New version merge

2026-08-17 01:58:06 +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 +1,68 @@
+using System;
+using System.Linq;
+
+namespace QuanTAlib
+{
+    public class Variance : AbstractBase
+    {
+        public readonly int Period;
+        public readonly bool IsPopulation;
+        private CircularBuffer _buffer;
+
+        public Variance(int period, bool isPopulation = false) : base()
+        {
+            if (period < 2)
+            {
+                throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
+            }
+            Period = period;
+            IsPopulation = isPopulation;
+            WarmupPeriod = 0;
+            _buffer = new CircularBuffer(period);
+            Name = $"Variance(period={period}, population={isPopulation})";
+            Init();
+        }
+
+        public Variance(object source, int period, bool isPopulation = false) : this(period, isPopulation)
+        {
+            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 variance = 0;
+            if (_buffer.Count > 1)
+            {
+                var values = _buffer.GetSpan().ToArray();
+                double mean = values.Average();
+                double sumOfSquaredDifferences = values.Sum(x => Math.Pow(x - mean, 2));
+
+                double divisor = IsPopulation ? _buffer.Count : _buffer.Count - 1;
+                variance = sumOfSquaredDifferences / divisor;
+            }
+
+            IsHot = true;
+            return variance;
+        }
+    }
+}