Class optimization

lib/averages/Maaf.cs

@@ -1,5 +1,4 @@
-using System;
-using System.Linq;
+using System.Runtime.CompilerServices;
 namespace QuanTAlib;
 
 /// <summary>
@@ -33,11 +32,13 @@ public class Maaf : AbstractBase
 {
     private readonly CircularBuffer _priceBuffer;
     private readonly CircularBuffer _smoothBuffer;
-    private double _prevFilter, _prevValue2;
     private readonly double _threshold;
-    private double _p_prevFilter, _p_prevValue2;
-
     private readonly int _period;
+    private readonly double _invSix = 1.0 / 6.0;
+    private readonly double[] _sortBuffer;  // Pre-allocated buffer for sorting
+
+    private double _prevFilter, _prevValue2;
+    private double _p_prevFilter, _p_prevValue2;
 
     /// <param name="period">The initial period for the filter (default 39).</param>
     /// <param name="threshold">The threshold for adaptive adjustment (default 0.002).</param>
@@ -47,6 +48,7 @@ public class Maaf : AbstractBase
         _threshold = threshold;
         _priceBuffer = new CircularBuffer(4);
         _smoothBuffer = new CircularBuffer(period);
+        _sortBuffer = new double[period];  // Pre-allocate sorting buffer
         Name = "MAAF";
         WarmupPeriod = period;
         Init();
@@ -61,15 +63,17 @@ public class Maaf : AbstractBase
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public override void Init()
     {
+        base.Init();
         _priceBuffer.Clear();
         _smoothBuffer.Clear();
         _prevFilter = 0;
         _prevValue2 = 0;
-        base.Init();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -86,6 +90,30 @@ public class Maaf : AbstractBase
         }
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private double CalculateSmooth()
+    {
+        return (_priceBuffer[^1] + 2.0 * (_priceBuffer[^2] + _priceBuffer[^3]) + _priceBuffer[^4]) * _invSix;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private double GetMedian(int length)
+    {
+        // Copy values to pre-allocated buffer
+        var span = _smoothBuffer.GetSpan().Slice(_smoothBuffer.Count - length, length);
+        span.CopyTo(_sortBuffer.AsSpan(0, length));
+
+        // Sort the required portion
+        System.Array.Sort(_sortBuffer, 0, length);
+        return _sortBuffer[length / 2];
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static double CalculateAlpha(int length)
+    {
+        return 2.0 / (length + 1);
+    }
+
     protected override double Calculation()
     {
         ManageState(IsNew);
@@ -97,7 +125,7 @@ public class Maaf : AbstractBase
             return Input.Value;
         }
 
-        double smooth = (_priceBuffer[^1] + (2 * _priceBuffer[^2]) + (2 * _priceBuffer[^3]) + _priceBuffer[^4]) / 6;
+        double smooth = CalculateSmooth();
         _smoothBuffer.Add(smooth, Input.IsNew);
 
         if (_smoothBuffer.Count < _period)
@@ -111,28 +139,23 @@ public class Maaf : AbstractBase
 
         while (value3 > _threshold && length > 0)
         {
-            double alpha = 2.0 / (length + 1);
-
-            var sortedValues = _smoothBuffer.TakeLast(length).OrderBy(x => x).ToList();
-            double value1 = sortedValues[length / 2];
+            double alpha = CalculateAlpha(length);
+            double value1 = GetMedian(length);
             value2 = alpha * (smooth - _prevValue2) + _prevValue2;
 
             if (value1 != 0)
             {
-                value3 = Math.Abs(value1 - value2) / value1;
+                value3 = System.Math.Abs(value1 - value2) / value1;
             }
 
             length -= 2;
         }
 
-        if (length < 3) length = 3;
-
-        double finalAlpha = 2.0 / (length + 1);
+        length = System.Math.Max(length, 3);
+        double finalAlpha = CalculateAlpha(length);
         double filter = finalAlpha * (smooth - _prevFilter) + _prevFilter;
 
-        _p_prevFilter = _prevFilter;
         _prevFilter = filter;
-        _p_prevValue2 = _prevValue2;
         _prevValue2 = value2;
 
         IsHot = _index >= WarmupPeriod;