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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/trima/Trima.cs
+73 -67
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@@ -31,18 +31,19 @@ public sealed class Trima : ITValuePublisher
private readonly RingBuffer _buffer1;
private readonly RingBuffer _buffer2;
private double _sum1, _p_sum1, _p_lastInput1, _lastValidValue1, _p_lastValidValue1;
private int _tickCount1;
private record struct State(
double Sum1, double LastInput1, double LastValidValue1, int TickCount1, double NextRemoved1,
double Sum2, double LastInput2, int TickCount2, double NextRemoved2,
int SampleCount
);
private State _state;
private State _p_state;
private double _sum2, _p_sum2, _p_lastInput2;
private int _tickCount2;
private int _sampleCount;
private const int ResyncInterval = 1000;
public string Name { get; }
public TValue Last { get; private set; }
public bool IsHot => _sampleCount >= _period;
public bool IsHot => _state.SampleCount >= _period;
public event Action<TValue>? Pub;
public Trima(int period)
@@ -69,10 +70,10 @@ public sealed class Trima : ITValuePublisher
{
if (double.IsFinite(input))
{
_lastValidValue1 = input;
_state.LastValidValue1 = input;
return input;
}
return _lastValidValue1;
return _state.LastValidValue1;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -80,61 +81,72 @@ public sealed class Trima : ITValuePublisher
{
if (isNew)
{
_sampleCount++;
// SMA 1
double val1 = GetValidValue(input.Value);
double removed1 = _buffer1.Count == _buffer1.Capacity ? _buffer1.Oldest : 0.0;
_sum1 = _sum1 - removed1 + val1;
_buffer1.Add(val1);
_tickCount1++;
if (_buffer1.IsFull && _tickCount1 >= ResyncInterval)
{
_tickCount1 = 0;
_sum1 = _buffer1.Sum();
}
_p_sum1 = _sum1;
_p_lastInput1 = val1;
_p_lastValidValue1 = _lastValidValue1;
double sma1Result = _sum1 / _buffer1.Count;
// SMA 2
double removed2 = _buffer2.Count == _buffer2.Capacity ? _buffer2.Oldest : 0.0;
_sum2 = _sum2 - removed2 + sma1Result;
_buffer2.Add(sma1Result);
_tickCount2++;
if (_buffer2.IsFull && _tickCount2 >= ResyncInterval)
{
_tickCount2 = 0;
_sum2 = _buffer2.Sum();
}
_p_sum2 = _sum2;
_p_lastInput2 = sma1Result;
Last = new TValue(input.Time, _sum2 / _buffer2.Count);
_p_state = _state;
_state.SampleCount++;
}
else
{
// SMA 1 Correction
_lastValidValue1 = _p_lastValidValue1;
double val1 = GetValidValue(input.Value);
_sum1 = _p_sum1 - _p_lastInput1 + val1;
_buffer1.UpdateNewest(val1);
double sma1Result = _sum1 / _buffer1.Count;
// SMA 2 Correction
_sum2 = _p_sum2 - _p_lastInput2 + sma1Result;
_buffer2.UpdateNewest(sma1Result);
Last = new TValue(input.Time, _sum2 / _buffer2.Count);
_state = _p_state;
}
// SMA 1
double val1 = GetValidValue(input.Value);
if (isNew)
{
double removed1 = _buffer1.Count == _buffer1.Capacity ? _buffer1.Oldest : 0.0;
_state.Sum1 = _state.Sum1 - removed1 + val1;
_buffer1.Add(val1);
// Store NextRemoved1 for next step
_state.NextRemoved1 = _buffer1.Count == _buffer1.Capacity ? _buffer1.Oldest : 0.0;
_state.TickCount1++;
if (_buffer1.IsFull && _state.TickCount1 >= ResyncInterval)
{
_state.TickCount1 = 0;
_state.Sum1 = _buffer1.Sum();
}
}
else
{
// Use NextRemoved1 from _p_state
double removed1 = _p_state.NextRemoved1;
_state.Sum1 = _p_state.Sum1 - removed1 + val1;
_buffer1.UpdateNewest(val1);
}
_state.LastInput1 = val1;
double sma1Result = _state.Sum1 / _buffer1.Count;
// SMA 2
if (isNew)
{
double removed2 = _buffer2.Count == _buffer2.Capacity ? _buffer2.Oldest : 0.0;
_state.Sum2 = _state.Sum2 - removed2 + sma1Result;
_buffer2.Add(sma1Result);
// Store NextRemoved2 for next step
_state.NextRemoved2 = _buffer2.Count == _buffer2.Capacity ? _buffer2.Oldest : 0.0;
_state.TickCount2++;
if (_buffer2.IsFull && _state.TickCount2 >= ResyncInterval)
{
_state.TickCount2 = 0;
_state.Sum2 = _buffer2.Sum();
}
}
else
{
// Use NextRemoved2 from _p_state
double removed2 = _p_state.NextRemoved2;
_state.Sum2 = _p_state.Sum2 - removed2 + sma1Result;
_buffer2.UpdateNewest(sma1Result);
}
_state.LastInput2 = sma1Result;
Last = new TValue(input.Time, _state.Sum2 / _buffer2.Count);
Pub?.Invoke(Last);
return Last;
}
@@ -203,14 +215,8 @@ public sealed class Trima : ITValuePublisher
{
_buffer1.Clear();
_buffer2.Clear();
_sum1 = _p_sum1 = _p_lastInput1 = _lastValidValue1 = _p_lastValidValue1 = 0;
_tickCount1 = 0;
_sum2 = _p_sum2 = _p_lastInput2 = 0;
_tickCount2 = 0;
_sampleCount = 0;
_state = default;
_p_state = default;
Last = default;
}
}