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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/errors/Mda.cs
+20 -8
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@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -30,13 +30,15 @@ namespace QuanTAlib;
/// "Evaluating Forecasting Performance" - International Journal of Forecasting
/// </remarks>
public class Mda : AbstractBase
[SkipLocalsInit]
public sealed class Mda : AbstractBase
{
private readonly CircularBuffer _actualBuffer;
private readonly CircularBuffer _predictedBuffer;
/// <param name="period">The number of points over which to calculate the MDA.</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Mda(int period)
{
if (period < 1)
@@ -52,12 +54,14 @@ public class Mda : AbstractBase
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of points over which to calculate the MDA.</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Mda(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void Init()
{
base.Init();
@@ -65,6 +69,7 @@ public class Mda : AbstractBase
_predictedBuffer.Clear();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -74,6 +79,13 @@ public class Mda : AbstractBase
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
private static int CompareDirections(double current, double previous)
{
return Math.Sign(current - previous);
}
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
protected override double Calculation()
{
ManageState(Input.IsNew);
@@ -88,18 +100,18 @@ public class Mda : AbstractBase
double mda = 0;
if (_actualBuffer.Count > 0)
{
var actualValues = _actualBuffer.GetSpan().ToArray();
var predictedValues = _predictedBuffer.GetSpan().ToArray();
ReadOnlySpan<double> actualValues = _actualBuffer.GetSpan();
ReadOnlySpan<double> predictedValues = _predictedBuffer.GetSpan();
double sumDirectionalAccuracy = 0;
for (int i = 1; i < _actualBuffer.Count; i++)
for (int i = 1; i < actualValues.Length; i++)
{
double actualDirection = Math.Sign(actualValues[i] - actualValues[i - 1]);
double predictedDirection = Math.Sign(predictedValues[i] - predictedValues[i - 1]);
int actualDirection = CompareDirections(actualValues[i], actualValues[i - 1]);
int predictedDirection = CompareDirections(predictedValues[i], predictedValues[i - 1]);
sumDirectionalAccuracy += (actualDirection == predictedDirection) ? 1 : 0;
}
mda = sumDirectionalAccuracy / (_actualBuffer.Count - 1);
mda = sumDirectionalAccuracy / (actualValues.Length - 1);
}
IsHot = _index >= WarmupPeriod;