using System; using System.Linq; namespace QuanTAlib { public class Median : AbstractBase { public readonly int Period; private CircularBuffer _buffer; 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(); } public Median(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public override void Init() { base.Init(); } 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); double median; if (_index >= Period) { var sortedValues = _buffer.GetSpan().ToArray(); Array.Sort(sortedValues); int middleIndex = sortedValues.Length / 2; if (sortedValues.Length % 2 == 0) { median = (sortedValues[middleIndex - 1] + sortedValues[middleIndex]) / 2.0; } else { median = sortedValues[middleIndex]; } } else { median = _buffer.Average(); // Use average until we have enough data points } IsHot = _index >= WarmupPeriod; return median; } } }