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Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/trends_IIR/hema/Hema.Validation.Tests.cs
+4
View File
@@ -90,9 +90,13 @@ public class HemaValidationTests
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
lib/trends_IIR/hema/Hema.cs
+44 -3
View File
@@ -119,9 +119,13 @@ public sealed class Hema : AbstractBase
double val = input.Value;
if (double.IsFinite(val))
{
_lastValidValue = val;
}
else
{
val = _lastValidValue;
}
if (double.IsNaN(val))
{
@@ -139,7 +143,10 @@ public sealed class Hema : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
if (source.Count == 0)
{
return [];
}
int len = source.Count;
List<long> t = new(len);
@@ -163,9 +170,13 @@ public sealed class Hema : AbstractBase
{
double val = sourceValues[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -214,17 +225,23 @@ public sealed class Hema : AbstractBase
double emaFast = state.EmaFastRaw * invFast;
double deLag = Math.FusedMultiplyAdd(-_ratio, emaSlow, emaFast) * _invOneMinusRatio;
if (!double.IsFinite(deLag))
{
deLag = input;
}
state.EmaSmoothRaw = Math.FusedMultiplyAdd(state.EmaSmoothRaw, _betaSmooth, _alphaSmooth * deLag);
double maxDecay = Math.Max(state.DecaySlow, Math.Max(state.DecayFast, state.DecaySmooth));
if (!state.IsHot && maxDecay <= CoverageThreshold)
{
state.IsHot = true;
}
state.Warmup = maxDecay > CompensatorThreshold;
if (!state.Warmup)
{
state.IsHot = true;
}
double result = state.EmaSmoothRaw * invSmooth;
if (!double.IsFinite(result))
@@ -238,11 +255,16 @@ public sealed class Hema : AbstractBase
double deLagFast = Math.FusedMultiplyAdd(-_ratio, state.EmaSlowRaw, state.EmaFastRaw) * _invOneMinusRatio;
if (!double.IsFinite(deLagFast))
{
deLagFast = input;
}
state.EmaSmoothRaw = Math.FusedMultiplyAdd(state.EmaSmoothRaw, _betaSmooth, _alphaSmooth * deLagFast);
if (!state.IsHot)
{
state.IsHot = true;
}
double fastResult = state.EmaSmoothRaw;
if (!double.IsFinite(fastResult))
@@ -263,10 +285,16 @@ public sealed class Hema : AbstractBase
public static void Calculate(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));
}
ArgumentOutOfRangeException.ThrowIfNegativeOrZero(period);
if (source.Length == 0) return;
if (source.Length == 0)
{
return;
}
double n = Math.Max((double)period, 2.0);
double alphaSlow = AlphaFromHalfLife(n);
@@ -296,9 +324,13 @@ public sealed class Hema : AbstractBase
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -323,7 +355,9 @@ public sealed class Hema : AbstractBase
double emaFast = emaFastRaw * invFast;
double deLag = Math.FusedMultiplyAdd(-ratio, emaSlow, emaFast) * invOneMinusRatio;
if (!double.IsFinite(deLag))
{
deLag = val;
}
emaSmoothRaw = Math.FusedMultiplyAdd(emaSmoothRaw, betaSmooth, alphaSmooth * deLag);
double result = emaSmoothRaw * invSmooth;
@@ -348,7 +382,10 @@ public sealed class Hema : AbstractBase
{
double deLag = Math.FusedMultiplyAdd(-ratio, emaSlowRaw, emaFastRaw) * invOneMinusRatio;
if (!double.IsFinite(deLag))
{
deLag = val;
}
emaSmoothRaw = Math.FusedMultiplyAdd(emaSmoothRaw, betaSmooth, alphaSmooth * deLag);
double result = emaSmoothRaw;
if (!double.IsFinite(result))
@@ -424,12 +461,16 @@ public sealed class Hema : AbstractBase
{
double maxDecay = Math.Max(_betaSlow, Math.Max(_betaFast, _betaSmooth));
if (maxDecay <= 0)
{
return 1;
}
double steps = Math.Log(CoverageThreshold) / Math.Log(maxDecay);
if (double.IsNaN(steps) || double.IsInfinity(steps) || steps <= 0)
{
return 1;
}
return (int)Math.Ceiling(steps);
}
}
}