New version merge

lib/statistics/Zscore.cs

@@ -0,0 +1,70 @@
+namespace QuanTAlib;
+
+using System;
+using System.Linq;
+
+public class Zscore : AbstractBase
+{
+    public readonly int Period;
+    private CircularBuffer _buffer;
+
+    public Zscore(int period) : base()
+    {
+        if (period < 2)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2 for Z-score calculation.");
+        }
+        Period = period;
+        WarmupPeriod = 2;
+        _buffer = new CircularBuffer(period);
+        Name = $"ZScore(period={period})";
+        Init();
+    }
+
+    public Zscore(object source, int period) : this(period)
+    {
+        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 zScore = 0;
+        if (_buffer.Count >= 2)  // We need at least 2 data points for Z-score
+        {
+            var values = _buffer.GetSpan().ToArray();
+            double mean = values.Average();
+            double n = values.Length;
+
+            double sumSquaredDeviations = values.Sum(x => Math.Pow(x - mean, 2));
+            double standardDeviation = Math.Sqrt(sumSquaredDeviations / (n - 1));  // Sample standard deviation
+
+            if (standardDeviation != 0)  // Avoid division by zero
+            {
+                zScore = (Input.Value - mean) / standardDeviation;
+            }
+        }
+
+        IsHot = _buffer.Count >= Period;
+        return zScore;
+    }
+}