namespace QuanTAlib; using System; using System.Linq; public class Percentile : AbstractBase { public readonly int Period; public readonly double Percent; private CircularBuffer _buffer; public Percentile(int period, double percent) : base() { if (period < 2) { throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2 for percentile calculation."); } if (percent < 0 || percent > 100) { throw new ArgumentOutOfRangeException(nameof(percent), "Percent must be between 0 and 100."); } Period = period; Percent = percent; WarmupPeriod = 2; _buffer = new CircularBuffer(period); Name = $"Percentile(period={period}, percent={percent})"; Init(); } public Percentile(object source, int period, double percent) : this(period, percent) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public override void Init() { base.Init(); _buffer.Clear(); } 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 result; if (_buffer.Count >= Period) { var values = _buffer.GetSpan().ToArray(); Array.Sort(values); double position = (Percent / 100.0) * (values.Length - 1); int lowerIndex = (int)Math.Floor(position); int upperIndex = (int)Math.Ceiling(position); if (lowerIndex == upperIndex) { result = values[lowerIndex]; } else { // Interpolate between the two nearest values double lowerValue = values[lowerIndex]; double upperValue = values[upperIndex]; double fraction = position - lowerIndex; result = lowerValue + (upperValue - lowerValue) * fraction; } } else { // Use average for insufficient data, like the Median class result = _buffer.Average(); } IsHot = _buffer.Count >= Period; return result; } }