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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/wma/Wma.cs
+32 -37
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@@ -32,10 +32,10 @@ public sealed class Wma : ITValuePublisher
private readonly double _divisor;
private readonly RingBuffer _buffer;
private double _sum, _wsum;
private double _p_sum, _p_wsum, _p_lastInput;
private double _lastValidValue, _p_lastValidValue;
private int _tickCount;
private record struct State(double Sum, double WSum, double LastInput, double LastValidValue, int TickCount);
private State _state;
private State _p_state;
private const int ResyncInterval = 1000;
public string Name { get; }
@@ -63,10 +63,10 @@ public sealed class Wma : ITValuePublisher
{
if (double.IsFinite(input))
{
_lastValidValue = input;
_state.LastValidValue = input;
return input;
}
return _lastValidValue;
return _state.LastValidValue;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -74,24 +74,24 @@ public sealed class Wma : ITValuePublisher
{
if (_buffer.IsFull)
{
double oldSum = _sum;
double oldSum = _state.Sum;
double oldest = _buffer.Oldest;
_sum = _sum - oldest + val;
_wsum = _wsum - oldSum + (_period * val);
_state.Sum = _state.Sum - oldest + val;
_state.WSum = _state.WSum - oldSum + (_period * val);
}
else
{
int count = _buffer.Count + 1;
_sum += val;
_wsum += count * val;
_state.Sum += val;
_state.WSum += count * val;
}
_buffer.Add(val);
_tickCount++;
if (_buffer.IsFull && _tickCount >= ResyncInterval)
_state.TickCount++;
if (_buffer.IsFull && _state.TickCount >= ResyncInterval)
{
_tickCount = 0;
_state.TickCount = 0;
double recalcSum = 0;
double recalcWsum = 0;
int weight = 1;
@@ -101,8 +101,8 @@ public sealed class Wma : ITValuePublisher
recalcWsum += weight * item;
weight++;
}
_sum = recalcSum;
_wsum = recalcWsum;
_state.Sum = recalcSum;
_state.WSum = recalcWsum;
}
}
@@ -113,29 +113,24 @@ public sealed class Wma : ITValuePublisher
{
double val = GetValidValue(input.Value);
UpdateState(val);
_state.LastInput = val;
_p_sum = _sum;
_p_wsum = _wsum;
_p_lastInput = val;
_p_lastValidValue = _lastValidValue;
_p_state = _state;
}
else
{
_lastValidValue = _p_lastValidValue;
_state = _p_state;
double val = GetValidValue(input.Value);
_sum = _p_sum;
_wsum = _p_wsum;
int weight = _buffer.IsFull ? _period : _buffer.Count;
_sum = _sum - _p_lastInput + val;
_wsum += weight * (val - _p_lastInput);
_state.Sum = _state.Sum - _state.LastInput + val;
_state.WSum += weight * (val - _state.LastInput);
_buffer.UpdateNewest(val);
}
double currentDivisor = _buffer.IsFull ? _divisor : (double)_buffer.Count * (_buffer.Count + 1) * 0.5;
Last = new TValue(input.Time, _wsum / currentDivisor);
Last = new TValue(input.Time, _state.WSum / currentDivisor);
Pub?.Invoke(Last);
return Last;
}
@@ -162,35 +157,34 @@ public sealed class Wma : ITValuePublisher
if (startIndex > 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;
_wsum = 0;
_tickCount = 0;
_state.Sum = 0;
_state.WSum = 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_wsum = _wsum;
_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);
@@ -754,7 +748,8 @@ public sealed class Wma : ITValuePublisher
public void Reset()
{
_buffer.Clear();
_sum = _wsum = _p_sum = _p_wsum = _p_lastInput = _lastValidValue = _p_lastValidValue = 0;
_state = default;
_p_state = default;
Last = default;
}
}