Refactor CircularBuffer class, add Enumerator struct for iteration.

The CircularBuffer class was updated to implement IEnumerable<double> and include an Enumerator struct for iteration. The Add method now has a default parameter value. Also, a quirky joke: Why do programmers prefer dark mode? Because light attracts bugs!

v2/Indicators/SMA.cs

@@ -24,21 +24,9 @@ public class SMA
 
     public TValue Update(TValue input, bool IsNew = true)
     {
-        if (buffer.Count == 0 || isNew)
-        {
-            if (buffer.Count == period)
-            {
-                sum -= buffer[0];
-            }
-            buffer.Add(input);
-            sum += input.Value;
-        }
-        else
-        {
-            sum -= buffer[buffer.Count - 1];
-            sum += input.Value;
-            buffer[buffer.Count - 1] = input;
-        }
+        buffer.Add(input.value, IsNew);
+
+        //calculate rolling sum
 
         double sma = sum / buffer.Count;
         Value = new TValue(input.Time, sma, isNew, IsHot);

v2/basics/CircularBuffer.cs

@@ -1,57 +1,82 @@
 namespace QuanTAlib;
 
-public class CircularBuffer
+public class CircularBuffer: IEnumerable<double>
 {
     private double[] _buffer = null!;
     private int _start;
     private int _size;
 
+    public int Capacity => _buffer.Length;
+    public int Count => _size;
+
     public CircularBuffer(int capacity)
     {
+
         _buffer = new double[capacity];
         _start = 0;
         _size = 0;
     }
 
-    public int Capacity => _buffer.Length;
-    public int Count => _size;
-
-    public void Add(double item, bool isNew)
-    {
-        if (_size == 0 || isNew)
-        {
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public void Add(double item, bool isNew = true) {
+        if (_size == 0 || isNew) {
             // If buffer is empty or isNew is true, add new item
-            if (_size < Capacity)
-            {
+            if (_size < Capacity) {
                 _buffer[(_start + _size) % Capacity] = item;
                 _size++;
-            }
-            else
-            {
+            } else {
                 _buffer[_start] = item;
                 _start = (_start + 1) % Capacity;
             }
-        }
-        else
-        {
+        } else {
             // If isNew is false, just update the last item
             _buffer[(_start + _size - 1) % Capacity] = item;
         }
     }
 
-    public double this[int index]
-    {
-        get
-        {
+    public double this[int index] {
+        get {
             if (index < 0 || index >= _size)
                 throw new IndexOutOfRangeException();
             return _buffer[(_start + index) % Capacity];
-        }
-        set
-        {
+        } set {
             if (index < 0 || index >= _size)
                 throw new IndexOutOfRangeException();
             _buffer[(_start + index) % Capacity] = value;
         }
     }
+
+    public Enumerator GetEnumerator() => new Enumerator(this);
+    IEnumerator<double> IEnumerable<double>.GetEnumerator() => GetEnumerator();
+    IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
+    public struct Enumerator : IEnumerator<double> {
+        private readonly CircularBuffer _buffer;
+        private int _index;
+        private double _current;
+
+        internal Enumerator(CircularBuffer buffer) {
+            _buffer = buffer;
+            _index = -1;
+            _current = default;
+        }
+
+        public bool MoveNext() {
+            if (_index + 1 >= _buffer._size)
+                return false;
+
+            _index++;
+            _current = _buffer[_index];
+            return true;
+        }
+
+        public double Current => _current;
+        object IEnumerator.Current => Current;
+
+        public void Reset() {
+            _index = -1;
+            _current = default;
+        }
+
+        public void Dispose() { }
+    }
 }

v2/circularbuffer.dib

@@ -0,0 +1,162 @@
+#!meta
+
+{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}
+
+#!csharp
+
+#r ".\bin\Debug\calculations.dll"
+using QuanTAlib;
+
+#!csharp
+
+using System.Runtime.CompilerServices;
+
+public class CircularBuffer: IEnumerable<double>
+{
+    private double[] _buffer = null!;
+    private int _start;
+    private int _size;
+
+    public int Capacity => _buffer.Length;
+    public int Count => _size;
+
+    public CircularBuffer(int capacity)
+    {
+
+        _buffer = new double[capacity];
+        _start = 0;
+        _size = 0;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public void Add(double item, bool isNew = true) {
+        if (_size == 0 || isNew) {
+            // If buffer is empty or isNew is true, add new item
+            if (_size < Capacity) {
+                _buffer[(_start + _size) % Capacity] = item;
+                _size++;
+            } else {
+                _buffer[_start] = item;
+                _start = (_start + 1) % Capacity;
+            }
+        } else {
+            // If isNew is false, just update the last item
+            _buffer[(_start + _size - 1) % Capacity] = item;
+        }
+    }
+
+    public double this[int index] {
+        get {
+            if (index < 0 || index >= _size)
+                throw new IndexOutOfRangeException();
+            return _buffer[(_start + index) % Capacity];
+        } set {
+            if (index < 0 || index >= _size)
+                throw new IndexOutOfRangeException();
+            _buffer[(_start + index) % Capacity] = value;
+        }
+    }
+
+    public Enumerator GetEnumerator() => new Enumerator(this);
+    IEnumerator<double> IEnumerable<double>.GetEnumerator() => GetEnumerator();
+    IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
+    public struct Enumerator : IEnumerator<double> {
+        private readonly CircularBuffer _buffer;
+        private int _index;
+        private double _current;
+
+        internal Enumerator(CircularBuffer buffer) {
+            _buffer = buffer;
+            _index = -1;
+            _current = default;
+        }
+
+        public bool MoveNext() {
+            if (_index + 1 >= _buffer._size)
+                return false;
+
+            _index++;
+            _current = _buffer[_index];
+            return true;
+        }
+
+        public double Current => _current;
+        object IEnumerator.Current => Current;
+
+        public void Reset() {
+            _index = -1;
+            _current = default;
+        }
+
+        public void Dispose() { }
+    }
+}
+
+#!csharp
+
+public class SMA
+{
+    private CircularBuffer buffer;
+    private readonly int period;
+    private double sum;
+    public TValue Value { get; private set; }
+    public bool IsHot { get; private set; }
+
+    public SMA(int period)
+    {
+        this.period = period;
+        Init();
+    }
+
+    public void Init()
+    {
+        this.buffer = new CircularBuffer(period);
+        this.sum = 0;
+        this.IsHot = false;
+        this.Value = default;
+    }
+
+    public TValue Update(TValue input, bool isNew = true)
+    {
+        double oldValue = 0;
+        if (buffer.Count == period && isNew)
+        {
+            oldValue = buffer[0];
+        }
+
+        buffer.Add(input.Value, isNew);
+
+        // Update sum
+        if (isNew)
+        {
+            if (buffer.Count <= period)
+            {
+                sum += input.Value;
+            }
+            else
+            {
+                sum = sum - oldValue + input.Value;
+            }
+        }
+        else if (buffer.Count > 0)
+        {
+            // If not new, update the sum by replacing the last value
+            sum = sum - buffer[buffer.Count - 1] + input.Value;
+        }
+
+        double sma = buffer.Count > 0 ? sum / buffer.Count : double.NaN;
+        IsHot = buffer.Count >= period;
+        Value = new TValue(input.Time, sma, isNew, IsHot);
+        return Value;
+    }
+}
+
+#!csharp
+
+CircularBuffer buffer = new(3);
+buffer.Add(1, false);
+buffer.Add(2, false);
+buffer.Add(3, true);
+for (int i=0; i<buffer.Count; i++) {
+    display(buffer[i]);
+}

v2/test.dib

@@ -9,69 +9,87 @@ using QuanTAlib;
 
 #!csharp
 
-public class CircularBuffer
+using System.Runtime.CompilerServices;
+
+public class CircularBuffer: IEnumerable<double>
 {
-    private double[] _buffer;
+    private double[] _buffer = null!;
     private int _start;
     private int _size;
 
+    public int Capacity => _buffer.Length;
+    public int Count => _size;
+
     public CircularBuffer(int capacity)
     {
+
         _buffer = new double[capacity];
         _start = 0;
         _size = 0;
     }
 
-    public int Capacity => _buffer.Length;
-    public int Count => _size;
-
-    public void Add(double item, bool isNew)
-    {
-        if (!isNew)
-        {
-            // Add new item
-            if (_size < Capacity)
-            {
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public void Add(double item, bool isNew = true) {
+        if (_size == 0 || isNew) {
+            // If buffer is empty or isNew is true, add new item
+            if (_size < Capacity) {
                 _buffer[(_start + _size) % Capacity] = item;
                 _size++;
-            }
-            else
-            {
+            } else {
+                _buffer[_start] = item;
                 _start = (_start + 1) % Capacity;
-                _buffer[(_start + _size - 1) % Capacity] = item;
-            }
-        }
-        else
-        {
-            // Update the last item
-            if (_size > 0)
-            {
-                _buffer[(_start + _size - 1) % Capacity] = item;
-            }
-            else
-            {
-                // If buffer is empty, add the item even if isNew is true
-                _buffer[0] = item;
-                _size = 1;
             }
+        } else {
+            // If isNew is false, just update the last item
+            _buffer[(_start + _size - 1) % Capacity] = item;
         }
     }
 
-    public double this[int index]
-    {
-        get
-        {
+    public double this[int index] {
+        get {
             if (index < 0 || index >= _size)
                 throw new IndexOutOfRangeException();
             return _buffer[(_start + index) % Capacity];
-        }
-        set
-        {
+        } set {
             if (index < 0 || index >= _size)
                 throw new IndexOutOfRangeException();
             _buffer[(_start + index) % Capacity] = value;
         }
     }
+
+    public Enumerator GetEnumerator() => new Enumerator(this);
+    IEnumerator<double> IEnumerable<double>.GetEnumerator() => GetEnumerator();
+    IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
+    public struct Enumerator : IEnumerator<double> {
+        private readonly CircularBuffer _buffer;
+        private int _index;
+        private double _current;
+
+        internal Enumerator(CircularBuffer buffer) {
+            _buffer = buffer;
+            _index = -1;
+            _current = default;
+        }
+
+        public bool MoveNext() {
+            if (_index + 1 >= _buffer._size)
+                return false;
+
+            _index++;
+            _current = _buffer[_index];
+            return true;
+        }
+
+        public double Current => _current;
+        object IEnumerator.Current => Current;
+
+        public void Reset() {
+            _index = -1;
+            _current = default;
+        }
+
+        public void Dispose() { }
+    }
 }
 
 #!csharp
@@ -79,52 +97,36 @@ public class CircularBuffer
 public class SMA1
 {
     private CircularBuffer buffer;
-    private int period;
+    private readonly int period;
     private double sum;
     public TValue Value { get; private set; }
-    public bool IsHot => buffer.Count >= period;
+    public bool IsHot { get; private set; }
 
     public SMA1(int period)
     {
-        Init(period);
+        this.period = period;
+        Init();
     }
 
-    public void Init(int period)
+    public void Init()
     {
-        this.period = period;
         this.buffer = new CircularBuffer(period);
         this.sum = 0;
+        this.IsHot = false;
         this.Value = default;
     }
 
     public TValue Update(TValue input, bool isNew = true)
     {
-        if (!isNew)
-        {
-            if (buffer.Count == period)
-            {
-                sum -= buffer[0];
-            }
-            sum += input.Value;
-            buffer.Add(input.Value, isNew);
-        }
-        else
-        {
-            if (buffer.Count > 0)
-            {
-                sum -= buffer[buffer.Count - 1];
-                sum += input.Value;
-                buffer.Add(input.Value, isNew);
-            }
-            else
-            {
-                // If buffer is empty, add the item even if isNew is true
-                sum += input.Value;
-                buffer.Add(input.Value, false);
-            }
+        buffer.Add(input.Value, isNew);
+
+        sum = 0;
+        for (int i=0; i<buffer.Count; i++) {
+            sum+=buffer[i];
         }
 
         double sma = buffer.Count > 0 ? sum / buffer.Count : double.NaN;
+        IsHot = buffer.Count >= period;
         Value = new TValue(input.Time, sma, isNew, IsHot);
         return Value;
     }
@@ -139,7 +141,7 @@ Console.WriteLine($"{"Close",10}   {"MA(" + i + ")",10}");
 for (int i = 0; i < 20; i++)
 {
     TValue c =(double)feed.Generate().Close;
-    ma.Update(1000,false);
+    //ma.Update(10000,false);
      ma.Update(-10000,false);
 
     ma.Update(c,true);