clean code fixes

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
+20 -10
View File
@@ -9,7 +9,8 @@ namespace QuanTAlib;
/// the most recent value in a given period. It uses a circular buffer to
/// efficiently manage the data points within the specified period.
/// </remarks>
public class Zscore : AbstractBase {
public class Zscore : AbstractBase
{
private readonly int Period;
private readonly CircularBuffer _buffer;
@@ -20,8 +21,10 @@ public class Zscore : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 2.
/// </exception>
public Zscore(int period) : base() {
if (period < 2) {
public Zscore(int period)
{
if (period < 2)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2 for Z-score calculation.");
}
Period = period;
@@ -36,7 +39,8 @@ public class Zscore : AbstractBase {
/// </summary>
/// <param name="source">The source object to subscribe to for value updates.</param>
/// <param name="period">The period over which to calculate the Z-score.</param>
public Zscore(object source, int period) : this(period) {
public Zscore(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
@@ -44,7 +48,8 @@ public class Zscore : AbstractBase {
/// <summary>
/// Initializes the Zscore instance by clearing the buffer.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_buffer.Clear();
}
@@ -53,8 +58,10 @@ public class Zscore : AbstractBase {
/// Manages the state of the Zscore 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)
{
_lastValidValue = Input.Value;
_index++;
}
@@ -72,13 +79,15 @@ public class Zscore : AbstractBase {
/// where x is the input value, μ is the mean of the period, and σ is the sample standard deviation.
/// If there are fewer than 2 data points or if the standard deviation is 0, the method returns 0.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
_buffer.Add(Input.Value, Input.IsNew);
double zScore = 0;
if (_buffer.Count >= 2) { // We need at least 2 data points for Z-score
if (_buffer.Count >= 2)
{ // We need at least 2 data points for Z-score
var values = _buffer.GetSpan().ToArray();
double mean = values.Average();
double n = values.Length;
@@ -86,7 +95,8 @@ public class Zscore : AbstractBase {
double sumSquaredDeviations = values.Sum(x => Math.Pow(x - mean, 2));
double standardDeviation = Math.Sqrt(sumSquaredDeviations / (n - 1)); // Sample standard deviation
if (standardDeviation != 0) { // Avoid division by zero
if (standardDeviation != 0)
{ // Avoid division by zero
zScore = (Input.Value - mean) / standardDeviation;
}
}