using System.Runtime.CompilerServices; using System.Runtime.InteropServices; namespace QuanTAlib; /// /// PSL: Psychological Line /// /// /// Percentage of up-bars over a lookback period: /// PSL = 100 × (count of up-bars in period) / period /// /// An "up-bar" is when source > source[1]. /// Uses a circular buffer storing 1.0 (up) or 0.0 (down/unchanged) with running sum. /// Output range: [0, 100]. /// /// References: /// Japanese technical analysis tradition /// PineScript reference: psl.pine /// [SkipLocalsInit] public sealed class Psl : AbstractBase { private readonly int _period; private readonly RingBuffer _buffer; [StructLayout(LayoutKind.Auto)] private record struct State( double UpSum, double PrevValue, double LastValid, int Count); private State _state; private State _p_state; /// /// Creates Psychological Line with specified period. /// /// Lookback period (must be > 0) public Psl(int period = 12) { if (period <= 0) { throw new ArgumentException("Period must be greater than 0", nameof(period)); } _period = period; _buffer = new RingBuffer(period); Name = $"Psl({period})"; WarmupPeriod = period; _state = new State(UpSum: 0, PrevValue: double.NaN, LastValid: 0, Count: 0); _p_state = _state; } /// /// Creates PSL with specified source and period. /// public Psl(ITValuePublisher source, int period = 12) : this(period) { source.Pub += Handle; } [MethodImpl(MethodImplOptions.AggressiveInlining)] private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew); public override bool IsHot => _buffer.IsFull; /// Period of the indicator. public int Period => _period; [MethodImpl(MethodImplOptions.AggressiveInlining)] public override TValue Update(TValue input, bool isNew = true) { if (isNew) { _p_state = _state; } else { _state = _p_state; } double value = input.Value; if (!double.IsFinite(value)) { value = double.IsFinite(_state.LastValid) ? _state.LastValid : 0.0; } else { _state.LastValid = value; } double upVal = double.IsFinite(_state.PrevValue) && value > _state.PrevValue ? 1.0 : 0.0; if (isNew) { if (_buffer.IsFull) { _state.UpSum -= _buffer[0]; } _state.UpSum += upVal; _buffer.Add(upVal); _state.PrevValue = value; _state.Count = _buffer.Count; } else { _buffer.UpdateNewest(upVal); // Recompute sum from buffer to avoid drift from mismatched eviction state double sum = 0; for (int j = 0; j < _buffer.Count; j++) { sum += _buffer[j]; } _state.UpSum = sum; _state.PrevValue = value; _state.Count = _buffer.Count; } double result = 100.0 * _state.UpSum / Math.Max(1, _state.Count); Last = new TValue(input.Time, result); PubEvent(Last, isNew); return Last; } public override TSeries Update(TSeries source) { int len = source.Count; var t = new List(len); var v = new List(len); CollectionsMarshal.SetCount(t, len); CollectionsMarshal.SetCount(v, len); Batch(source.Values, CollectionsMarshal.AsSpan(v), _period); source.Times.CopyTo(CollectionsMarshal.AsSpan(t)); for (int i = 0; i < len; i++) { Update(new TValue(source.Times[i], source.Values[i]), isNew: true); } return new TSeries(t, v); } public override void Prime(ReadOnlySpan source, TimeSpan? step = null) { TimeSpan interval = step ?? TimeSpan.FromTicks(1); DateTime baseTime = DateTime.UtcNow - (interval * (source.Length - 1)); for (int i = 0; i < source.Length; i++) { Update(new TValue(baseTime + (interval * i), source[i]), isNew: true); } } public override void Reset() { _buffer.Clear(); _state = new State(UpSum: 0, PrevValue: double.NaN, LastValid: 0, Count: 0); _p_state = _state; Last = default; } /// Calculates PSL for entire series. public static TSeries Batch(TSeries source, int period = 12) { int len = source.Count; var t = new List(len); var v = new List(len); CollectionsMarshal.SetCount(t, len); CollectionsMarshal.SetCount(v, len); Batch(source.Values, CollectionsMarshal.AsSpan(v), period); source.Times.CopyTo(CollectionsMarshal.AsSpan(t)); return new TSeries(t, v); } /// Batch PSL via circular buffer with running sum of up-bars. [MethodImpl(MethodImplOptions.AggressiveInlining)] public static void Batch(ReadOnlySpan source, Span output, int period = 12) { if (source.Length != output.Length) { throw new ArgumentException("Source and output must have the same length", nameof(output)); } if (period <= 0) { throw new ArgumentException("Period must be greater than 0", nameof(period)); } int len = source.Length; if (len == 0) { return; } var buffer = new RingBuffer(period); double upSum = 0.0; double lastValid = 0.0; double prevValue = double.NaN; for (int i = 0; i < len; i++) { double val = source[i]; if (!double.IsFinite(val)) { val = lastValid; } else { lastValid = val; } double upVal = double.IsFinite(prevValue) && val > prevValue ? 1.0 : 0.0; if (buffer.IsFull) { upSum -= buffer[0]; } upSum += upVal; buffer.Add(upVal); prevValue = val; output[i] = 100.0 * upSum / Math.Max(1, buffer.Count); } } /// Creates a PSL indicator, processes source, returns results with indicator. public static (TSeries Results, Psl Indicator) Calculate(TSeries source, int period = 12) { var indicator = new Psl(period); return (indicator.Update(source), indicator); } }