gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-07-29 10:07:43 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Simplify TSeries and Dema constructors, and streamline benchmark methods for improved readability

Browse Source
This commit is contained in:
Miha Kralj
2025-12-08 18:43:23 -05:00
parent 53a2dd2c05
commit 5f57cbbe74
9 changed files with 20 additions and 67 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/core/tbarseries/tbarseries.cs
+7 -12
View File
@@ -11,12 +11,12 @@ namespace QuanTAlib;
/// </summary>
public class TBarSeries : IReadOnlyList<TBar>
{
protected readonly List<long> _t = new();
protected readonly List<double> _o = new();
protected readonly List<double> _h = new();
protected readonly List<double> _l = new();
protected readonly List<double> _c = new();
protected readonly List<double> _v = new();
protected readonly List<long> _t;
protected readonly List<double> _o;
protected readonly List<double> _h;
protected readonly List<double> _l;
protected readonly List<double> _c;
protected readonly List<double> _v;
public string Name { get; set; } = "Bar";
public event Action<TBar>? Pub;
@@ -34,13 +34,8 @@ public class TBarSeries : IReadOnlyList<TBar>
public TSeries C => Close;
public TSeries V => Volume;
public TBarSeries()
public TBarSeries() : this(0)
{
Open = new TSeries(_t, _o) { Name = "Open" };
High = new TSeries(_t, _h) { Name = "High" };
Low = new TSeries(_t, _l) { Name = "Low" };
Close = new TSeries(_t, _c) { Name = "Close" };
Volume = new TSeries(_t, _v) { Name = "Volume" };
}
public TBarSeries(int capacity)
lib/core/tseries/tseries.cs
+1 -3
View File
@@ -20,10 +20,8 @@ namespace QuanTAlib;
public event Action<TValue>? Pub;
public TSeries()
public TSeries() : this(0)
{
_t = new List<long>();
_v = new List<double>();
}
public TSeries(int capacity)
lib/trends/dema/Dema.cs
+1 -1
View File
@@ -120,7 +120,7 @@ public sealed class Dema : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
if (source.Count == 0) return new TSeries();
int len = source.Count;
var t = new List<long>(len);
lib/trends/ema/Ema.cs
+2 -2
View File
@@ -149,7 +149,7 @@ public sealed class Ema : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
if (source.Count == 0) return new TSeries();
int len = source.Count;
var t = new List<long>(len);
@@ -291,7 +291,7 @@ public sealed class Ema : ITValuePublisher
if (source.Length == 0) return;
State state = State.New();
var state = State.New();
double lastValid = 0;
CalculateCore(source, output, alpha, ref state, ref lastValid);
lib/trends/sma/Sma.cs
+1 -1
View File
@@ -137,7 +137,7 @@ public sealed class Sma : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
if (source.Count == 0) return new TSeries();
int len = source.Count;
var t = new List<long>(len);
lib/trends/tema/Tema.cs
+1 -1
View File
@@ -129,7 +129,7 @@ public sealed class Tema : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
if (source.Count == 0) return new TSeries();
int len = source.Count;
var t = new List<long>(len);
lib/trends/trima/Trima.cs
+1 -1
View File
@@ -141,7 +141,7 @@ public sealed class Trima : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
if (source.Count == 0) return new TSeries();
int len = source.Count;
var t = new List<long>(len);
lib/trends/wma/Wma.cs
+1 -1
View File
@@ -141,7 +141,7 @@ public sealed class Wma : ITValuePublisher
public TSeries Update(TSeries source)
{
if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
if (source.Count == 0) return new TSeries();
int len = source.Count;
var t = new List<long>(len);
perf/Benchmark.cs
+5 -45
View File
@@ -176,15 +176,7 @@ public class IndicatorBenchmarks
[BenchmarkCategory("SMA")]
[Benchmark(Description = "Skender SMA")]
public double Skender_Sma()
{
double sum = 0;
foreach (var r in _quotes.GetSma(Period))
{
sum += (double)(r.Sma ?? 0);
}
return sum;
}
public object Skender_Sma() => _quotes.GetSma(Period);
// ==================== EMA ====================
[BenchmarkCategory("EMA")]
@@ -229,15 +221,7 @@ public class IndicatorBenchmarks
[BenchmarkCategory("EMA")]
[Benchmark(Description = "Skender EMA")]
public double Skender_Ema()
{
double sum = 0;
foreach (var r in _quotes.GetEma(Period))
{
sum += (double)(r.Ema ?? 0);
}
return sum;
}
public object Skender_Ema() => _quotes.GetEma(Period);
// ==================== WMA ====================
[BenchmarkCategory("WMA")]
@@ -282,15 +266,7 @@ public class IndicatorBenchmarks
[BenchmarkCategory("WMA")]
[Benchmark(Description = "Skender WMA")]
public double Skender_Wma()
{
double sum = 0;
foreach (var r in _quotes.GetWma(Period))
{
sum += (double)(r.Wma ?? 0);
}
return sum;
}
public object Skender_Wma() => _quotes.GetWma(Period);
// ==================== TRIMA ====================
[BenchmarkCategory("TRIMA")]
@@ -376,15 +352,7 @@ public class IndicatorBenchmarks
[BenchmarkCategory("DEMA")]
[Benchmark(Description = "Skender DEMA")]
public double Skender_Dema()
{
double sum = 0;
foreach (var r in _quotes.GetDema(Period))
{
sum += (double)(r.Dema ?? 0);
}
return sum;
}
public object Skender_Dema() => _quotes.GetDema(Period);
// ==================== TEMA ====================
[BenchmarkCategory("TEMA")]
@@ -429,13 +397,5 @@ public class IndicatorBenchmarks
[BenchmarkCategory("TEMA")]
[Benchmark(Description = "Skender TEMA")]
public double Skender_Tema()
{
double sum = 0;
foreach (var r in _quotes.GetTema(Period))
{
sum += (double)(r.Tema ?? 0);
}
return sum;
}
public object Skender_Tema() => _quotes.GetTema(Period);
}