style patterns

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
+4
View File
@@ -392,7 +392,9 @@ public class SumTests
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
for (int i = 0; i < source.Length; i++)
{
source[i] = gbm.Next().Close;
}
Sum.Batch(source.AsSpan(), output.AsSpan(), 100);
@@ -520,7 +522,9 @@ public class SumTests
{
var series = new TSeries();
for (int i = 1; i <= 10; i++)
{
series.Add(DateTime.UtcNow, i * 10);
}
// 10, 20, 30, 40, 50, 60, 70, 80, 90, 100
var (results, indicator) = Sum.Calculate(series, 5);
+9 -2
View File
@@ -26,9 +26,16 @@ public sealed class SumValidationTests : IDisposable
private void Dispose(bool disposing)
{
if (_disposed) return;
if (_disposed)
{
return;
}
_disposed = true;
if (disposing) _testData?.Dispose();
if (disposing)
{
_testData?.Dispose();
}
}
[Fact]
+88 -59
View File
@@ -67,7 +67,9 @@ public sealed class Sum : AbstractBase
public Sum(int period)
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
_period = period;
_buffer = new RingBuffer(period);
@@ -163,7 +165,10 @@ public sealed class Sum : AbstractBase
/// </summary>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
if (source.Length == 0) return;
if (source.Length == 0)
{
return;
}
// Reset state
_buffer.Clear();
@@ -284,7 +289,10 @@ public sealed class Sum : AbstractBase
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
if (source.Count == 0)
{
return [];
}
int len = source.Count;
var t = new List<long>(len);
@@ -325,12 +333,20 @@ public sealed class Sum : AbstractBase
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length", nameof(output));
}
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
int len = source.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
CalculateScalarCore(source, output, period);
}
@@ -378,72 +394,82 @@ public sealed class Sum : AbstractBase
int tickCount = 0;
// Warmup phase
int warmupEnd = Math.Min(period, len);
for (int i = 0; i < warmupEnd; i++)
{
double val = source[i];
if (double.IsFinite(val))
lastValid = val;
else
val = lastValid;
int warmupEnd = Math.Min(period, len);
for (int i = 0; i < warmupEnd; i++)
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
// Kahan-Babuška add
double y = val - c;
double t = sum + y;
c = t - sum - y;
sum = t;
// Kahan-Babuška add
double y = val - c;
double t = sum + y;
c = t - sum - y;
sum = t;
double z = c - cc;
double tt = sum + z;
cc = tt - sum - z;
sum = tt;
double z = c - cc;
double tt = sum + z;
cc = tt - sum - z;
sum = tt;
buffer[i] = val;
output[i] = sum;
}
buffer[i] = val;
output[i] = sum;
}
// Main phase with sliding window
for (int i = period; i < len; i++)
{
double val = source[i];
if (double.IsFinite(val))
lastValid = val;
else
val = lastValid;
// Main phase with sliding window
for (int i = period; i < len; i++)
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
double oldVal = buffer[bufferIndex];
double oldVal = buffer[bufferIndex];
// Kahan-Babuška subtract old value
double yS = -oldVal - c;
double tS = sum + yS;
c = tS - sum - yS;
sum = tS;
// Kahan-Babuška subtract old value
double yS = -oldVal - c;
double tS = sum + yS;
c = tS - sum - yS;
sum = tS;
double zS = c - cc;
double ttS = sum + zS;
cc = ttS - sum - zS;
sum = ttS;
double zS = c - cc;
double ttS = sum + zS;
cc = ttS - sum - zS;
sum = ttS;
// Kahan-Babuška add new value
double yA = val - c;
double tA = sum + yA;
c = tA - sum - yA;
sum = tA;
// Kahan-Babuška add new value
double yA = val - c;
double tA = sum + yA;
c = tA - sum - yA;
sum = tA;
double zA = c - cc;
double ttA = sum + zA;
cc = ttA - sum - zA;
sum = ttA;
double zA = c - cc;
double ttA = sum + zA;
cc = ttA - sum - zA;
sum = ttA;
buffer[bufferIndex] = val;
bufferIndex++;
if (bufferIndex >= period)
bufferIndex = 0;
buffer[bufferIndex] = val;
bufferIndex++;
if (bufferIndex >= period)
{
bufferIndex = 0;
}
output[i] = sum;
output[i] = sum;
// Periodic resync for long sequences
tickCount++;
// Periodic resync for long sequences
tickCount++;
if (tickCount >= ResyncInterval)
{
tickCount = 0;
@@ -468,7 +494,10 @@ public sealed class Sum : AbstractBase
}
finally
{
if (bufferArray != null) ArrayPool<double>.Shared.Return(bufferArray);
if (bufferArray != null)
{
ArrayPool<double>.Shared.Return(bufferArray);
}
}
}
@@ -482,4 +511,4 @@ public sealed class Sum : AbstractBase
_p_state = default;
Last = default;
}
}
}