using System; using System.Linq; namespace QuanTAlib { public class Variance : AbstractBase { public readonly int Period; public readonly bool IsPopulation; private CircularBuffer _buffer; public Variance(int period, bool isPopulation = false) : base() { if (period < 2) { throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2."); } Period = period; IsPopulation = isPopulation; WarmupPeriod = 0; _buffer = new CircularBuffer(period); Name = $"Variance(period={period}, population={isPopulation})"; Init(); } public Variance(object source, int period, bool isPopulation = false) : this(period, isPopulation) { 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 variance = 0; if (_buffer.Count > 1) { var values = _buffer.GetSpan().ToArray(); double mean = values.Average(); double sumOfSquaredDifferences = values.Sum(x => Math.Pow(x - mean, 2)); double divisor = IsPopulation ? _buffer.Count : _buffer.Count - 1; variance = sumOfSquaredDifferences / divisor; } IsHot = true; return variance; } } }