namespace QuanTAlib; using System; /* SMAPE: Symmetric Mean Absolute Percentage Error Measures the size of the error in percentage terms Sources: https://en.wikipedia.org/wiki/Symmetric_mean_absolute_percentage_error */ public class SMAPE_Series : Single_TSeries_Indicator { public SMAPE_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN) { if (base._data.Count > 0) { base.Add(base._data); } } private readonly System.Collections.Generic.List _buffer = new(); public override void Add((System.DateTime t, double v) TValue, bool update) { if (update) { _buffer[_buffer.Count - 1] = TValue.v; } else { _buffer.Add(TValue.v); } if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); } double _sma = 0; for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; } _sma /= this._buffer.Count; double _smape = 0; for (int i = 0; i < _buffer.Count; i++) { _smape += Math.Abs(_buffer[i] - _sma) / (Math.Abs(_buffer[i]) + Math.Abs(_sma)); } _smape /= this._buffer.Count; var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _smape); base.Add(result, update); } }