adding missing validations

lib/numerics/fdist/Fdist.cs

@@ -0,0 +1,311 @@
+// FDIST: F-Distribution CDF
+// Applies the Fisher-Snedecor CDF F(x; d1, d2) = I(d1*x/(d1*x+d2), d1/2, d2/2)
+// to a min-max normalized price series over a rolling lookback window.
+// Pipeline: MinMax normalization → scaling → regularized incomplete beta function.
+// Reuses Betadist.IncompleteBeta internally — no gamma/CF reimplementation.
+
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// FDIST: F-Distribution (Fisher-Snedecor) CDF
+/// Computes F(x; d1, d2) = I(d1·x/(d1·x+d2), d1/2, d2/2) applied to a
+/// min-max normalized price series scaled to a positive real via a 10× factor.
+/// </summary>
+/// <remarks>
+/// Key properties:
+/// - Output always in [0, 1]
+/// - Rolling window tracks min/max for normalization; flat range returns F(0.5·10; d1, d2)
+/// - d1/d2 degrees of freedom control the shape: equal df → symmetric response,
+///   d1 &gt; d2 → right-skewed, d1 &lt; d2 → left-skewed
+/// - Reuses <see cref="Betadist.IncompleteBeta"/> — no special-function duplication
+/// - NaN/Infinity inputs use last-valid-value substitution
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Fdist : AbstractBase
+{
+    private readonly int _period;
+    private readonly int _d1;
+    private readonly int _d2;
+    private readonly RingBuffer _buffer;
+
+    [StructLayout(LayoutKind.Auto)]
+    private record struct State(double LastValid);
+    private State _state, _p_state;
+
+    public override bool IsHot => _buffer.Count >= _period;
+
+    /// <summary>
+    /// Initializes a new Fdist indicator.
+    /// </summary>
+    /// <param name="d1">Numerator degrees of freedom (integer ≥ 1, default 1)</param>
+    /// <param name="d2">Denominator degrees of freedom (integer ≥ 1, default 1)</param>
+    /// <param name="period">Lookback window for min-max normalization (default 14)</param>
+    public Fdist(int d1 = 1, int d2 = 1, int period = 14)
+    {
+        if (d1 < 1)
+        {
+            throw new ArgumentException("d1 must be >= 1", nameof(d1));
+        }
+
+        if (d2 < 1)
+        {
+            throw new ArgumentException("d2 must be >= 1", nameof(d2));
+        }
+
+        if (period < 2)
+        {
+            throw new ArgumentException("Period must be >= 2", nameof(period));
+        }
+
+        _d1 = d1;
+        _d2 = d2;
+        _period = period;
+        _buffer = new RingBuffer(period);
+        Name = $"Fdist({d1},{d2},{period})";
+        WarmupPeriod = period;
+        _state = new State(0.5);
+        _p_state = _state;
+    }
+
+    /// <summary>
+    /// Initializes a new Fdist indicator with source for event-based chaining.
+    /// </summary>
+    /// <param name="source">Source indicator for chaining</param>
+    /// <param name="d1">Numerator degrees of freedom (default 1)</param>
+    /// <param name="d2">Denominator degrees of freedom (default 1)</param>
+    /// <param name="period">Lookback window (default 14)</param>
+    public Fdist(ITValuePublisher source, int d1 = 1, int d2 = 1, int period = 14)
+        : this(d1, d2, period)
+    {
+        source.Pub += HandleUpdate;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private void HandleUpdate(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
+
+    /// <summary>
+    /// F-Distribution CDF: F(x; d1, d2) = I(d1·x/(d1·x+d2), d1/2, d2/2).
+    /// Returns 0 for x ≤ 0, uses regularized incomplete beta for x > 0.
+    /// </summary>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public static double FCdf(double x, int d1, int d2)
+    {
+        if (x <= 0.0)
+        {
+            return 0.0;
+        }
+
+        double d1d = d1;
+        double d2d = d2;
+        double xBeta = d1d * x / Math.FusedMultiplyAdd(d1d, x, d2d);
+        return Betadist.IncompleteBeta(xBeta, d1d * 0.5, d2d * 0.5);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static (double min, double max) FindMinMax(ReadOnlySpan<double> values)
+    {
+        if (values.Length == 0)
+        {
+            return (double.MaxValue, double.MinValue);
+        }
+
+        double min = values[0];
+        double max = values[0];
+        for (int i = 1; i < values.Length; i++)
+        {
+            double v = values[i];
+            if (v < min)
+            {
+                min = v;
+            }
+
+            if (v > max)
+            {
+                max = v;
+            }
+        }
+
+        return (min, max);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override TValue Update(TValue input, bool isNew = true)
+    {
+        if (isNew)
+        {
+            _p_state = _state;
+        }
+        else
+        {
+            _state = _p_state;
+        }
+
+        double value = input.Value;
+        double result;
+
+        if (double.IsFinite(value))
+        {
+            _buffer.Add(value, isNew);
+
+            var (min, max) = FindMinMax(_buffer.GetSpan());
+            double range = max - min;
+
+            // Flat range → use midpoint 0.5; scale by 10 to spread F-CDF response across (0,∞)
+            double xNorm = range > 0.0 ? (value - min) / range : 0.5;
+
+            // Map [0,1] → [0,10] to place output in a useful part of the F-CDF response curve
+            double xF = xNorm * 10.0;
+
+            result = FCdf(xF, _d1, _d2);
+            _state = new State(result);
+        }
+        else
+        {
+            result = _state.LastValid;
+        }
+
+        Last = new TValue(input.Time, result);
+        PubEvent(Last, isNew);
+        return Last;
+    }
+
+    public override TSeries Update(TSeries source)
+    {
+        var result = new TSeries(source.Count);
+        ReadOnlySpan<double> values = source.Values;
+        ReadOnlySpan<long> times = source.Times;
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            var tv = Update(new TValue(new DateTime(times[i], DateTimeKind.Utc), values[i]), true);
+            result.Add(tv, true);
+        }
+
+        return result;
+    }
+
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
+    {
+        TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
+        DateTime time = DateTime.UtcNow - (interval * source.Length);
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            Update(new TValue(time, source[i]), true);
+            time += interval;
+        }
+    }
+
+    public static TSeries Batch(TSeries source, int d1 = 1, int d2 = 1, int period = 14)
+    {
+        var indicator = new Fdist(d1, d2, period);
+        return indicator.Update(source);
+    }
+
+    /// <summary>
+    /// Calculates F-Distribution CDF over a span of values.
+    /// Uses a sliding window min-max normalization identical to the streaming path.
+    /// </summary>
+    public static void Batch(
+        ReadOnlySpan<double> source, Span<double> output,
+        int d1 = 1, int d2 = 1, int period = 14)
+    {
+        if (source.Length == 0)
+        {
+            throw new ArgumentException("Source cannot be empty", nameof(source));
+        }
+
+        if (output.Length < source.Length)
+        {
+            throw new ArgumentException("Output length must be >= source length", nameof(output));
+        }
+
+        if (d1 < 1)
+        {
+            throw new ArgumentException("d1 must be >= 1", nameof(d1));
+        }
+
+        if (d2 < 1)
+        {
+            throw new ArgumentException("d2 must be >= 1", nameof(d2));
+        }
+
+        if (period < 2)
+        {
+            throw new ArgumentException("Period must be >= 2", nameof(period));
+        }
+
+        double lastValid = 0.5;
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            double val = source[i];
+            if (!double.IsFinite(val))
+            {
+                output[i] = lastValid;
+                continue;
+            }
+
+            int start = Math.Max(0, i - period + 1);
+
+            double min = double.PositiveInfinity;
+            double max = double.NegativeInfinity;
+
+            for (int j = start; j <= i; j++)
+            {
+                double v = source[j];
+                if (double.IsFinite(v))
+                {
+                    if (v < min)
+                    {
+                        min = v;
+                    }
+
+                    if (v > max)
+                    {
+                        max = v;
+                    }
+                }
+            }
+
+            if (!double.IsFinite(min) || !double.IsFinite(max))
+            {
+                output[i] = lastValid;
+                continue;
+            }
+
+            double range = max - min;
+            double xNorm = range > 0.0 ? (val - min) / range : 0.5;
+            double xF = xNorm * 10.0;
+
+            double result = FCdf(xF, d1, d2);
+            lastValid = result;
+            output[i] = result;
+        }
+    }
+
+    /// <summary>
+    /// Pure static F-CDF helper. Identical to <see cref="FCdf"/> but exposed
+    /// with a more explicit name for downstream consumers and validation tests.
+    /// </summary>
+    public static double StaticCdf(double x, int d1, int d2) => FCdf(x, d1, d2);
+
+    public static (TSeries Results, Fdist Indicator) Calculate(
+        TSeries source, int d1 = 1, int d2 = 1, int period = 14)
+    {
+        var indicator = new Fdist(d1, d2, period);
+        TSeries results = indicator.Update(source);
+        return (results, indicator);
+    }
+
+    public override void Reset()
+    {
+        _buffer.Clear();
+        _state = new State(0.5);
+        _p_state = _state;
+        Last = default;
+    }
+}