mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-09 14:30:56 +00:00
Refactor event handling and improve argument validation across indicators
- Updated event handler signatures to use TValueEventArgs for consistency in Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, and Atr classes. - Enhanced argument validation by specifying parameter names in exceptions for clarity. - Adjusted tests to align with new event handler signatures. - Improved code readability and maintainability by using structured records and lambda expressions.
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@@ -180,7 +180,7 @@ public sealed class Covariance : AbstractBase
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public static TSeries Calculate(TSeries sourceX, TSeries sourceY, int period, bool isPopulation = false)
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{
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if (sourceX.Count != sourceY.Count)
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throw new ArgumentException("Source series must have the same length");
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throw new ArgumentException("Source series must have the same length", nameof(sourceY));
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int len = sourceX.Count;
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var t = new List<long>(len);
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@@ -201,7 +201,7 @@ public sealed class Covariance : AbstractBase
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public static void Batch(ReadOnlySpan<double> sourceX, ReadOnlySpan<double> sourceY, Span<double> output, int period, bool isPopulation = false)
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{
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if (sourceX.Length != sourceY.Length || sourceX.Length != output.Length)
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throw new ArgumentException("All spans must have the same length");
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throw new ArgumentException("All spans must have the same length", nameof(output));
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if (period < 2)
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throw new ArgumentException("Period must be greater than or equal to 2", nameof(period));
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@@ -36,9 +36,11 @@ public sealed class LinReg : AbstractBase
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private readonly double _sum_x;
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private readonly double _denominator;
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[StructLayout(LayoutKind.Auto)]
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private record struct State(double SumY, double SumXY, double SumY2, double LastVal, double LastValidValue);
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private State _state;
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private State _p_state;
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private readonly TValuePublishedHandler _handler;
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private int _tickCount;
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private const int ResyncInterval = 1000;
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@@ -81,6 +83,7 @@ public sealed class LinReg : AbstractBase
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_buffer = new RingBuffer(period);
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Name = $"LinReg({period})";
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WarmupPeriod = period;
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_handler = Handle;
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// Precalculate constants
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// sum_x = 0 + 1 + ... + (n-1) = n(n-1)/2
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@@ -95,9 +98,12 @@ public sealed class LinReg : AbstractBase
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public LinReg(ITValuePublisher source, int period, int offset = 0) : this(period, offset)
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{
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source.Pub += (item) => Update(item);
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source.Pub += _handler;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private void Handle(object? sender, TValueEventArgs args) => Update(args.Value, args.IsNew);
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private double GetValidValue(double input)
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{
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@@ -250,7 +256,7 @@ public sealed class LinReg : AbstractBase
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}
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Last = new TValue(input.Time, result);
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PubEvent(Last);
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PubEvent(Last, isNew);
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return Last;
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}
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@@ -329,7 +335,7 @@ public sealed class LinReg : AbstractBase
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public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period, int offset = 0, double initialLastValid = 0)
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{
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if (source.Length != output.Length)
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throw new ArgumentException("Source and output must have the same length");
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throw new ArgumentException("Source and output must have the same length", nameof(output));
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if (period <= 0)
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throw new ArgumentException("Period must be greater than 0", nameof(period));
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@@ -88,7 +88,7 @@ public sealed class MedianValidationTests : IDisposable
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}
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}
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private static double CalculateMedian(List<double> sortedWindow)
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private static double CalculateMedian(IReadOnlyList<double> sortedWindow)
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{
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int count = sortedWindow.Count;
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if (count == 0) return 0; // Or NaN
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@@ -25,6 +25,7 @@ public sealed class Median : AbstractBase
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private readonly int _period;
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private readonly RingBuffer _buffer;
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private readonly double[] _sortedBuffer;
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private readonly TValuePublishedHandler _handler;
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/// <summary>
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/// Creates a Median indicator with the specified period.
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@@ -40,11 +41,12 @@ public sealed class Median : AbstractBase
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_sortedBuffer = new double[period];
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Name = $"Median({period})";
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WarmupPeriod = period;
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_handler = Handle;
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}
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public Median(ITValuePublisher source, int period) : this(period)
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{
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source.Pub += (item) => Update(item);
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source.Pub += _handler;
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}
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public Median(TSeries source, int period) : this(period)
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@@ -54,7 +56,7 @@ public sealed class Median : AbstractBase
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{
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Last = new TValue(source.LastTime, Last.Value);
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}
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source.Pub += (item) => Update(item);
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source.Pub += _handler;
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}
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/// <summary>
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@@ -79,6 +81,9 @@ public sealed class Median : AbstractBase
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private void Handle(object? sender, TValueEventArgs args) => Update(args.Value, args.IsNew);
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public override TValue Update(TValue input, bool isNew = true)
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{
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@@ -123,7 +128,7 @@ public sealed class Median : AbstractBase
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}
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Last = new TValue(input.Time, median);
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PubEvent(Last);
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PubEvent(Last, isNew);
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return Last;
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}
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@@ -202,7 +207,7 @@ public sealed class Median : AbstractBase
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
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{
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if (source.Length != output.Length)
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throw new ArgumentException("Source and output must have the same length");
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throw new ArgumentException("Source and output must have the same length", nameof(output));
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if (period <= 0)
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throw new ArgumentException("Period must be greater than 0", nameof(period));
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@@ -205,7 +205,7 @@ public sealed class Skew : AbstractBase
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period, bool isPopulation = false)
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{
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if (source.Length != output.Length)
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throw new ArgumentException("Source and output must have the same length");
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throw new ArgumentException("Source and output must have the same length", nameof(output));
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if (period < 3)
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throw new ArgumentException("Period must be greater than or equal to 3", nameof(period));
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@@ -181,7 +181,7 @@ public sealed class Variance : AbstractBase
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period, bool isPopulation = false)
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{
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if (source.Length != output.Length)
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throw new ArgumentException("Source and output must have the same length");
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throw new ArgumentException("Source and output must have the same length", nameof(output));
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if (period < 2)
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throw new ArgumentException("Period must be greater than or equal to 2", nameof(period));
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