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Class optimization

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This commit is contained in:
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/Mgdi.cs
+21 -7
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@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -29,6 +29,7 @@ public class Mgdi : AbstractBase
{
private readonly int _period;
private readonly double _kFactor;
private readonly double _kFactorPeriod; // Precalculated k * period
private double _prevMd, _p_prevMd;
/// <param name="period">The number of periods used in the MGDI calculation.</param>
@@ -38,14 +39,15 @@ public class Mgdi : AbstractBase
{
if (period <= 0)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than 0.");
throw new System.ArgumentOutOfRangeException(nameof(period), "Period must be greater than 0.");
}
if (kFactor <= 0)
{
throw new ArgumentOutOfRangeException(nameof(kFactor), "K-Factor must be greater than 0.");
throw new System.ArgumentOutOfRangeException(nameof(kFactor), "K-Factor must be greater than 0.");
}
_period = period;
_kFactor = kFactor;
_kFactorPeriod = kFactor * period;
Name = "Mgdi";
WarmupPeriod = period;
Init();
@@ -60,12 +62,14 @@ public class Mgdi : AbstractBase
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Init()
{
base.Init();
_prevMd = _p_prevMd = 0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -79,6 +83,18 @@ public class Mgdi : AbstractBase
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateRatio(double value)
{
return _prevMd != 0 ? value / _prevMd : 1;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateMd(double value, double ratio)
{
return _prevMd + ((value - _prevMd) / (_kFactorPeriod * System.Math.Pow(ratio, 4)));
}
protected override double Calculation()
{
ManageState(Input.IsNew);
@@ -90,10 +106,8 @@ public class Mgdi : AbstractBase
}
else
{
double ratio = _prevMd != 0 ? value / _prevMd : 1;
double md = _prevMd + ((value - _prevMd) /
(_kFactor * _period * Math.Pow(ratio, 4)));
_prevMd = md;
double ratio = CalculateRatio(value);
_prevMd = CalculateMd(value, ratio);
}
IsHot = _index >= _period;