namespace QuanTAlib;
///
/// Calculates the median value over a specified period.
/// Provides a measure of central tendency that is robust to outliers.
///
public class Median : AbstractBase
{
private readonly int Period;
private readonly CircularBuffer _buffer;
///
/// Initializes a new instance of the Median class.
///
/// The number of data points to consider. Must be at least 1.
///
/// Thrown when the period is less than 1.
///
public Median(int period) : base()
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period),
"Period must be greater than or equal to 1.");
}
Period = period;
WarmupPeriod = period;
_buffer = new CircularBuffer(period);
Name = $"Median(period={period})";
Init();
}
///
/// Initializes a new instance of the Median class with a data source.
///
/// The source object that publishes data.
/// The number of data points to consider.
public Median(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
///
/// Manages the state of the indicator.
///
/// Indicates if the current data point is new.
protected override void ManageState(bool isNew)
{
if (isNew)
{
_lastValidValue = Input.Value;
_index++;
}
}
///
/// Performs the median calculation.
///
///
/// The current median value of the dataset.
///
///
/// Uses a sorting approach to find the median. If there's not enough data,
/// it uses the average as a temporary measure.
///
protected override double Calculation()
{
ManageState(Input.IsNew);
_buffer.Add(Input.Value, Input.IsNew);
double median;
if (_index >= Period)
{
var sortedValues = _buffer.GetSpan().ToArray();
Array.Sort(sortedValues);
int middleIndex = sortedValues.Length / 2;
if (sortedValues.Length % 2 == 0)
{
// Even number of values: average of two middle values
median = (sortedValues[middleIndex - 1] + sortedValues[middleIndex]) / 2.0;
}
else
{
// Odd number of values: middle value
median = sortedValues[middleIndex];
}
}
else
{
// Not enough data, use average as temporary measure
median = _buffer.Average();
}
IsHot = _index >= WarmupPeriod;
return median;
}
}