gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-23 13:08:04 +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/filters/loess/Loess.Validation.Tests.cs
+2 -2
View File
@@ -61,7 +61,7 @@ public class LoessValidationTests : IDisposable
// Check after warmup
for (int i = 10; i < 50; i++)
{
Assert.Equal(expected[i], actual[i], 1e-6);
Assert.Equal(expected[i], actual[i], 1e-6);
}
}
}
}
lib/filters/loess/Loess.cs
+37 -12
View File
@@ -156,7 +156,10 @@ public sealed class Loess : AbstractBase
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
if (source.Count == 0)
{
return [];
}
// Use static Calculate for performance on the whole series
var resultValues = new double[source.Count];
@@ -175,13 +178,18 @@ public sealed class Loess : AbstractBase
// Restore Snap history if possible
if (startup > 0)
{
double lastFinite = 0;
bool found = false;
for(int k=startup-1; k>=0; k--)
{
if (double.IsFinite(source.Values[k])) { lastFinite = source.Values[k]; found=true; break; }
}
if(found) { _snap.LastFiniteInput = lastFinite; _snap.HasFiniteInput = true; _pSnap = _snap; }
double lastFinite = 0;
bool found = false;
for (int k = startup - 1; k >= 0; k--)
{
if (double.IsFinite(source.Values[k]))
{
lastFinite = source.Values[k];
found = true;
break;
}
}
if (found) { _snap.LastFiniteInput = lastFinite; _snap.HasFiniteInput = true; _pSnap = _snap; }
}
for (int i = startup; i < source.Count; i++)
@@ -213,7 +221,10 @@ public sealed class Loess : AbstractBase
for (int i = 0; i < period; i++)
{
double dist = Math.Abs(i - halfWindow) / bandwidth;
if (dist >= 1.0) dist = 0.9999;
if (dist >= 1.0)
{
dist = 0.9999;
}
double t = 1.0 - dist * dist * dist;
double w = t * t * t;
@@ -226,14 +237,21 @@ public sealed class Loess : AbstractBase
}
double delta = weightSum * x2Sum - xSum * xSum;
if (Math.Abs(delta) < double.Epsilon) delta = 1.0;
if (Math.Abs(delta) < double.Epsilon)
{
delta = 1.0;
}
double targetX = -halfWindow;
for (int i = 0; i < period; i++)
{
double dist = Math.Abs(i - halfWindow) / bandwidth;
if (dist >= 1.0) dist = 0.9999;
if (dist >= 1.0)
{
dist = 0.9999;
}
double t = 1.0 - dist * dist * dist;
double w = t * t * t;
double xi = i - halfWindow;
@@ -252,7 +270,10 @@ public sealed class Loess : AbstractBase
{
// a and b expected to be same length (slice called in Update ensures this)
int length = a.Length;
if (length == 0) return 0;
if (length == 0)
{
return 0;
}
int i = 0;
double sum = 0;
@@ -296,10 +317,14 @@ public sealed class Loess : AbstractBase
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output spans must be of equal length.", nameof(output));
}
if (period < 3)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be at least 3.");
}
int adjPeriod = (period & 1) == 0 ? period + 1 : period;