// LINEARTRANS: Linear Scaling Transformer
// Transforms values using linear equation: y = slope * x + intercept
using System.Runtime.CompilerServices;
using System.Runtime.Intrinsics;
using System.Runtime.Intrinsics.X86;
namespace QuanTAlib;
///
/// LINEARTRANS: Linear Scaling Transformer
/// Applies y = slope * x + intercept transformation to input values.
///
///
/// Key properties:
/// - Preserves relative differences (affine transformation)
/// - Useful for scaling, offsetting, and normalizing data
/// - Domain: all real numbers
/// - Default: identity transform (slope=1, intercept=0)
///
[SkipLocalsInit]
public sealed class Lineartrans : AbstractBase
{
private readonly double _slope;
private readonly double _intercept;
private record struct State(double LastValid);
private State _state, _p_state;
public override bool IsHot => true; // No warmup needed
///
/// Creates a Linear transformer with specified slope and intercept.
///
/// Multiplicative factor (default: 1.0)
/// Additive constant (default: 0.0)
public Lineartrans(double slope = 1.0, double intercept = 0.0)
{
if (!double.IsFinite(slope))
throw new ArgumentException("Slope must be a finite number", nameof(slope));
if (!double.IsFinite(intercept))
throw new ArgumentException("Intercept must be a finite number", nameof(intercept));
_slope = slope;
_intercept = intercept;
Name = $"Lineartrans({slope},{intercept})";
WarmupPeriod = 0;
}
/// Source indicator for chaining
/// Multiplicative factor (default: 1.0)
/// Additive constant (default: 0.0)
public Lineartrans(ITValuePublisher source, double slope = 1.0, double intercept = 0.0)
: this(slope, intercept)
{
source.Pub += HandleUpdate;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void HandleUpdate(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true)
{
if (isNew)
_p_state = _state;
else
_state = _p_state;
double value = input.Value;
double result;
if (double.IsFinite(value))
{
result = Math.FusedMultiplyAdd(_slope, value, _intercept);
_state = new State(result);
}
else
{
result = _state.LastValid;
}
Last = new TValue(input.Time, result);
PubEvent(Last, isNew);
return Last;
}
public override TSeries Update(TSeries source)
{
var result = new TSeries(source.Count);
ReadOnlySpan values = source.Values;
ReadOnlySpan times = source.Times;
for (int i = 0; i < source.Count; i++)
{
var tv = Update(new TValue(new DateTime(times[i], DateTimeKind.Utc), values[i]), true);
result.Add(tv, true);
}
return result;
}
public override void Prime(ReadOnlySpan source, TimeSpan? step = null)
{
TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
DateTime time = DateTime.UtcNow - (interval * source.Length);
for (int i = 0; i < source.Length; i++)
{
Update(new TValue(time, source[i]), true);
time += interval;
}
}
public static TSeries Calculate(TSeries source, double slope = 1.0, double intercept = 0.0)
{
var indicator = new Lineartrans(slope, intercept);
return indicator.Update(source);
}
///
/// Calculates linear transformation over a span of values using SIMD when available.
///
public static void Calculate(ReadOnlySpan source, Span output,
double slope = 1.0, double intercept = 0.0)
{
if (source.Length == 0)
throw new ArgumentException("Source cannot be empty", nameof(source));
if (output.Length < source.Length)
throw new ArgumentException("Output length must be >= source length", nameof(output));
if (!double.IsFinite(slope))
throw new ArgumentException("Slope must be a finite number", nameof(slope));
if (!double.IsFinite(intercept))
throw new ArgumentException("Intercept must be a finite number", nameof(intercept));
double lastValid = 0.0;
int i = 0;
// SIMD path for AVX2 (process 4 doubles at a time)
if (Avx2.IsSupported && source.Length >= Vector256.Count)
{
int vectorLength = source.Length - (source.Length % Vector256.Count);
for (; i < vectorLength; i += Vector256.Count)
{
// Check for finite values and handle last-valid
for (int j = 0; j < Vector256.Count; j++)
{
double val = source[i + j];
if (double.IsFinite(val))
{
lastValid = Math.FusedMultiplyAdd(slope, val, intercept);
output[i + j] = lastValid;
}
else
{
output[i + j] = lastValid;
}
}
}
}
// Scalar fallback for remaining elements
for (; i < source.Length; i++)
{
double val = source[i];
if (double.IsFinite(val))
{
lastValid = Math.FusedMultiplyAdd(slope, val, intercept);
output[i] = lastValid;
}
else
{
output[i] = lastValid;
}
}
}
public override void Reset()
{
_state = default;
_p_state = default;
Last = default;
}
}