mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 19:18:05 +00:00
feat: Refactor TBar and TValue to record structs; improve readability and performance
fix: Update condition checks in Htit and Mgdi for better numerical stability refactor: Simplify parameter struct in T3 and enhance Vidya state management
This commit is contained in:
+3
-40
@@ -7,15 +7,8 @@ namespace QuanTAlib;
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/// Pure data type: 48 bytes (long + 5 doubles).
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/// Pure data type: 48 bytes (long + 5 doubles).
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/// </summary>
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/// </summary>
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[SkipLocalsInit]
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[SkipLocalsInit]
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public readonly struct TBar : IEquatable<TBar>
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public readonly record struct TBar(long Time, double Open, double High, double Low, double Close, double Volume)
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{
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{
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public readonly long Time;
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public readonly double Open;
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public readonly double High;
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public readonly double Low;
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public readonly double Close;
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public readonly double Volume;
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public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
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public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
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// TValue conversions (Zero-copy / lightweight creation)
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// TValue conversions (Zero-copy / lightweight creation)
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@@ -34,25 +27,9 @@ public readonly struct TBar : IEquatable<TBar>
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public double HLCC4 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close + Close) * 0.25; }
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public double HLCC4 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close + Close) * 0.25; }
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBar(long time, double open, double high, double low, double close, double volume)
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public TBar(DateTime time, double open, double high, double low, double close, double volume)
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: this(time.Ticks, open, high, low, close, volume)
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{
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{
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Time = time;
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Open = open;
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High = high;
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Low = low;
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Close = close;
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Volume = volume;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBar(DateTime time, double open, double high, double low, double close, double volume)
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{
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Time = time.Ticks;
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Open = open;
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High = high;
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Low = low;
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Close = close;
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Volume = volume;
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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@@ -66,18 +43,4 @@ public readonly struct TBar : IEquatable<TBar>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
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public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public bool Equals(TBar other) =>
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Time == other.Time &&
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Open == other.Open &&
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High == other.High &&
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Low == other.Low &&
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Close == other.Close &&
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Volume == other.Volume;
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public override bool Equals(object? obj) => obj is TBar other && Equals(other);
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public override int GetHashCode() => HashCode.Combine(Time, Open, High, Low, Close, Volume);
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public static bool operator ==(TBar left, TBar right) => left.Equals(right);
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public static bool operator !=(TBar left, TBar right) => !left.Equals(right);
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}
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}
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@@ -7,25 +7,14 @@ namespace QuanTAlib;
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/// Pure data type: 16 bytes (long + double).
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/// Pure data type: 16 bytes (long + double).
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/// </summary>
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/// </summary>
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[SkipLocalsInit]
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[SkipLocalsInit]
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public readonly struct TValue : IEquatable<TValue>
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public readonly record struct TValue(long Time, double Value)
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{
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{
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public readonly long Time;
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public readonly double Value;
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public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
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public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TValue(long time, double value)
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public TValue(DateTime time, double value)
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: this(time.Kind == DateTimeKind.Utc ? time.Ticks : time.ToUniversalTime().Ticks, value)
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{
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{
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Time = time;
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Value = value;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TValue(DateTime time, double value)
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{
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Time = time.Kind == DateTimeKind.Utc ? time.Ticks : time.ToUniversalTime().Ticks;
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Value = value;
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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@@ -36,12 +25,4 @@ public readonly struct TValue : IEquatable<TValue>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}, {Value:F2}]";
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public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}, {Value:F2}]";
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public bool Equals(TValue other) => Time == other.Time && Value == other.Value;
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public override bool Equals(object? obj) => obj is TValue other && Equals(other);
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public override int GetHashCode() => HashCode.Combine(Time, Value);
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public static bool operator ==(TValue left, TValue right) => left.Equals(right);
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public static bool operator !=(TValue left, TValue right) => !left.Equals(right);
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}
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}
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@@ -220,7 +220,7 @@ public sealed class Htit : AbstractBase
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private double CalculatePeriod(double prevPeriod)
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private double CalculatePeriod(double prevPeriod)
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{
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{
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double period = 0;
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double period = 0;
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if (_state.Im != 0 && _state.Re != 0)
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if (Math.Abs(_state.Im) > 1e-9 && Math.Abs(_state.Re) > 1e-9)
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{
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{
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period = 2 * Math.PI / Math.Atan(_state.Im / _state.Re);
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period = 2 * Math.PI / Math.Atan(_state.Im / _state.Re);
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}
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}
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@@ -372,7 +372,7 @@ public sealed class Htit : AbstractBase
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// 7. Calculate Period
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// 7. Calculate Period
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double period = 0;
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double period = 0;
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if (im != 0 && re != 0)
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if (Math.Abs(im) > 1e-9 && Math.Abs(re) > 1e-9)
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{
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{
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period = 2 * Math.PI / Math.Atan(im / re);
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period = 2 * Math.PI / Math.Atan(im / re);
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}
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}
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+10
-5
@@ -33,7 +33,7 @@ public sealed class Mgdi : AbstractBase
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public Mgdi(int period = 14, double k = 0.6)
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public Mgdi(int period = 14, double k = 0.6)
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{
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{
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if (period < 1) throw new ArgumentOutOfRangeException(nameof(period));
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ArgumentOutOfRangeException.ThrowIfLessThan(period, 1);
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if (double.IsNaN(k) || double.IsInfinity(k) || k <= 0) throw new ArgumentOutOfRangeException(nameof(k), "k must be a finite value greater than 0");
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if (double.IsNaN(k) || double.IsInfinity(k) || k <= 0) throw new ArgumentOutOfRangeException(nameof(k), "k must be a finite value greater than 0");
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_period = period;
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_period = period;
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_k = k;
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_k = k;
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@@ -57,10 +57,15 @@ public sealed class Mgdi : AbstractBase
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public override TValue Update(TValue input, bool isNew = true)
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public override TValue Update(TValue input, bool isNew = true)
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{
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{
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if (isNew) _p_state = _state;
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if (isNew)
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else _state = _p_state;
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{
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_p_state = _state;
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if (isNew) _state.Count++;
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_state.Count++;
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}
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else
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{
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_state = _p_state;
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}
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double price = input.Value;
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double price = input.Value;
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if (!double.IsFinite(price))
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if (!double.IsFinite(price))
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+1
-29
@@ -31,35 +31,7 @@ public sealed class T3 : AbstractBase
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public static State New() => new() { IsInitialized = false };
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public static State New() => new() { IsInitialized = false };
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}
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}
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private readonly struct Parameters : IEquatable<Parameters>
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private readonly record struct Parameters(double Alpha, double C1, double C2, double C3, double C4);
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{
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public readonly double Alpha;
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public readonly double C1, C2, C3, C4;
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public Parameters(double alpha, double c1, double c2, double c3, double c4)
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{
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Alpha = alpha;
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C1 = c1;
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C2 = c2;
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C3 = c3;
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C4 = c4;
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}
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public override bool Equals(object? obj) => obj is Parameters other && Equals(other);
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#pragma warning disable S1244 // Do not check floating point equality with exact values
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public bool Equals(Parameters other) =>
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Alpha == other.Alpha &&
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C1 == other.C1 && C2 == other.C2 &&
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C3 == other.C3 && C4 == other.C4;
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#pragma warning restore S1244 // Do not check floating point equality with exact values
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public override int GetHashCode() => HashCode.Combine(Alpha, C1, C2, C3, C4);
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public static bool operator ==(Parameters left, Parameters right) => left.Equals(right);
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public static bool operator !=(Parameters left, Parameters right) => !left.Equals(right);
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}
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private readonly Parameters _params;
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private readonly Parameters _params;
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private State _state = State.New();
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private State _state = State.New();
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@@ -67,14 +67,13 @@ public sealed class Vidya : AbstractBase
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if (isNew)
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if (isNew)
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{
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{
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_p_state = _state;
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_p_state = _state;
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_state.BarCount++;
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}
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}
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else
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else
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{
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{
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_state = _p_state;
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_state = _p_state;
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}
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}
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if (isNew) _state.BarCount++;
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if (_state.IsInitialized)
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if (_state.IsInitialized)
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{
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{
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_state.PrevClose = _state.CurrentClose;
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_state.PrevClose = _state.CurrentClose;
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