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
+8 -8
View File
@@ -16,7 +16,7 @@ namespace QuanTAlib;
[SkipLocalsInit]
public sealed class MonotonicDeque
{
private readonly int[] _deque;
private readonly long[] _deque;
private readonly int _period;
private int _head;
private int _count;
@@ -24,7 +24,7 @@ public sealed class MonotonicDeque
/// <summary>
/// Gets the current front index (the index of the current extremum).
/// </summary>
public int FrontIndex => _count > 0 ? _deque[_head] : -1;
public long FrontIndex => _count > 0 ? _deque[_head] : -1;
/// <summary>
/// Gets the current element count in the deque.
@@ -43,7 +43,7 @@ public sealed class MonotonicDeque
}
_period = period;
_deque = new int[period];
_deque = new long[period];
_head = 0;
_count = 0;
}
@@ -70,7 +70,7 @@ public sealed class MonotonicDeque
while (_count > 0)
{
int backIdx = (_head + _count - 1) % _period;
int bufIdx = _deque[backIdx] % _period;
int bufIdx = (int)(_deque[backIdx] % _period);
if (buffer[bufIdx] <= value)
{
_count--;
@@ -83,7 +83,7 @@ public sealed class MonotonicDeque
// Push new index
int tail = (_head + _count) % _period;
_deque[tail] = (int)logicalIndex;
_deque[tail] = logicalIndex;
_count++;
}
@@ -109,7 +109,7 @@ public sealed class MonotonicDeque
while (_count > 0)
{
int backIdx = (_head + _count - 1) % _period;
int bufIdx = _deque[backIdx] % _period;
int bufIdx = (int)(_deque[backIdx] % _period);
if (buffer[bufIdx] >= value)
{
_count--;
@@ -122,7 +122,7 @@ public sealed class MonotonicDeque
// Push new index
int tail = (_head + _count) % _period;
_deque[tail] = (int)logicalIndex;
_deque[tail] = logicalIndex;
_count++;
}
@@ -134,7 +134,7 @@ public sealed class MonotonicDeque
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public double GetExtremum(double[] buffer)
{
return _count > 0 ? buffer[_deque[_head] % _period] : double.NaN;
return _count > 0 ? buffer[(int)(_deque[_head] % _period)] : double.NaN;
}
/// <summary>