mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 13:08:04 +00:00
refactoring
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+25
-19
@@ -19,7 +19,7 @@ namespace QuanTAlib;
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/// Update: O(K) where K is kernel length.
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/// </remarks>
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[SkipLocalsInit]
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public sealed class Conv : ITValuePublisher
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public sealed class Conv : AbstractBase
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{
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private readonly int _period;
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private readonly double[] _kernel;
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@@ -29,10 +29,7 @@ public sealed class Conv : ITValuePublisher
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private State _state;
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private State _p_state;
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public string Name { get; }
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public TValue Last { get; private set; }
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public bool IsHot => _buffer.IsFull;
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public event Action<TValue>? Pub;
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public override bool IsHot => _buffer.IsFull;
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public Conv(double[] kernel)
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{
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@@ -44,6 +41,7 @@ public sealed class Conv : ITValuePublisher
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Array.Copy(kernel, _kernel, _period);
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_buffer = new RingBuffer(_period);
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Name = $"Conv({_period})";
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WarmupPeriod = _period;
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_state.LastValidValue = double.NaN;
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_p_state.LastValidValue = double.NaN;
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}
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@@ -65,7 +63,7 @@ public sealed class Conv : ITValuePublisher
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TValue Update(TValue input, bool isNew = true)
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public override TValue Update(TValue input, bool isNew = true)
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{
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if (isNew)
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{
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@@ -92,29 +90,29 @@ public sealed class Conv : ITValuePublisher
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{
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int count = _buffer.Count;
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int kernelOffset = _period - count;
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ReadOnlySpan<double> kernelSpan = _kernel.AsSpan().Slice(kernelOffset);
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ReadOnlySpan<double> kernelSpan = _kernel.AsSpan()[kernelOffset..];
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ReadOnlySpan<double> internalBuf = _buffer.InternalBuffer;
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if (count < _period)
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{
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result = internalBuf.Slice(0, count).DotProduct(kernelSpan);
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result = internalBuf[..count].DotProduct(kernelSpan);
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}
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else
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{
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// Full: data is split at StartIndex (which points to oldest)
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int head = _buffer.StartIndex;
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int part1Len = _period - head;
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result = internalBuf.Slice(head, part1Len).DotProduct(kernelSpan.Slice(0, part1Len))
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+ internalBuf.Slice(0, head).DotProduct(kernelSpan.Slice(part1Len));
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result = internalBuf.Slice(head, part1Len).DotProduct(kernelSpan[..part1Len])
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+ internalBuf[..head].DotProduct(kernelSpan[part1Len..]);
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}
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}
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Last = new TValue(input.Time, result);
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Pub?.Invoke(Last);
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PubEvent(Last);
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return Last;
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}
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public TSeries Update(TSeries source)
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public override TSeries Update(TSeries source)
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{
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if (source.Count == 0) return [];
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@@ -130,7 +128,7 @@ public sealed class Conv : ITValuePublisher
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source.Times.CopyTo(tSpan);
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var sourceValues = source.Values;
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Calculate(sourceValues, vSpan, _kernel);
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Batch(sourceValues, vSpan, _kernel);
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// Restore state
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// We need to replay the last few updates to restore _buffer and _lastValidValue
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@@ -172,14 +170,22 @@ public sealed class Conv : ITValuePublisher
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return new TSeries(t, v);
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}
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public static TSeries Calculate(TSeries source, double[] kernel)
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public override void Prime(ReadOnlySpan<double> source)
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{
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foreach (var value in source)
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{
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Update(new TValue(DateTime.MinValue, value));
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}
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}
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public static TSeries Batch(TSeries source, double[] kernel)
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{
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var conv = new Conv(kernel);
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return conv.Update(source);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static void Calculate(ReadOnlySpan<double> source, Span<double> output, double[] kernel)
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, double[] kernel)
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{
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if (source.Length != output.Length)
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throw new ArgumentException("Source and output must have the same length");
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@@ -223,21 +229,21 @@ public sealed class Conv : ITValuePublisher
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{
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int kernelOffset = period - count;
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// Window is [0..count-1]
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sum = window.Slice(0, count).DotProduct(kernelSpan.Slice(kernelOffset));
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sum = window[..count].DotProduct(kernelSpan[kernelOffset..]);
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}
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else
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{
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// Full buffer - branchless version
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int part1Len = period - windowIdx;
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sum = window.Slice(windowIdx, part1Len).DotProduct(kernelSpan.Slice(0, part1Len))
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+ window.Slice(0, windowIdx).DotProduct(kernelSpan.Slice(part1Len));
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sum = window.Slice(windowIdx, part1Len).DotProduct(kernelSpan[..part1Len])
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+ window[..windowIdx].DotProduct(kernelSpan[part1Len..]);
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}
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output[i] = sum;
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}
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}
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public void Reset()
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public override void Reset()
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{
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_buffer.Clear();
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_state.LastValidValue = double.NaN;
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