Refactor and enhance various channel indicators for improved performance and stability

- Updated Codacy instructions to streamline usage guidelines.
- Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series.
- Changed Fcb class to use long for monotonic deques to avoid truncation issues.
- Enhanced Kchannel class to ensure safe defaults for non-finite values.
- Improved Maenv class to prevent double-priming during calculations.
- Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking.
- Updated Pchannel class to correctly reference IsHot state.
- Refined Regchannel class to avoid double-processing during calculations.
- Enhanced Starchannel class to sanitize non-finite values during calculations.
- Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision.
- Updated Ubands class to only update last valid values on new bars.
- Modified Uchannel.Quantower.cs to allow for finer multiplier precision.
- Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths.
- Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths.
- Updated MonotonicDeque to use long for indices to prevent overflow.
- Improved Mdape class to handle zero actual values with a substitute value for error calculation.
- Enhanced Rae class to ensure correct state management during updates.
- Refined Wmape class to simplify the logic for finding last valid actual and predicted values.
- Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.
This commit is contained in:
Miha Kralj
2026-01-27 23:48:33 -08:00
parent 8ac15f1efa
commit a9e72dae0d
29 changed files with 464 additions and 114 deletions
@@ -118,10 +118,11 @@ public sealed class VwapsdValidationTests : IDisposable
double[] spanVwap = new double[bars.Count];
double[] spanUpper = new double[bars.Count];
double[] spanLower = new double[bars.Count];
double[] spanStdDev = new double[bars.Count];
Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
spanUpper.AsSpan(), spanLower.AsSpan(),
spanVwap.AsSpan(), numDevs);
spanVwap.AsSpan(), spanStdDev.AsSpan(), numDevs);
// Compare last 100 values
int compareCount = Math.Min(100, bars.Count - 2);