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clean code fixes

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This commit is contained in:
Miha Kralj
2024-10-06 17:16:47 -07:00
parent bcac34bf09
commit b7b5a4a1bf
52 changed files with 787 additions and 643 deletions
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lib/statistics/Min.cs
+24 -12
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@@ -10,7 +10,8 @@ namespace QuanTAlib;
/// efficiently. It also implements a decay mechanism to adjust the minimum value over
/// time, allowing for a more responsive indicator in changing market conditions.
/// </remarks>
public class Min : AbstractBase {
public class Min : AbstractBase
{
private readonly int Period;
private readonly CircularBuffer _buffer;
private readonly double _halfLife;
@@ -25,11 +26,14 @@ public class Min : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 1 or decay is negative.
/// </exception>
public Min(int period, double decay = 0) : base() {
if (period < 1) {
public Min(int period, double decay = 0)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
}
if (decay < 0) {
if (decay < 0)
{
throw new ArgumentOutOfRangeException(nameof(decay), "Half-life must be non-negative.");
}
Period = period;
@@ -46,7 +50,8 @@ public class Min : AbstractBase {
/// <param name="source">The source object to subscribe to for value updates.</param>
/// <param name="period">The period over which to calculate the minimum value.</param>
/// <param name="decay">The decay factor to apply to older values (default is 0).</param>
public Min(object source, int period, double decay = 0) : this(period, decay) {
public Min(object source, int period, double decay = 0) : this(period, decay)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
@@ -54,7 +59,8 @@ public class Min : AbstractBase {
/// <summary>
/// Initializes the Min instance by setting initial values.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_currentMin = double.MaxValue;
_timeSinceNewMin = 0;
@@ -64,14 +70,18 @@ public class Min : AbstractBase {
/// Manages the state of the Min instance based on whether a new value is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new value.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_p_currentMin = _currentMin;
_lastValidValue = Input.Value;
_index++;
_timeSinceNewMin++;
_p_timeSinceNewMin = _timeSinceNewMin;
} else {
}
else
{
_currentMin = _p_currentMin;
_timeSinceNewMin = _p_timeSinceNewMin;
}
@@ -87,17 +97,19 @@ public class Min : AbstractBase {
/// The decay rate is calculated using an exponential function based on the time since
/// the last new minimum and the specified half-life.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
_buffer.Add(Input.Value, Input.IsNew);
if (Input.Value <= _currentMin) {
if (Input.Value <= _currentMin)
{
_currentMin = Input.Value;
_timeSinceNewMin = 0;
}
double decayRate = 1 - Math.Exp(-_halfLife * _timeSinceNewMin / Period);
_currentMin = _currentMin + decayRate * (_buffer.Average() - _currentMin);
_currentMin += decayRate * (_buffer.Average() - _currentMin);
_currentMin = Math.Max(_currentMin, _buffer.Min());
IsHot = true;