namespace QuanTAlib; public class Huberloss : AbstractBase { private readonly CircularBuffer _actualBuffer; private readonly CircularBuffer _predictedBuffer; private readonly double _delta; public Huberloss(int period, double delta = 1.0) { if (period < 1) { throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1."); } if (delta <= 0) { throw new ArgumentOutOfRangeException(nameof(delta), "Delta must be greater than 0."); } WarmupPeriod = period; _actualBuffer = new CircularBuffer(period); _predictedBuffer = new CircularBuffer(period); _delta = delta; Name = $"Huberloss(period={period}, delta={delta})"; Init(); } public Huberloss(object source, int period, double delta = 1.0) : this(period, delta) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public override void Init() { base.Init(); _actualBuffer.Clear(); _predictedBuffer.Clear(); } protected override void ManageState(bool isNew) { if (isNew) { _lastValidValue = Input.Value; _index++; } } protected override double Calculation() { ManageState(Input.IsNew); double actual = Input.Value; _actualBuffer.Add(actual, Input.IsNew); double predicted = double.IsNaN(Input2.Value) ? _actualBuffer.Average() : Input2.Value; _predictedBuffer.Add(predicted, Input.IsNew); double huberloss = 0; if (_actualBuffer.Count > 0) { var actualValues = _actualBuffer.GetSpan().ToArray(); var predictedValues = _predictedBuffer.GetSpan().ToArray(); double sumLoss = 0; for (int i = 0; i < _actualBuffer.Count; i++) { double error = actualValues[i] - predictedValues[i]; double absError = Math.Abs(error); if (absError <= _delta) { sumLoss += 0.5 * error * error; } else { sumLoss += _delta * (absError - 0.5 * _delta); } } huberloss = sumLoss / _actualBuffer.Count; } IsHot = _index >= WarmupPeriod; return huberloss; } }