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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/T3.cs
+34 -17
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@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -31,8 +31,10 @@ public class T3 : AbstractBase
private readonly int _period;
private readonly double _vfactor;
private readonly bool _useSma;
private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
private readonly double _k;
private readonly double _c1, _c2, _c3, _c4;
private readonly CircularBuffer _buffer1, _buffer2, _buffer3, _buffer4, _buffer5, _buffer6;
private double _lastEma1, _lastEma2, _lastEma3, _lastEma4, _lastEma5, _lastEma6;
private double _p_lastEma1, _p_lastEma2, _p_lastEma3, _p_lastEma4, _p_lastEma5, _p_lastEma6;
@@ -44,7 +46,7 @@ public class T3 : 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));
}
_period = period;
_vfactor = vfactor;
@@ -52,11 +54,14 @@ public class T3 : AbstractBase
WarmupPeriod = period;
_k = 2.0 / (_period + 1);
_k1m = 1.0 - _k;
_c1 = -_vfactor * _vfactor * _vfactor;
_c2 = 3 * _vfactor * _vfactor + 3 * _vfactor * _vfactor * _vfactor;
_c3 = -6 * _vfactor * _vfactor - 3 * _vfactor - 3 * _vfactor * _vfactor * _vfactor;
_c4 = 1 + 3 * _vfactor + _vfactor * _vfactor * _vfactor + 3 * _vfactor * _vfactor;
// Precalculate coefficients
double v2 = vfactor * vfactor;
double v3 = v2 * vfactor;
_c1 = -v3;
_c2 = 3.0 * (v2 + v3);
_c3 = -3.0 * (2.0 * v2 + vfactor + v3);
_c4 = 1.0 + 3.0 * vfactor + v3 + 3.0 * v2;
_buffer1 = new(period);
_buffer2 = new(period);
@@ -79,6 +84,7 @@ public class T3 : AbstractBase
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Init()
{
_lastEma1 = _lastEma2 = _lastEma3 = _lastEma4 = _lastEma5 = _lastEma6 = 0;
@@ -90,6 +96,7 @@ public class T3 : AbstractBase
_buffer6.Clear();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -114,6 +121,18 @@ public class T3 : AbstractBase
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateEma(double input, double lastEma)
{
return _k * (input - lastEma) + lastEma;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateT3(double ema3, double ema4, double ema5, double ema6)
{
return _c1 * ema6 + _c2 * ema5 + _c3 * ema4 + _c4 * ema3;
}
protected override double Calculation()
{
ManageState(Input.IsNew);
@@ -141,12 +160,12 @@ public class T3 : AbstractBase
}
else
{
ema1 = _k * (Input.Value - _lastEma1) + _lastEma1;
ema2 = _k * (ema1 - _lastEma2) + _lastEma2;
ema3 = _k * (ema2 - _lastEma3) + _lastEma3;
ema4 = _k * (ema3 - _lastEma4) + _lastEma4;
ema5 = _k * (ema4 - _lastEma5) + _lastEma5;
ema6 = _k * (ema5 - _lastEma6) + _lastEma6;
ema1 = CalculateEma(Input.Value, _lastEma1);
ema2 = CalculateEma(ema1, _lastEma2);
ema3 = CalculateEma(ema2, _lastEma3);
ema4 = CalculateEma(ema3, _lastEma4);
ema5 = CalculateEma(ema4, _lastEma5);
ema6 = CalculateEma(ema5, _lastEma6);
}
_lastEma1 = ema1;
@@ -156,9 +175,7 @@ public class T3 : AbstractBase
_lastEma5 = ema5;
_lastEma6 = ema6;
double t3 = _c1 * ema6 + _c2 * ema5 + _c3 * ema4 + _c4 * ema3;
IsHot = _index >= WarmupPeriod;
return t3;
return CalculateT3(ema3, ema4, ema5, ema6);
}
}