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
+12 -5
View File
@@ -62,6 +62,17 @@ public sealed class Rae : AbstractBase
double actualVal = actual.Value;
double predictedVal = predicted.Value;
// Snapshot BEFORE any mutations for correct rollback
if (isNew)
{
_p_state = _state;
}
else
{
_state = _p_state;
}
// Sanitize non-finite values AFTER snapshot/restore
if (!double.IsFinite(actualVal))
{
actualVal = double.IsFinite(_state.LastValidActual) ? _state.LastValidActual : 0.0;
@@ -82,8 +93,6 @@ public sealed class Rae : AbstractBase
if (isNew)
{
_p_state = _state;
// Update actual buffer for mean calculation
double removedActual = _actualBuffer.Count == _actualBuffer.Capacity ? _actualBuffer.Oldest : 0.0;
_state.ActualSum = _state.ActualSum - removedActual + actualVal;
@@ -115,8 +124,6 @@ public sealed class Rae : AbstractBase
}
else
{
_state = _p_state;
// Update buffers and recalculate sums (buffer state is inconsistent with _p_state)
_actualBuffer.UpdateNewest(actualVal);
_state.ActualSum = _actualBuffer.RecalculateSum();
@@ -348,4 +355,4 @@ public sealed class Rae : AbstractBase
}
}
}
}
}