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https://github.com/mihakralj/QuanTAlib.git
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Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
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+16
-10
@@ -28,6 +28,12 @@ public sealed class Htit : AbstractBase
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private readonly RingBuffer _smoothPeriodBuffer;
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private readonly RingBuffer _itBuffer;
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// High-precision constants
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private const double c1 = 5.0 / 52.0; // ~0.09615385
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private const double c2 = 15.0 / 26.0; // ~0.57692308
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private const double adjSlope = 3.0 / 40.0; // 0.075
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private const double adjIntercept = 27.0 / 50.0; // 0.54
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private record struct State(double I2, double Q2, double Re, double Im, double LastValidValue);
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private State _state;
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private State _p_state;
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@@ -85,19 +91,19 @@ public sealed class Htit : AbstractBase
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// 2. Detrender
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double prevPeriod = _periodBuffer[isNew ? ^1 : ^2];
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double adj = (0.075 * prevPeriod) + 0.54;
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double detrender = (0.0962 * _smoothBuffer[^1] + 0.5769 * _smoothBuffer[^3] - 0.5769 * _smoothBuffer[^5] - 0.0962 * _smoothBuffer[^7]) * adj;
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double adj = (adjSlope * prevPeriod) + adjIntercept;
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double detrender = (c1 * _smoothBuffer[^1] + c2 * _smoothBuffer[^3] - c2 * _smoothBuffer[^5] - c1 * _smoothBuffer[^7]) * adj;
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UpdateBuffer(_detrenderBuffer, detrender, isNew);
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// 3. In-Phase and Quadrature
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double q1 = (0.0962 * _detrenderBuffer[^1] + 0.5769 * _detrenderBuffer[^3] - 0.5769 * _detrenderBuffer[^5] - 0.0962 * _detrenderBuffer[^7]) * adj;
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double q1 = (c1 * _detrenderBuffer[^1] + c2 * _detrenderBuffer[^3] - c2 * _detrenderBuffer[^5] - c1 * _detrenderBuffer[^7]) * adj;
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double i1 = _detrenderBuffer[^4];
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UpdateBuffer(_q1Buffer, q1, isNew);
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UpdateBuffer(_i1Buffer, i1, isNew);
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// 4. Advance phases by 90 degrees
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double jI = (0.0962 * _i1Buffer[^1] + 0.5769 * _i1Buffer[^3] - 0.5769 * _i1Buffer[^5] - 0.0962 * _i1Buffer[^7]) * adj;
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double jQ = (0.0962 * _q1Buffer[^1] + 0.5769 * _q1Buffer[^3] - 0.5769 * _q1Buffer[^5] - 0.0962 * _q1Buffer[^7]) * adj;
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double jI = (c1 * _i1Buffer[^1] + c2 * _i1Buffer[^3] - c2 * _i1Buffer[^5] - c1 * _i1Buffer[^7]) * adj;
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double jQ = (c1 * _q1Buffer[^1] + c2 * _q1Buffer[^3] - c2 * _q1Buffer[^5] - c1 * _q1Buffer[^7]) * adj;
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// 5. Phasor addition & 6. Homodyne Discriminator
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ProcessPhasorAndHomodyne(i1, q1, jI, jQ);
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@@ -321,14 +327,14 @@ public sealed class Htit : AbstractBase
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// 2. Detrender
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double prevPeriod = periodBuffer[(pdIdx - 1 + 2) % 2];
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double adj = (0.075 * prevPeriod) + 0.54;
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double adj = (adjSlope * prevPeriod) + adjIntercept;
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double s0 = smoothBuffer[sIdx];
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double s2 = smoothBuffer[(sIdx - 2 + 7) % 7];
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double s4 = smoothBuffer[(sIdx - 4 + 7) % 7];
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double s6 = smoothBuffer[(sIdx - 6 + 7) % 7];
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double detrender = (0.0962 * s0 + 0.5769 * s2 - 0.5769 * s4 - 0.0962 * s6) * adj;
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double detrender = (c1 * s0 + c2 * s2 - c2 * s4 - c1 * s6) * adj;
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detrenderBuffer[dIdx] = detrender;
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// 3. In-Phase and Quadrature
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@@ -337,7 +343,7 @@ public sealed class Htit : AbstractBase
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double d4 = detrenderBuffer[(dIdx - 4 + 7) % 7];
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double d6 = detrenderBuffer[(dIdx - 6 + 7) % 7];
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double q1 = (0.0962 * d0 + 0.5769 * d2 - 0.5769 * d4 - 0.0962 * d6) * adj;
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double q1 = (c1 * d0 + c2 * d2 - c2 * d4 - c1 * d6) * adj;
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double i1 = detrenderBuffer[(dIdx - 3 + 7) % 7];
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q1Buffer[q1Idx] = q1;
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@@ -348,13 +354,13 @@ public sealed class Htit : AbstractBase
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double i1_2 = i1Buffer[(i1Idx - 2 + 7) % 7];
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double i1_4 = i1Buffer[(i1Idx - 4 + 7) % 7];
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double i1_6 = i1Buffer[(i1Idx - 6 + 7) % 7];
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double jI = (0.0962 * i1_0 + 0.5769 * i1_2 - 0.5769 * i1_4 - 0.0962 * i1_6) * adj;
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double jI = (c1 * i1_0 + c2 * i1_2 - c2 * i1_4 - c1 * i1_6) * adj;
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double q1_0 = q1Buffer[q1Idx];
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double q1_2 = q1Buffer[(q1Idx - 2 + 7) % 7];
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double q1_4 = q1Buffer[(q1Idx - 4 + 7) % 7];
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double q1_6 = q1Buffer[(q1Idx - 6 + 7) % 7];
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double jQ = (0.0962 * q1_0 + 0.5769 * q1_2 - 0.5769 * q1_4 - 0.0962 * q1_6) * adj;
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double jQ = (c1 * q1_0 + c2 * q1_2 - c2 * q1_4 - c1 * q1_6) * adj;
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// 5. Phasor addition
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double i2_raw = i1 - jQ;
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