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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/oscillators/Cmo.cs
+27 -21
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@@ -1,4 +1,4 @@
using System;
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -34,14 +34,18 @@ namespace QuanTAlib;
/// Note: Similar to RSI but with different scaling and calculation method
/// </remarks>
public class Cmo : AbstractBase
[SkipLocalsInit]
public sealed class Cmo : AbstractBase
{
private readonly CircularBuffer _sumH;
private readonly CircularBuffer _sumL;
private double _prevValue, _p_prevValue;
private const double Epsilon = 1e-10;
private const double ScalingFactor = 100.0;
/// <param name="period">The number of periods used in the CMO calculation.</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Cmo(int period)
{
if (period < 1)
@@ -55,12 +59,14 @@ public class Cmo : AbstractBase
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of periods used in the CMO calculation.</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public Cmo(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -74,6 +80,20 @@ public class Cmo : AbstractBase
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
private static (double up, double down) CalculateMovements(double diff)
{
return diff > 0 ? (diff, 0) : (0, -diff);
}
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
private static double CalculateCmo(double sumH, double sumL)
{
double divisor = sumH + sumL;
return (Math.Abs(divisor) > Epsilon) ? ScalingFactor * ((sumH - sumL) / divisor) : 0.0;
}
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
protected override double Calculation()
{
ManageState(Input.IsNew);
@@ -88,25 +108,11 @@ public class Cmo : AbstractBase
_prevValue = Input.Value;
// Separate upward and downward movements
if (diff > 0)
{
_sumH.Add(diff, Input.IsNew);
_sumL.Add(0, Input.IsNew);
}
else
{
_sumH.Add(0, Input.IsNew);
_sumL.Add(-diff, Input.IsNew);
}
var (up, down) = CalculateMovements(diff);
_sumH.Add(up, Input.IsNew);
_sumL.Add(down, Input.IsNew);
// Calculate sums for the specified period
double sumH = _sumH.Sum();
double sumL = _sumL.Sum();
double divisor = sumH + sumL;
// Calculate CMO value
return (Math.Abs(divisor) > double.Epsilon) ?
100.0 * ((sumH - sumL) / divisor) :
0.0;
// Calculate sums and CMO value
return CalculateCmo(_sumH.Sum(), _sumL.Sum());
}
}