gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 12:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

style patterns

Browse Source
This commit is contained in:
Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/errors/mdape/Mdape.cs
+57 -8
View File
@@ -33,7 +33,9 @@ public sealed class Mdape : AbstractBase
public Mdape(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_buffer = new RingBuffer(period);
_sortBuffer = new double[period];
@@ -73,14 +75,22 @@ public sealed class Mdape : AbstractBase
private TValue UpdateCore(DateTime time, double actualVal, double predictedVal, bool isNew)
{
if (!double.IsFinite(actualVal))
{
actualVal = double.IsFinite(_state.LastValidActual) ? _state.LastValidActual : 1.0;
}
else
{
_state.LastValidActual = actualVal;
}
if (!double.IsFinite(predictedVal))
{
predictedVal = double.IsFinite(_state.LastValidPredicted) ? _state.LastValidPredicted : 0.0;
}
else
{
_state.LastValidPredicted = predictedVal;
}
// Calculate absolute percentage error
double absActual = Math.Abs(actualVal);
@@ -124,7 +134,10 @@ public sealed class Mdape : AbstractBase
private double CalculateMedian()
{
int count = _buffer.Count;
if (count == 0) return 0.0;
if (count == 0)
{
return 0.0;
}
// Copy buffer contents to sort buffer using GetSequencedSpans to handle wraparound
_buffer.GetSequencedSpans(out var first, out var second);
@@ -151,7 +164,9 @@ public sealed class Mdape : AbstractBase
public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
{
if (actual.Count != predicted.Count)
{
throw new ArgumentException("Actual and predicted series must have the same length", nameof(predicted));
}
int len = actual.Count;
var t = new List<long>(len);
@@ -172,12 +187,20 @@ public sealed class Mdape : AbstractBase
public static void Batch(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output, int period)
{
if (actual.Length != predicted.Length || actual.Length != output.Length)
{
throw new ArgumentException("All spans must have the same length", nameof(output));
}
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
int len = actual.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
// Use dual-heap sliding median for O(log n) updates instead of O(n log n) sort per element
var slidingMedian = new SlidingMedianHeap(period);
@@ -187,11 +210,19 @@ public sealed class Mdape : AbstractBase
for (int k = 0; k < len; k++)
{
if (double.IsFinite(actual[k]) && Math.Abs(actual[k]) >= 1e-10) { lastValidActual = actual[k]; break; }
if (double.IsFinite(actual[k]) && Math.Abs(actual[k]) >= 1e-10)
{
lastValidActual = actual[k];
break;
}
}
for (int k = 0; k < len; k++)
{
if (double.IsFinite(predicted[k])) { lastValidPredicted = predicted[k]; break; }
if (double.IsFinite(predicted[k]))
{
lastValidPredicted = predicted[k];
break;
}
}
for (int i = 0; i < len; i++)
@@ -199,8 +230,23 @@ public sealed class Mdape : AbstractBase
double act = actual[i];
double pred = predicted[i];
if (double.IsFinite(act) && Math.Abs(act) >= 1e-10) lastValidActual = act; else act = lastValidActual;
if (double.IsFinite(pred)) lastValidPredicted = pred; else pred = lastValidPredicted;
if (double.IsFinite(act) && Math.Abs(act) >= 1e-10)
{
lastValidActual = act;
}
else
{
act = lastValidActual;
}
if (double.IsFinite(pred))
{
lastValidPredicted = pred;
}
else
{
pred = lastValidPredicted;
}
double absActual = Math.Abs(act);
double absError = Math.Abs(act - pred);
@@ -255,7 +301,10 @@ public sealed class Mdape : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public double GetMedian()
{
if (_lowerCount == 0 && _upperCount == 0) return 0.0;
if (_lowerCount == 0 && _upperCount == 0)
{
return 0.0;
}
if (_lowerCount > _upperCount)
{
@@ -353,4 +402,4 @@ public sealed class Mdape : AbstractBase
}
}
}
}
}