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

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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>
This commit is contained in:
Miha Kralj
2026-01-18 19:02:03 -08:00
committed by GitHub
co-authored by Claude Opus 4.5 aider Warp
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
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lib/statistics/beta/Beta.Quantower.cs
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using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class BetaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Asset Source", sortIndex: 2)]
public SourceType AssetSource { get; set; } = SourceType.Close;
[InputParameter("Market Source", sortIndex: 3)]
public SourceType MarketSource { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Beta _beta = null!;
private readonly LineSeries _series;
private Func<IHistoryItem, double> _assetSelector = null!;
private Func<IHistoryItem, double> _marketSelector = null!;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"Beta({Period})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/beta/Beta.Quantower.cs";
public BetaIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "Beta Coefficient";
Description = "Measures the volatility of an asset in relation to the overall market.";
_series = new LineSeries(name: "Beta", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_beta = new Beta(Period);
_assetSelector = AssetSource.GetPriceSelector();
_marketSelector = MarketSource.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
double assetVal = _assetSelector(item);
double marketVal = _marketSelector(item);
var time = this.HistoricalData.Time();
var assetInput = new TValue(time, assetVal);
var marketInput = new TValue(time, marketVal);
TValue result = _beta.Update(assetInput, marketInput, args.IsNewBar());
_series.SetValue(result.Value, _beta.IsHot, ShowColdValues);
}
}