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Class optimization

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Miha
2024-10-27 16:11:08 -07:00
parent b2fcdda785
commit 6c67a0cf31
77 changed files with 2634 additions and 1455 deletions
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lib/averages/Hma.cs
+29 -10
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@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -29,6 +29,11 @@ namespace QuanTAlib;
public class Hma : AbstractBase
{
private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
private readonly int _period;
private readonly int _sqrtPeriod;
private readonly double[] _kernelHalf;
private readonly double[] _kernelFull;
private readonly double[] _kernelFinal;
/// <param name="period">The number of data points used in the HMA calculation. Must be at least 2.</param>
/// <exception cref="ArgumentException">Thrown when period is less than 2.</exception>
@@ -36,12 +41,21 @@ public class Hma : AbstractBase
{
if (period < 2)
{
throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
throw new System.ArgumentException("Period must be greater than or equal to 2.", nameof(period));
}
int _sqrtPeriod = (int)Math.Sqrt(period);
_wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
_wmaFull = new Convolution(GenerateWmaKernel(period));
_wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
_period = period;
_sqrtPeriod = (int)System.Math.Sqrt(period);
// Generate all kernels once
_kernelHalf = GenerateWmaKernel(period / 2);
_kernelFull = GenerateWmaKernel(period);
_kernelFinal = GenerateWmaKernel(_sqrtPeriod);
// Initialize convolutions with pre-generated kernels
_wmaHalf = new Convolution(_kernelHalf);
_wmaFull = new Convolution(_kernelFull);
_wmaFinal = new Convolution(_kernelFinal);
Name = "Hma";
WarmupPeriod = period + _sqrtPeriod - 1;
Init();
@@ -60,19 +74,22 @@ public class Hma : AbstractBase
/// </summary>
/// <param name="period">The period for which to generate the kernel.</param>
/// <returns>An array of linearly weighted values for the convolution operation.</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double[] GenerateWmaKernel(int period)
{
double[] kernel = new double[period];
double weightSum = period * (period + 1) / 2.0;
double weightSum = period * (period + 1) * 0.5; // Multiply by 0.5 instead of dividing by 2
double invWeightSum = 1.0 / weightSum;
for (int i = 0; i < period; i++)
{
kernel[i] = (period - i) / weightSum;
kernel[i] = (period - i) * invWeightSum;
}
return kernel;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private new void Init()
{
base.Init();
@@ -81,6 +98,7 @@ public class Hma : AbstractBase
_wmaFinal.Init();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -99,10 +117,11 @@ public class Hma : AbstractBase
double wmaFullResult = _wmaFull.Calc(Input).Value;
// Calculate 2*WMA(n/2) - WMA(n)
double intermediateResult = 2 * wmaHalfResult - wmaFullResult;
double intermediateResult = 2.0 * wmaHalfResult - wmaFullResult;
// Calculate final WMA
double result = _wmaFinal.Calc(new TValue(Input.Time, intermediateResult, Input.IsNew)).Value;
var finalInput = new TValue(Input.Time, intermediateResult, Input.IsNew);
double result = _wmaFinal.Calc(finalInput).Value;
IsHot = _index >= WarmupPeriod;
return result;