mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 00:28:05 +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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@@ -111,7 +111,7 @@ public sealed class BilateralValidationTests : IDisposable
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_output.WriteLine("Bilateral Span validated successfully against Reference");
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}
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private List<double> GetReferenceData(int period, double sigmaSRatio, double sigmaRMult)
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private IReadOnlyList<double> GetReferenceData(int period, double sigmaSRatio, double sigmaRMult)
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{
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var reference = new BilateralReference(period, sigmaSRatio, sigmaRMult);
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var results = new List<double>();
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@@ -180,7 +180,7 @@ public sealed class BilateralValidationTests : IDisposable
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return sumWeights < 1e-10 ? centerVal : sumWeightedSrc / sumWeights;
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}
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private static double CalculateStDev(List<double> values)
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private static double CalculateStDev(IReadOnlyList<double> values)
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{
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if (values.Count < 2) return 0;
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@@ -28,9 +28,11 @@ public sealed class Bilateral : AbstractBase
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private readonly RingBuffer _buffer;
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private readonly double[] _spatialWeights;
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[StructLayout(LayoutKind.Auto)]
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private record struct State(double SumSq, 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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/// <summary>
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/// Creates a Bilateral Filter with specified parameters.
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@@ -49,6 +51,7 @@ public sealed class Bilateral : AbstractBase
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_buffer = new RingBuffer(period);
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Name = $"Bilateral({period}, {sigmaSRatio:F2}, {sigmaRMult:F2})";
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WarmupPeriod = period;
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_handler = Handle;
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_spatialWeights = new double[period];
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PrecalculateSpatialWeights();
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@@ -57,7 +60,7 @@ public sealed class Bilateral : AbstractBase
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public Bilateral(ITValuePublisher source, int period, double sigmaSRatio = 0.5, double sigmaRMult = 1.0)
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: this(period, sigmaSRatio, sigmaRMult)
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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 override bool IsHot => _buffer.IsFull;
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@@ -113,6 +116,9 @@ public sealed class Bilateral : AbstractBase
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_p_state = _state;
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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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public override TSeries Update(TSeries source)
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{
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if (source.Count == 0) return [];
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@@ -171,7 +177,7 @@ public sealed class Bilateral : AbstractBase
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double result = CalculateBilateral();
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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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