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Refactor trend indicators to use record structs for state management

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This commit is contained in:
Miha Kralj
2025-12-10 21:58:45 -05:00
parent cfc54bf1f7
commit e6033638ad
17 changed files with 390 additions and 484 deletions
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lib/trends/sma/Sma.cs
+24 -34
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@@ -31,12 +31,9 @@ public sealed class Sma : ITValuePublisher
private readonly int _period;
private readonly RingBuffer _buffer;
private double _sum;
private double _p_sum;
private double _p_lastInput;
private double _lastValidValue;
private double _p_lastValidValue;
private int _tickCount;
private record struct State(double Sum, double LastInput, double LastValidValue, int TickCount);
private State _state;
private State _p_state;
private const int ResyncInterval = 1000;
@@ -85,10 +82,10 @@ public sealed class Sma : ITValuePublisher
{
if (double.IsFinite(input))
{
_lastValidValue = input;
_state.LastValidValue = input;
return input;
}
return _lastValidValue;
return _state.LastValidValue;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -96,19 +93,18 @@ public sealed class Sma : ITValuePublisher
{
double removedValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest : 0.0;
_sum = _sum - removedValue + val;
_state.Sum = _state.Sum - removedValue + val;
_buffer.Add(val);
_tickCount++;
if (_buffer.IsFull && _tickCount >= ResyncInterval)
_state.TickCount++;
if (_buffer.IsFull && _state.TickCount >= ResyncInterval)
{
_tickCount = 0;
_sum = _buffer.RecalculateSum();
_state.TickCount = 0;
_state.Sum = _buffer.RecalculateSum();
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue input, bool isNew = true)
{
@@ -116,21 +112,20 @@ public sealed class Sma : ITValuePublisher
{
double val = GetValidValue(input.Value);
UpdateState(val);
_state.LastInput = val;
_p_sum = _sum;
_p_lastInput = val;
_p_lastValidValue = _lastValidValue;
_p_state = _state;
}
else
{
_lastValidValue = _p_lastValidValue;
_state = _p_state;
double val = GetValidValue(input.Value);
_sum = _p_sum - _p_lastInput + val;
_state.Sum = _state.Sum - _state.LastInput + val;
_buffer.UpdateNewest(val);
}
double result = _sum / _buffer.Count;
double result = _state.Sum / _buffer.Count;
Last = new TValue(input.Time, result);
Pub?.Invoke(Last);
return Last;
@@ -158,34 +153,33 @@ public sealed class Sma : ITValuePublisher
if (startIndex > 0)
{
_lastValidValue = 0;
_state.LastValidValue = 0;
for (int i = startIndex - 1; i >= 0; i--)
{
if (double.IsFinite(source.Values[i]))
{
_lastValidValue = source.Values[i];
_state.LastValidValue = source.Values[i];
break;
}
}
}
else
{
_lastValidValue = 0;
_state.LastValidValue = 0;
}
_buffer.Clear();
_sum = 0;
_tickCount = 0;
_state.Sum = 0;
_state.TickCount = 0;
for (int i = startIndex; i < len; i++)
{
double val = GetValidValue(source.Values[i]);
UpdateState(val);
_state.LastInput = val;
}
_p_sum = _sum;
_p_lastInput = GetValidValue(source.Values[len - 1]);
_p_lastValidValue = _lastValidValue;
_p_state = _state;
Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
return new TSeries(t, v);
@@ -528,12 +522,8 @@ public sealed class Sma : ITValuePublisher
public void Reset()
{
_buffer.Clear();
_sum = 0;
_p_sum = 0;
_p_lastInput = 0;
_lastValidValue = 0;
_p_lastValidValue = 0;
_tickCount = 0;
_state = default;
_p_state = default;
Last = default;
}
}