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refactoring

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This commit is contained in:
Miha Kralj
2025-12-16 21:16:50 -08:00
parent a67ad65fa5
commit d277e08056
137 changed files with 5074 additions and 3178 deletions
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lib/trends/conv/Conv.Quantower.Tests.cs
+3 -3
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@@ -117,7 +117,7 @@ public class ConvIndicatorTests
{
var indicator = new ConvIndicator();
indicator.Initialize();
var method = indicator.GetType().GetMethod("OnPaintChart");
Assert.NotNull(method);
Assert.Equal(typeof(ConvIndicator), method.DeclaringType);
@@ -170,10 +170,10 @@ public class ConvIndicatorTests
public void ConvIndicator_InvalidWeights_FallsBackToDefault()
{
var indicator = new ConvIndicator { WeightsInput = "invalid" };
// Should not throw, but fallback
indicator.Initialize();
Assert.Single(indicator.LinesSeries);
}
lib/trends/conv/Conv.Quantower.cs
+1 -1
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@@ -45,7 +45,7 @@ public class ConvIndicator : Indicator, IWatchlistIndicator
var weights = WeightsInput.Split(',')
.Select(s => double.Parse(s.Trim()))
.ToArray();
if (weights.Length == 0)
throw new ArgumentException("Weights cannot be empty");
lib/trends/conv/Conv.Tests.cs
+6 -6
View File
@@ -94,7 +94,7 @@ public class ConvTests
source.Add(new TValue(DateTime.UtcNow, 3));
source.Add(new TValue(DateTime.UtcNow, 4));
var result = Conv.Calculate(source, kernel);
var result = Conv.Batch(source, kernel);
Assert.Equal(1.0, result.Values[0]);
Assert.Equal(2.5, result.Values[1]);
@@ -173,14 +173,14 @@ public class ConvTests
var series = bars.Close;
// 1. Batch Mode
var batchSeries = Conv.Calculate(series, kernel);
var batchSeries = Conv.Batch(series, kernel);
double expected = batchSeries.Last.Value;
// 2. Span Mode
var tValues = series.Values.ToArray();
var spanInput = new ReadOnlySpan<double>(tValues);
var spanOutput = new double[tValues.Length];
Conv.Calculate(spanInput, spanOutput, kernel);
Conv.Batch(spanInput, spanOutput, kernel);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
@@ -214,8 +214,8 @@ public class ConvTests
double[] wrongSizeOutput = new double[3];
double[] kernel = [0.5, 0.5];
Assert.Throws<ArgumentException>(() => Conv.Calculate(source.AsSpan(), output.AsSpan(), Array.Empty<double>()));
Assert.Throws<ArgumentException>(() => Conv.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), kernel));
Assert.Throws<ArgumentException>(() => Conv.Batch(source.AsSpan(), output.AsSpan(), Array.Empty<double>()));
Assert.Throws<ArgumentException>(() => Conv.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), kernel));
}
[Fact]
@@ -225,7 +225,7 @@ public class ConvTests
double[] output = new double[5];
double[] kernel = [0.5, 0.5];
Conv.Calculate(source.AsSpan(), output.AsSpan(), kernel);
Conv.Batch(source.AsSpan(), output.AsSpan(), kernel);
foreach (var val in output)
{
lib/trends/conv/Conv.cs
+25 -19
View File
@@ -19,7 +19,7 @@ namespace QuanTAlib;
/// Update: O(K) where K is kernel length.
/// </remarks>
[SkipLocalsInit]
public sealed class Conv : ITValuePublisher
public sealed class Conv : AbstractBase
{
private readonly int _period;
private readonly double[] _kernel;
@@ -29,10 +29,7 @@ public sealed class Conv : ITValuePublisher
private State _state;
private State _p_state;
public string Name { get; }
public TValue Last { get; private set; }
public bool IsHot => _buffer.IsFull;
public event Action<TValue>? Pub;
public override bool IsHot => _buffer.IsFull;
public Conv(double[] kernel)
{
@@ -44,6 +41,7 @@ public sealed class Conv : ITValuePublisher
Array.Copy(kernel, _kernel, _period);
_buffer = new RingBuffer(_period);
Name = $"Conv({_period})";
WarmupPeriod = _period;
_state.LastValidValue = double.NaN;
_p_state.LastValidValue = double.NaN;
}
@@ -65,7 +63,7 @@ public sealed class Conv : ITValuePublisher
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue input, bool isNew = true)
public override TValue Update(TValue input, bool isNew = true)
{
if (isNew)
{
@@ -92,29 +90,29 @@ public sealed class Conv : ITValuePublisher
{
int count = _buffer.Count;
int kernelOffset = _period - count;
ReadOnlySpan<double> kernelSpan = _kernel.AsSpan().Slice(kernelOffset);
ReadOnlySpan<double> kernelSpan = _kernel.AsSpan()[kernelOffset..];
ReadOnlySpan<double> internalBuf = _buffer.InternalBuffer;
if (count < _period)
{
result = internalBuf.Slice(0, count).DotProduct(kernelSpan);
result = internalBuf[..count].DotProduct(kernelSpan);
}
else
{
// Full: data is split at StartIndex (which points to oldest)
int head = _buffer.StartIndex;
int part1Len = _period - head;
result = internalBuf.Slice(head, part1Len).DotProduct(kernelSpan.Slice(0, part1Len))
+ internalBuf.Slice(0, head).DotProduct(kernelSpan.Slice(part1Len));
result = internalBuf.Slice(head, part1Len).DotProduct(kernelSpan[..part1Len])
+ internalBuf[..head].DotProduct(kernelSpan[part1Len..]);
}
}
Last = new TValue(input.Time, result);
Pub?.Invoke(Last);
PubEvent(Last);
return Last;
}
public TSeries Update(TSeries source)
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
@@ -130,7 +128,7 @@ public sealed class Conv : ITValuePublisher
source.Times.CopyTo(tSpan);
var sourceValues = source.Values;
Calculate(sourceValues, vSpan, _kernel);
Batch(sourceValues, vSpan, _kernel);
// Restore state
// We need to replay the last few updates to restore _buffer and _lastValidValue
@@ -172,14 +170,22 @@ public sealed class Conv : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TSeries source, double[] kernel)
public override void Prime(ReadOnlySpan<double> source)
{
foreach (var value in source)
{
Update(new TValue(DateTime.MinValue, value));
}
}
public static TSeries Batch(TSeries source, double[] kernel)
{
var conv = new Conv(kernel);
return conv.Update(source);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, double[] kernel)
public static void Batch(ReadOnlySpan<double> source, Span<double> output, double[] kernel)
{
if (source.Length != output.Length)
throw new ArgumentException("Source and output must have the same length");
@@ -223,21 +229,21 @@ public sealed class Conv : ITValuePublisher
{
int kernelOffset = period - count;
// Window is [0..count-1]
sum = window.Slice(0, count).DotProduct(kernelSpan.Slice(kernelOffset));
sum = window[..count].DotProduct(kernelSpan[kernelOffset..]);
}
else
{
// Full buffer - branchless version
int part1Len = period - windowIdx;
sum = window.Slice(windowIdx, part1Len).DotProduct(kernelSpan.Slice(0, part1Len))
+ window.Slice(0, windowIdx).DotProduct(kernelSpan.Slice(part1Len));
sum = window.Slice(windowIdx, part1Len).DotProduct(kernelSpan[..part1Len])
+ window[..windowIdx].DotProduct(kernelSpan[part1Len..]);
}
output[i] = sum;
}
}
public void Reset()
public override void Reset()
{
_buffer.Clear();
_state.LastValidValue = double.NaN;
lib/trends/conv/Conv.md
+1 -1
View File
@@ -55,7 +55,7 @@ double[] weights = { 0.1, 0.2, 0.3, 0.4 };
ReadOnlySpan<double> input = ...;
Span<double> output = new double[input.Length];
Conv.Calculate(input, output, weights);
Conv.Batch(input, output, weights);
```
### Bar Correction