using System; using System.Collections.Generic; namespace QuanTAlib { public class Slope : AbstractBase { private readonly int _period; private readonly CircularBuffer _buffer; private readonly CircularBuffer _timeBuffer; public double? Intercept { get; private set; } public double? StdDev { get; private set; } public double? RSquared { get; private set; } public double? Line { get; private set; } public Slope(int period) { if (period <= 1) { throw new ArgumentOutOfRangeException(nameof(period), period, "Period must be greater than 1 for Slope/Linear Regression."); } _period = period; WarmupPeriod = period; _buffer = new CircularBuffer(period); _timeBuffer = new CircularBuffer(period); Name = $"Slope(period={period})"; Init(); } public Slope(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public override void Init() { base.Init(); _buffer.Clear(); _timeBuffer.Clear(); Intercept = null; StdDev = null; RSquared = null; Line = null; } protected override void ManageState(bool isNew) { if (isNew) { _lastValidValue = Input.Value; _index++; } } protected override double Calculation() { ManageState(Input.IsNew); _buffer.Add(Input.Value, Input.IsNew); _timeBuffer.Add(Input.Time.Ticks, Input.IsNew); double slope = 0; if (_buffer.Count < 2) { return slope; // Return 0 when there are fewer than 2 points } int count = Math.Min(_buffer.Count, _period); var values = _buffer.GetSpan().ToArray(); // Calculate averages double sumX = 0, sumY = 0; for (int i = 0; i < count; i++) { sumX += i + 1; sumY += values[i]; } double avgX = sumX / count; double avgY = sumY / count; // Least squares method double sumSqX = 0, sumSqY = 0, sumSqXY = 0; for (int i = 0; i < count; i++) { double devX = (i + 1) - avgX; double devY = values[i] - avgY; sumSqX += devX * devX; sumSqY += devY * devY; sumSqXY += devX * devY; } if (sumSqX > 0) { slope = sumSqXY / sumSqX; Intercept = avgY - (slope * avgX); // Calculate Standard Deviation and R-Squared double stdDevX = Math.Sqrt(sumSqX / count); double stdDevY = Math.Sqrt(sumSqY / count); StdDev = stdDevY; if (stdDevX * stdDevY != 0) { double r = sumSqXY / (stdDevX * stdDevY) / count; RSquared = r * r; } // Calculate last Line value (y = mx + b) Line = (slope * count) + Intercept; } else { Intercept = null; StdDev = null; RSquared = null; Line = null; } IsHot = _buffer.Count == _period; return slope; } } }