New version merge

2026-08-23 13:08:04 +00:00 · 2024-09-22 17:31:24 -07:00
parent 1b719fa94e
commit d475bcd19a
405 changed files with 56573 additions and 12440 deletions
@@ -0,0 +1,74 @@
+using System;
+using System.Linq;
+
+namespace QuanTAlib
+{
+    public class Median : AbstractBase
+    {
+        public readonly int Period;
+        private CircularBuffer _buffer;
+
+        public Median(int period) : base()
+        {
+            if (period < 1)
+            {
+                throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
+            }
+            Period = period;
+            WarmupPeriod = period;
+            _buffer = new CircularBuffer(period);
+            Name = $"Median(period={period})";
+            Init();
+        }
+
+        public Median(object source, int period) : this(period)
+        {
+            var pubEvent = source.GetType().GetEvent("Pub");
+            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+        }
+
+        public override void Init()
+        {
+            base.Init();
+        }
+
+        protected override void ManageState(bool isNew)
+        {
+            if (isNew)
+            {
+                _lastValidValue = Input.Value;
+                _index++;
+            }
+        }
+
+        protected override double Calculation()
+        {
+            ManageState(Input.IsNew);
+            _buffer.Add(Input.Value, Input.IsNew);
+
+            double median;
+            if (_index >= Period)
+            {
+                var sortedValues = _buffer.GetSpan().ToArray();
+                Array.Sort(sortedValues);
+                int middleIndex = sortedValues.Length / 2;
+
+                if (sortedValues.Length % 2 == 0)
+                {
+                    median = (sortedValues[middleIndex - 1] + sortedValues[middleIndex]) / 2.0;
+                }
+                else
+                {
+                    median = sortedValues[middleIndex];
+                }
+            }
+            else
+            {
+                median = _buffer.Average(); // Use average until we have enough data points
+            }
+
+            IsHot = _index >= WarmupPeriod;
+            return median;
+        }
+    }
+}