SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
2026-08-25 13:58:04 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
@@ -0,0 +1,78 @@
+using System.Buffers;
+using System.Runtime.CompilerServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// ME: Mean Error (also known as Mean Bias Error)
+/// </summary>
+/// <remarks>
+/// ME measures the average error between actual and predicted values,
+/// preserving the sign to indicate systematic bias in predictions.
+///
+/// Formula:
+/// ME = (1/n) * Σ(actual - predicted)
+///
+/// Key properties:
+/// - Can be positive or negative
+/// - Positive ME indicates under-prediction (actual > predicted)
+/// - Negative ME indicates over-prediction (actual &lt; predicted)
+/// - ME = 0 indicates no systematic bias (but not necessarily accurate predictions)
+/// - Errors can cancel out, hiding large individual errors
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Me : BiInputIndicatorBase
+{
+    /// <summary>
+    /// Creates ME with specified period.
+    /// </summary>
+    /// <param name="period">Number of values to average (must be > 0)</param>
+    public Me(int period) : base(period, $"Me({period})") { }
+
+    /// <inheritdoc/>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override double ComputeError(double actual, double predicted)
+    {
+        // ME preserves sign: actual - predicted
+        return actual - predicted;
+    }
+
+    /// <summary>
+    /// Calculates ME for entire series.
+    /// </summary>
+    public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
+        => CalculateImpl(actual, predicted, period, Batch);
+
+    /// <summary>
+    /// Batch calculation using signed error computation with rolling mean.
+    /// </summary>
+    public static void Batch(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output, int period)
+    {
+        ValidateBatchInputs(actual, predicted, output, period);
+
+        int len = actual.Length;
+        if (len == 0) return;
+
+        const int StackAllocThreshold = 256;
+        if (len <= StackAllocThreshold)
+        {
+            Span<double> errors = stackalloc double[len];
+            ErrorHelpers.ComputeSignedErrors(actual, predicted, errors);
+            ErrorHelpers.ApplyRollingMean(errors, output, period);
+        }
+        else
+        {
+            double[] rented = ArrayPool<double>.Shared.Rent(len);
+            try
+            {
+                Span<double> errors = rented.AsSpan(0, len);
+                ErrorHelpers.ComputeSignedErrors(actual, predicted, errors);
+                ErrorHelpers.ApplyRollingMean(errors, output, period);
+            }
+            finally
+            {
+                ArrayPool<double>.Shared.Return(rented);
+            }
+        }
+    }
+}