New version merge

2026-08-23 04:58:08 +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 +1,88 @@
+namespace QuanTAlib;
+
+using System;
+using System.Linq;
+
+public class Percentile : AbstractBase
+{
+    public readonly int Period;
+    public readonly double Percent;
+    private CircularBuffer _buffer;
+
+    public Percentile(int period, double percent) : base()
+    {
+        if (period < 2)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2 for percentile calculation.");
+        }
+        if (percent < 0 || percent > 100)
+        {
+            throw new ArgumentOutOfRangeException(nameof(percent), "Percent must be between 0 and 100.");
+        }
+        Period = period;
+        Percent = percent;
+        WarmupPeriod = 2;
+        _buffer = new CircularBuffer(period);
+        Name = $"Percentile(period={period}, percent={percent})";
+        Init();
+    }
+
+    public Percentile(object source, int period, double percent) : this(period, percent)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _buffer.Clear();
+    }
+
+    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 result;
+        if (_buffer.Count >= Period)
+        {
+            var values = _buffer.GetSpan().ToArray();
+            Array.Sort(values);
+
+            double position = (Percent / 100.0) * (values.Length - 1);
+            int lowerIndex = (int)Math.Floor(position);
+            int upperIndex = (int)Math.Ceiling(position);
+
+            if (lowerIndex == upperIndex)
+            {
+                result = values[lowerIndex];
+            }
+            else
+            {
+                // Interpolate between the two nearest values
+                double lowerValue = values[lowerIndex];
+                double upperValue = values[upperIndex];
+                double fraction = position - lowerIndex;
+                result = lowerValue + (upperValue - lowerValue) * fraction;
+            }
+        }
+        else
+        {
+            // Use average for insufficient data, like the Median class
+            result = _buffer.Average();
+        }
+
+        IsHot = _buffer.Count >= Period;
+        return result;
+    }
+}