using System.Linq; namespace QuanTAlib; using System; using System.Collections.Generic; /* MAPE: Mean Absolute Percentage Error Measures the size of the error in percentage terms Calculation: MAPE = Σ(|close – SMA| / |close|) / n Sources: https://en.wikipedia.org/wiki/Mean_absolute_percentage_error Remark: returns infinity if any of observations is 0. Use SMAPE or WMAPE instead to avoid division-by-zero in MAPE */ public class MAPE_Series : TSeries { private readonly System.Collections.Generic.List _buffer = new(); protected readonly int _period; protected readonly bool _NaN; protected readonly TSeries _data; //core constructors public MAPE_Series(int period, bool useNaN) : base() { _period = period; _NaN = useNaN; Name = $"MAPE({period})"; } public MAPE_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) { _data = source; Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})"; _data.Pub += Sub; Add(_data); } public MAPE_Series() : this(period: 0, useNaN: false) { } public MAPE_Series(int period) : this(period: period, useNaN: false) { } public MAPE_Series(TBars source) : this(source.Close, 0, false) { } public MAPE_Series(TBars source, int period) : this(source.Close, period, false) { } public MAPE_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { } public MAPE_Series(TSeries source) : this(source, 0, false) { } public MAPE_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { } ////////////////// // core Add() algo public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) { BufferTrim(buffer:_buffer, value:TValue.v, period:_period, update: update); double _sma = _buffer.Average(); double _mape = 0; for (int i = 0; i < _buffer.Count; i++) { _mape += (_buffer[i] != 0) ? Math.Abs(_buffer[i] - _sma) / Math.Abs(_buffer[i]) : double.PositiveInfinity; } _mape /= (_buffer.Count > 0) ? _buffer.Count : 1; var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _mape); return base.Add(res, update); } public override (DateTime t, double v) Add(TSeries data) { if (data == null) { return (DateTime.Today, Double.NaN); } foreach (var item in data) { Add(item, false); } return _data.Last; } public new (DateTime t, double v) Add((DateTime t, double v) TValue) { return Add(TValue, false); } public (DateTime t, double v) Add(bool update) { return this.Add(TValue: _data.Last, update: update); } public (DateTime t, double v) Add() { return Add(TValue: _data.Last, update: false); } private new void Sub(object source, TSeriesEventArgs e) { Add(TValue: _data.Last, update: e.update); } //reset calculation public override void Reset() { _buffer.Clear(); } }