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https://github.com/mihakralj/QuanTAlib.git
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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.
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@@ -74,9 +74,12 @@ public sealed class Mdape : AbstractBase
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private TValue UpdateCore(DateTime time, double actualVal, double predictedVal, bool isNew)
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{
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if (!double.IsFinite(actualVal))
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// Validate actual: must be finite AND have sufficient magnitude (matches Batch logic)
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if (!double.IsFinite(actualVal) || Math.Abs(actualVal) < 1e-10)
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{
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actualVal = double.IsFinite(_state.LastValidActual) ? _state.LastValidActual : 1.0;
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actualVal = double.IsFinite(_state.LastValidActual) && Math.Abs(_state.LastValidActual) >= 1e-10
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? _state.LastValidActual
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: 1.0;
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}
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else
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{
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@@ -92,10 +95,10 @@ public sealed class Mdape : AbstractBase
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_state.LastValidPredicted = predictedVal;
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}
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// Calculate absolute percentage error
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// Calculate absolute percentage error (absActual guaranteed >= 1e-10 by validation above)
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double absActual = Math.Abs(actualVal);
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double absError = Math.Abs(actualVal - predictedVal);
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double percentageError = absActual > 1e-10 ? (absError / absActual) * 100.0 : 0.0;
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double percentageError = (absError / absActual) * 100.0;
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if (isNew)
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{
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