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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
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lib/trends_IIR/mma/Mma.Validation.Tests.cs
+14
View File
@@ -68,9 +68,13 @@ public class MmaValidationTests
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -79,16 +83,22 @@ public class MmaValidationTests
}
if (count < window)
{
count++;
}
else
{
sum -= buffer[head];
}
buffer[head] = val;
sum += val;
head++;
if (head == window)
{
head = 0;
}
double sma = sum / count;
double weightedSum = ComputeWeightedSum(buffer, head, count);
@@ -101,7 +111,9 @@ public class MmaValidationTests
{
int idx = head - 1;
if (idx < 0)
{
idx = count - 1;
}
double weightedSum = 0.0;
for (int i = 0; i < count; i++)
@@ -111,7 +123,9 @@ public class MmaValidationTests
idx--;
if (idx < 0)
{
idx = count - 1;
}
}
return weightedSum;
lib/trends_IIR/mma/Mma.cs
+42 -3
View File
@@ -74,9 +74,13 @@ public sealed class Mma : AbstractBase
double val = input.Value;
if (double.IsFinite(val))
{
_lastValidValue = val;
}
else
{
val = _lastValidValue;
}
if (double.IsNaN(val))
{
@@ -97,7 +101,10 @@ public sealed class Mma : AbstractBase
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
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);
@@ -123,9 +130,13 @@ public sealed class Mma : AbstractBase
{
double val = source.Values[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -175,10 +186,16 @@ public sealed class Mma : 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.ThrowIfLessThan(period, 2);
if (source.Length == 0) return;
if (source.Length == 0)
{
return;
}
int window = Math.Min(Math.Max(2, period), MaxPeriod);
double sum = 0.0;
@@ -196,9 +213,13 @@ public sealed class Mma : AbstractBase
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = val;
}
else
{
val = lastValid;
}
if (double.IsNaN(val))
{
@@ -207,16 +228,22 @@ public sealed class Mma : AbstractBase
}
if (count < window)
{
count++;
}
else
{
sum -= buffer[head];
}
buffer[head] = val;
sum += val;
head++;
if (head == window)
{
head = 0;
}
double sma = sum / count;
double weightedSum = ComputeWeightedSum(buffer, head, count);
@@ -252,7 +279,9 @@ public sealed class Mma : AbstractBase
{
int count = _buffer.Count;
if (count <= 0)
{
return double.NaN;
}
double sma = _buffer.Sum / count;
double weightedSum = ComputeWeightedSum(_buffer, count);
@@ -260,7 +289,9 @@ public sealed class Mma : AbstractBase
double result = Math.FusedMultiplyAdd(weightedSum, 6.0 / denom, sma);
if (!state.IsHot && count >= _period)
{
state.IsHot = true;
}
return result;
}
@@ -274,7 +305,9 @@ public sealed class Mma : AbstractBase
int idx = start + count - 1;
if (idx >= capacity)
{
idx -= capacity;
}
double weightedSum = 0.0;
for (int i = 0; i < count; i++)
@@ -284,7 +317,9 @@ public sealed class Mma : AbstractBase
idx--;
if (idx < 0)
{
idx += capacity;
}
}
return weightedSum;
@@ -295,7 +330,9 @@ public sealed class Mma : AbstractBase
{
int idx = head - 1;
if (idx < 0)
{
idx = count - 1;
}
double weightedSum = 0.0;
for (int i = 0; i < count; i++)
@@ -305,9 +342,11 @@ public sealed class Mma : AbstractBase
idx--;
if (idx < 0)
{
idx = count - 1;
}
}
return weightedSum;
}
}
}