mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
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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+12
-5
@@ -62,6 +62,17 @@ public sealed class Rae : AbstractBase
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double actualVal = actual.Value;
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double predictedVal = predicted.Value;
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// Snapshot BEFORE any mutations for correct rollback
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if (isNew)
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{
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_p_state = _state;
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}
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else
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{
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_state = _p_state;
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}
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// Sanitize non-finite values AFTER snapshot/restore
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if (!double.IsFinite(actualVal))
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{
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actualVal = double.IsFinite(_state.LastValidActual) ? _state.LastValidActual : 0.0;
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@@ -82,8 +93,6 @@ public sealed class Rae : AbstractBase
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if (isNew)
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{
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_p_state = _state;
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// Update actual buffer for mean calculation
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double removedActual = _actualBuffer.Count == _actualBuffer.Capacity ? _actualBuffer.Oldest : 0.0;
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_state.ActualSum = _state.ActualSum - removedActual + actualVal;
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@@ -115,8 +124,6 @@ public sealed class Rae : AbstractBase
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}
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else
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{
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_state = _p_state;
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// Update buffers and recalculate sums (buffer state is inconsistent with _p_state)
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_actualBuffer.UpdateNewest(actualVal);
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_state.ActualSum = _actualBuffer.RecalculateSum();
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@@ -348,4 +355,4 @@ public sealed class Rae : AbstractBase
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}
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}
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}
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}
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}
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