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Refactor and optimize various components of QuanTAlib

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- Removed WmaVector class to streamline weighted moving average calculations.
- Simplified RingBuffer implementation by removing unnecessary comments and improving clarity.
- Enhanced SIMD extensions for better performance and readability.
- Updated TBar and TBarSeries classes to improve property calculations and reduce overhead.
- Cleaned up TValue struct by removing redundant comments.
- Added comprehensive unit tests for IndicatorExtensions and TrimaIndicator to ensure functionality and correctness.
This commit is contained in:
Miha Kralj
2025-12-04 13:49:05 -08:00
parent 3ed35322a5
commit 967096d4f5
27 changed files with 387 additions and 3367 deletions
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lib/core/simd/SimdExtensions.cs
+10 -21
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@@ -112,7 +112,6 @@ public static class SimdExtensions
return true;
}
// Check remaining elements with scalar
for (; i < span.Length; i++)
{
if (!double.IsFinite(span[i]))
@@ -144,19 +143,16 @@ public static class SimdExtensions
int vectorSize = Vector<double>.Count;
int i = 0;
// Process in vector chunks
for (; i <= span.Length - vectorSize; i += vectorSize)
{
var vector = new Vector<double>(span.Slice(i, vectorSize));
sum += vector;
}
// Horizontal sum of vector
double result = 0.0;
for (int j = 0; j < vectorSize; j++)
result += sum[j];
// Process remaining elements
for (; i < span.Length; i++)
result += span[i];
@@ -186,14 +182,12 @@ public static class SimdExtensions
var minVec = new Vector<double>(span.Slice(0, vectorSize));
int i = vectorSize;
// Process in vector chunks
for (; i <= span.Length - vectorSize; i += vectorSize)
{
var vector = new Vector<double>(span.Slice(i, vectorSize));
minVec = Vector.Min(minVec, vector);
}
// Find minimum within vector
double result = minVec[0];
for (int j = 1; j < vectorSize; j++)
{
@@ -201,7 +195,6 @@ public static class SimdExtensions
result = minVec[j];
}
// Process remaining elements
for (; i < span.Length; i++)
{
if (span[i] < result)
@@ -234,14 +227,12 @@ public static class SimdExtensions
var maxVec = new Vector<double>(span.Slice(0, vectorSize));
int i = vectorSize;
// Process in vector chunks
for (; i <= span.Length - vectorSize; i += vectorSize)
{
var vector = new Vector<double>(span.Slice(i, vectorSize));
maxVec = Vector.Max(maxVec, vector);
}
// Find maximum within vector
double result = maxVec[0];
for (int j = 1; j < vectorSize; j++)
{
@@ -249,7 +240,6 @@ public static class SimdExtensions
result = maxVec[j];
}
// Process remaining elements
for (; i < span.Length; i++)
{
if (span[i] > result)
@@ -285,12 +275,17 @@ public static class SimdExtensions
{
if (span.Length < 2) return double.NaN;
// Guard against non-finite inputs
if (span.ContainsNonFinite()) return double.NaN;
double m;
if (mean.HasValue)
{
if (span.ContainsNonFinite()) return double.NaN;
m = mean.Value;
}
else
{
m = span.AverageSIMD();
}
double m = mean ?? span.AverageSIMD();
// Guard against non-finite mean (could be passed in or computed from non-finite values)
if (!double.IsFinite(m)) return double.NaN;
if (Vector.IsHardwareAccelerated && span.Length >= Vector<double>.Count)
@@ -300,7 +295,6 @@ public static class SimdExtensions
int vectorSize = Vector<double>.Count;
int i = 0;
// Process in vector chunks
for (; i <= span.Length - vectorSize; i += vectorSize)
{
var vector = new Vector<double>(span.Slice(i, vectorSize));
@@ -308,12 +302,10 @@ public static class SimdExtensions
sumSq += diff * diff;
}
// Horizontal sum of vector
double result = 0.0;
for (int j = 0; j < vectorSize; j++)
result += sumSq[j];
// Process remaining elements
for (; i < span.Length; i++)
{
double diff = span[i] - m;
@@ -358,7 +350,6 @@ public static class SimdExtensions
var maxVec = minVec;
int i = vectorSize;
// Process in vector chunks
for (; i <= span.Length - vectorSize; i += vectorSize)
{
var vector = new Vector<double>(span.Slice(i, vectorSize));
@@ -366,7 +357,6 @@ public static class SimdExtensions
maxVec = Vector.Max(maxVec, vector);
}
// Find min/max within vectors
double min = minVec[0];
double max = maxVec[0];
for (int j = 1; j < vectorSize; j++)
@@ -375,7 +365,6 @@ public static class SimdExtensions
if (maxVec[j] > max) max = maxVec[j];
}
// Process remaining elements
for (; i < span.Length; i++)
{
if (span[i] < min) min = span[i];