Class optimization

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
+25 -20
View File
@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -29,6 +29,7 @@ namespace QuanTAlib;
public class Sinema : AbstractBase
{
private readonly Convolution _convolution;
private readonly double[] _kernel;
/// <param name="period">The number of data points used in the SINEMA calculation.</param>
/// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
@@ -36,9 +37,10 @@ public class Sinema : AbstractBase
{
if (period < 1)
{
throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
}
_convolution = new Convolution(GenerateKernel(period));
_kernel = GenerateKernel(period);
_convolution = new Convolution(_kernel);
Name = "Sinema";
WarmupPeriod = period;
Init();
@@ -52,12 +54,14 @@ public class Sinema : AbstractBase
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private new void Init()
{
base.Init();
_convolution.Init();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -67,42 +71,43 @@ public class Sinema : AbstractBase
}
}
protected override double Calculation()
{
ManageState(Input.IsNew);
// Use Convolution for calculation
TValue convolutionResult = _convolution.Calc(Input);
double result = convolutionResult.Value;
IsHot = _index >= WarmupPeriod;
return result;
}
/// <summary>
/// Generates the sine-based convolution kernel for the SINEMA calculation.
/// </summary>
/// <param name="period">The period for which to generate the kernel.</param>
/// <returns>An array of normalized sine-based weights for the convolution operation.</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static double[] GenerateKernel(int period)
{
double[] kernel = new double[period];
double weightSum = 0;
double piDivPeriodPlus1 = System.Math.PI / (period + 1);
// Calculate weights and sum in one pass
for (int i = 0; i < period; i++)
{
// Use sine function to generate weights
kernel[i] = Math.Sin((i + 1) * Math.PI / (period + 1));
kernel[i] = System.Math.Sin((i + 1) * piDivPeriodPlus1);
weightSum += kernel[i];
}
// Normalize the kernel
// Normalize using multiplication instead of division
double invWeightSum = 1.0 / weightSum;
for (int i = 0; i < period; i++)
{
kernel[i] /= weightSum;
kernel[i] *= invWeightSum;
}
return kernel;
}
protected override double Calculation()
{
ManageState(Input.IsNew);
// Use Convolution for calculation
var convolutionResult = _convolution.Calc(Input);
IsHot = _index >= WarmupPeriod;
return convolutionResult.Value;
}
}