namespace QuanTAlib; public class Mda : AbstractBase { private readonly CircularBuffer _actualBuffer; private readonly CircularBuffer _predictedBuffer; public Mda(int period) { if (period < 1) { throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1."); } WarmupPeriod = period; _actualBuffer = new CircularBuffer(period); _predictedBuffer = new CircularBuffer(period); Name = $"Mda(period={period})"; Init(); } public Mda(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new ValueSignal(Sub)); } public override void Init() { base.Init(); _actualBuffer.Clear(); _predictedBuffer.Clear(); } protected override void ManageState(bool isNew) { if (isNew) { _lastValidValue = Input.Value; _index++; } } protected override double Calculation() { ManageState(Input.IsNew); double actual = Input.Value; _actualBuffer.Add(actual, Input.IsNew); double predicted = double.IsNaN(Input2.Value) ? _actualBuffer.Average() : Input2.Value; _predictedBuffer.Add(predicted, Input.IsNew); double mda = 0; if (_actualBuffer.Count > 0) { var actualValues = _actualBuffer.GetSpan().ToArray(); var predictedValues = _predictedBuffer.GetSpan().ToArray(); double sumDirectionalAccuracy = 0; for (int i = 1; i < _actualBuffer.Count; i++) { double actualDirection = Math.Sign(actualValues[i] - actualValues[i - 1]); double predictedDirection = Math.Sign(predictedValues[i] - predictedValues[i - 1]); sumDirectionalAccuracy += (actualDirection == predictedDirection) ? 1 : 0; } mda = sumDirectionalAccuracy / (_actualBuffer.Count - 1); } IsHot = _index >= WarmupPeriod; return mda; } }