xml doc rewrite

This commit is contained in:
Miha
2024-10-27 09:38:53 -07:00
parent c21b96152c
commit b2fcdda785
71 changed files with 2607 additions and 1102 deletions
+44 -41
View File
@@ -1,33 +1,52 @@
using System;
using System.Linq;
namespace QuanTAlib;
/// <summary>
/// Calculates the median value over a specified period.
/// Provides a measure of central tendency that is robust to outliers.
/// Median: Central Tendency Measure
/// A robust statistical measure that finds the middle value in a sorted dataset.
/// The median is less sensitive to outliers than the mean, making it particularly
/// useful for analyzing price data with extreme values.
/// </summary>
/// <remarks>
/// The Median indicator is particularly useful in financial analysis for:
/// - Providing a robust measure of central tendency that is less affected by extreme values than the mean.
/// - Identifying the middle value in a dataset, which can be helpful in understanding price distributions.
/// - Serving as a basis for other indicators or trading strategies that require a stable reference point.
/// The Median calculation process:
/// 1. Collects values over specified period
/// 2. Sorts values in ascending order
/// 3. Finds middle value(s)
/// 4. Averages two middle values if even count
///
/// Unlike the mean, the median is not influenced by extreme outliers, making it valuable
/// in markets with occasional large price swings or in the presence of data anomalies.
/// Key characteristics:
/// - Robust to outliers
/// - Always represents actual data point
/// - Splits dataset in half
/// - More stable than mean
/// - Maintains data scale
///
/// Formula:
/// For odd n: median = value at position (n+1)/2
/// For even n: median = (value at n/2 + value at (n/2)+1) / 2
///
/// Market Applications:
/// - Price distribution analysis
/// - Trend identification
/// - Outlier detection
/// - Support/resistance levels
/// - Filter extreme movements
///
/// Sources:
/// https://en.wikipedia.org/wiki/Median
/// "Statistics for Trading" - Technical Analysis of Financial Markets
///
/// Note: More robust than mean for non-normal distributions
/// </remarks>
public class Median : AbstractBase
{
/// <summary>
/// The number of data points to consider for the median calculation.
/// </summary>
private readonly int Period;
private readonly CircularBuffer _buffer;
/// <summary>
/// Initializes a new instance of the Median class.
/// </summary>
/// <param name="period">The number of data points to consider. Must be at least 1.</param>
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when the period is less than 1.
/// </exception>
/// <param name="period">The number of points to consider for median calculation.</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
public Median(int period)
{
if (period < 1)
@@ -42,30 +61,20 @@ public class Median : AbstractBase
Init();
}
/// <summary>
/// Initializes a new instance of the Median class with a data source.
/// </summary>
/// <param name="source">The source object that publishes data.</param>
/// <param name="period">The number of data points to consider.</param>
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of points to consider for median calculation.</param>
public Median(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
/// <summary>
/// Resets the Median indicator to its initial state.
/// </summary>
public override void Init()
{
base.Init();
_buffer.Clear();
}
/// <summary>
/// Manages the state of the indicator.
/// </summary>
/// <param name="isNew">Indicates if the current data point is new.</param>
protected override void ManageState(bool isNew)
{
if (isNew)
@@ -75,16 +84,6 @@ public class Median : AbstractBase
}
}
/// <summary>
/// Performs the median calculation.
/// </summary>
/// <returns>
/// The current median value of the dataset.
/// </returns>
/// <remarks>
/// Uses a sorting approach to find the median. If there's not enough data,
/// it uses the average as a temporary measure.
/// </remarks>
protected override double Calculation()
{
ManageState(Input.IsNew);
@@ -93,11 +92,15 @@ public class Median : AbstractBase
double median;
if (_index >= Period)
{
// Get sorted copy of values
var sortedValues = _buffer.GetSpan().ToArray();
Array.Sort(sortedValues);
int middleIndex = sortedValues.Length / 2;
median = (sortedValues.Length % 2 == 0) ? (sortedValues[middleIndex - 1] + sortedValues[middleIndex]) / 2.0 : sortedValues[middleIndex];
// Calculate median based on odd/even count
median = (sortedValues.Length % 2 == 0)
? (sortedValues[middleIndex - 1] + sortedValues[middleIndex]) / 2.0
: sortedValues[middleIndex];
}
else
{