()
+    {
+        _buffer.Clear();
+        _s = default;
+        _ps = default;
+        Last = default;
+    }
+}