New version merge

2026-08-18 02:28:05 +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 +1,70 @@
+namespace QuanTAlib;
+
+public class Mode : AbstractBase
+{
+    public readonly int Period;
+    private CircularBuffer _buffer;
+
+    public Mode(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 = $"Mode(period={period})";
+        Init();
+    }
+
+    public Mode(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 mode;
+        if (_index >= Period)
+        {
+            var values = _buffer.GetSpan().ToArray();
+            var groupedValues = values.GroupBy(v => v)
+                                      .OrderByDescending(g => g.Count())
+                                      .ThenBy(g => g.Key)
+                                      .ToList();
+
+            int maxCount = groupedValues.First().Count();
+            var modes = groupedValues.TakeWhile(g => g.Count() == maxCount)
+                                     .Select(g => g.Key)
+                                     .ToList();
+
+            mode = modes.Average(); // If there are multiple modes, we return their average
+        }
+        else
+        {
+            mode = _buffer.Average(); // Use average until we have enough data points
+        }
+
+        IsHot = _index >= WarmupPeriod;
+        return mode;
+    }
+}