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normalization of methods

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This commit is contained in:
Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
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lib/filters/loess/Loess.Tests.cs
+1 -1
View File
@@ -106,7 +106,7 @@ public sealed class LoessTests
// 2. Span Batch
var resSpan = new double[data.Length];
Loess.Calculate(data.AsSpan(), resSpan.AsSpan(), period);
Loess.Batch(data.AsSpan(), resSpan.AsSpan(), period);
// 3. Streaming
var loessStream = new Loess(period);
lib/filters/loess/Loess.cs
+47 -34
View File
@@ -163,7 +163,7 @@ public sealed class Loess : AbstractBase
// Use static Calculate for performance on the whole series
var resultValues = new double[source.Count];
Calculate(source.Values, resultValues, Period);
Batch(source.Values, resultValues, Period);
var result = new TSeries();
var times = source.Times;
@@ -200,6 +200,48 @@ public sealed class Loess : AbstractBase
return result;
}
public static TSeries Batch(TSeries source, int period)
{
var indicator = new Loess(period);
return indicator.Update(source);
}
/// <summary>
/// Static stateless calculation optimized for SIMD.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output spans must be of equal length.", nameof(output));
}
if (period < 3)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be at least 3.");
}
int adjPeriod = (period & 1) == 0 ? period + 1 : period;
double[] kernel = new double[adjPeriod];
GenerateKernelOldestFirst(adjPeriod, kernel);
ReadOnlySpan<double> kSpan = new ReadOnlySpan<double>(kernel);
for (int i = 0; i < source.Length; i++)
{
if (i < adjPeriod - 1)
{
output[i] = source[i];
continue;
}
var window = source.Slice(i - adjPeriod + 1, adjPeriod);
output[i] = DotProduct(window, kSpan);
}
}
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
foreach (double value in source)
@@ -310,40 +352,11 @@ public sealed class Loess : AbstractBase
return sum;
}
/// <summary>
/// Static stateless calculation optimized for SIMD.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period)
public static (TSeries Results, Loess Indicator) Calculate(TSeries source, int period)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output spans must be of equal length.", nameof(output));
}
if (period < 3)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be at least 3.");
}
int adjPeriod = (period & 1) == 0 ? period + 1 : period;
double[] kernel = new double[adjPeriod];
GenerateKernelOldestFirst(adjPeriod, kernel);
ReadOnlySpan<double> kSpan = new ReadOnlySpan<double>(kernel);
for (int i = 0; i < source.Length; i++)
{
if (i < adjPeriod - 1)
{
output[i] = source[i];
continue;
}
var window = source.Slice(i - adjPeriod + 1, adjPeriod);
output[i] = DotProduct(window, kSpan);
}
var indicator = new Loess(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
/// <summary>