gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 03:58:04 +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/rsquared/Rsquared.cs
+69 -8
View File
@@ -44,7 +44,9 @@ public sealed class Rsquared : AbstractBase
public Rsquared(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_actualBuffer = new RingBuffer(period);
_sqResidualBuffer = new RingBuffer(period);
@@ -62,14 +64,22 @@ public sealed class Rsquared : AbstractBase
double predictedVal = predicted.Value;
if (!double.IsFinite(actualVal))
{
actualVal = double.IsFinite(_state.LastValidActual) ? _state.LastValidActual : 0.0;
}
else
{
_state.LastValidActual = actualVal;
}
if (!double.IsFinite(predictedVal))
{
predictedVal = double.IsFinite(_state.LastValidPredicted) ? _state.LastValidPredicted : 0.0;
}
else
{
_state.LastValidPredicted = predictedVal;
}
if (isNew)
{
@@ -171,7 +181,9 @@ public sealed class Rsquared : 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);
@@ -192,12 +204,20 @@ public sealed class Rsquared : 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;
}
const int StackAllocThreshold = 256;
Span<double> actualBuffer = period <= StackAllocThreshold
@@ -218,11 +238,19 @@ public sealed class Rsquared : AbstractBase
for (int k = 0; k < len; k++)
{
if (double.IsFinite(actual[k])) { lastValidActual = actual[k]; break; }
if (double.IsFinite(actual[k]))
{
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;
}
}
int bufferIndex = 0;
@@ -234,8 +262,23 @@ public sealed class Rsquared : AbstractBase
double act = actual[i];
double pred = predicted[i];
if (double.IsFinite(act)) lastValidActual = act; else act = lastValidActual;
if (double.IsFinite(pred)) lastValidPredicted = pred; else pred = lastValidPredicted;
if (double.IsFinite(act))
{
lastValidActual = act;
}
else
{
act = lastValidActual;
}
if (double.IsFinite(pred))
{
lastValidPredicted = pred;
}
else
{
pred = lastValidPredicted;
}
actualSum += act;
actualBuffer[i] = act;
@@ -260,8 +303,23 @@ public sealed class Rsquared : AbstractBase
double act = actual[i];
double pred = predicted[i];
if (double.IsFinite(act)) lastValidActual = act; else act = lastValidActual;
if (double.IsFinite(pred)) lastValidPredicted = pred; else pred = lastValidPredicted;
if (double.IsFinite(act))
{
lastValidActual = act;
}
else
{
act = lastValidActual;
}
if (double.IsFinite(pred))
{
lastValidPredicted = pred;
}
else
{
pred = lastValidPredicted;
}
actualSum = actualSum - actualBuffer[bufferIndex] + act;
actualBuffer[bufferIndex] = act;
@@ -278,7 +336,10 @@ public sealed class Rsquared : AbstractBase
sqTotalBuffer[bufferIndex] = sqTotal;
bufferIndex++;
if (bufferIndex >= period) bufferIndex = 0;
if (bufferIndex >= period)
{
bufferIndex = 0;
}
output[i] = sqTotalSum > 1e-10 ? 1.0 - (sqResidualSum / sqTotalSum) : 1.0;