namespace QuanTAlib; using System; using System.Linq; // Shannon's Entropy calculation public class Entropy : AbstractBase { public readonly int Period; private CircularBuffer _buffer; public Entropy(int period) : base() { if (period < 2) { throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2 for entropy calculation."); } Period = period; WarmupPeriod = 2; _buffer = new CircularBuffer(period); Name = $"Entropy(period={period})"; Init(); } public Entropy(object source, int period) : this(period) { 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 entropy = 0; if (_index > 1) // We need at least two data points for entropy calculation { var values = _buffer.GetSpan().ToArray(); int n = values.Length; // Calculate probabilities var groupedValues = values.GroupBy(x => x).Select(g => new { Value = g.Key, Count = g.Count() }); // Use the actual count of values for probability calculation foreach (var group in groupedValues) { double probability = (double)group.Count / n; entropy -= probability * Math.Log2(probability); } // Normalize the entropy based on the current number of unique values int uniqueValueCount = groupedValues.Count(); double maxEntropy = Math.Log2(uniqueValueCount); entropy = entropy == 0 ? 1 : entropy / maxEntropy; } else { entropy = 1; } IsHot = _buffer.Count >= Period; return entropy; } }