// MIDPOINT: Rolling Midpoint - (Highest + Lowest) / 2 over lookback window
// Composes Highest and Lowest indicators for efficient calculation
using System.Runtime.CompilerServices;
namespace QuanTAlib;
///
/// MIDPOINT: Rolling Midpoint
/// Calculates the midpoint ((highest + lowest) / 2) over a specified lookback period.
/// Composes Highest and Lowest indicators internally.
///
///
/// Key properties:
/// - Returns the center of the price range within the lookback window
/// - Useful for mean reversion, channel center, trend direction
/// - Can be validated against TA-Lib MIDPOINT function
///
[SkipLocalsInit]
public sealed class Midpoint : AbstractBase
{
private readonly Highest _highest;
private readonly Lowest _lowest;
private readonly ITValuePublisher? _source;
private readonly TValuePublishedHandler? _handler;
private bool _disposed;
public override bool IsHot => _highest.IsHot && _lowest.IsHot;
///
/// Initializes a new Midpoint indicator with specified lookback period.
///
/// Lookback window size (must be >= 1)
public Midpoint(int period)
{
if (period < 1)
{
throw new ArgumentException("Period must be >= 1", nameof(period));
}
_highest = new Highest(period);
_lowest = new Lowest(period);
Name = $"Midpoint({period})";
WarmupPeriod = period;
}
///
/// Initializes a new Midpoint indicator with source for event-based chaining.
///
/// Source indicator for chaining
/// Lookback window size
public Midpoint(ITValuePublisher source, int period) : this(period)
{
_source = source;
_handler = HandleUpdate;
_source.Pub += _handler;
}
protected override void Dispose(bool disposing)
{
if (!_disposed)
{
if (disposing && _source != null && _handler != null)
{
_source.Pub -= _handler;
}
_disposed = true;
}
base.Dispose(disposing);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void HandleUpdate(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true)
{
TValue high = _highest.Update(input, isNew);
TValue low = _lowest.Update(input, isNew);
double result = (high.Value + low.Value) * 0.5;
Last = new TValue(input.Time, result);
PubEvent(Last, isNew);
return Last;
}
public override TSeries Update(TSeries source)
{
var result = new TSeries(source.Count);
ReadOnlySpan values = source.Values;
ReadOnlySpan times = source.Times;
for (int i = 0; i < source.Count; i++)
{
var tv = Update(new TValue(new DateTime(times[i], DateTimeKind.Utc), values[i]), true);
result.Add(tv, true);
}
return result;
}
public override void Prime(ReadOnlySpan source, TimeSpan? step = null)
{
TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
DateTime time = DateTime.UtcNow - (interval * source.Length);
for (int i = 0; i < source.Length; i++)
{
Update(new TValue(time, source[i]), true);
time += interval;
}
}
public static TSeries Batch(TSeries source, int period)
{
var indicator = new Midpoint(period);
return indicator.Update(source);
}
///
/// Calculates rolling midpoint over a span of values.
///
public static void Batch(ReadOnlySpan source, Span output, int period)
{
if (source.Length == 0)
{
throw new ArgumentException("Source cannot be empty", nameof(source));
}
if (output.Length < source.Length)
{
throw new ArgumentException("Output length must be >= source length", nameof(output));
}
if (period < 1)
{
throw new ArgumentException("Period must be >= 1", nameof(period));
}
int len = source.Length;
// Use ArrayPool for large arrays to avoid stack overflow
double[]? rentedHigh = null;
double[]? rentedLow = null;
#pragma warning disable S1121 // Assignments should not be made from within sub-expressions
Span highBuffer = len <= 256
? stackalloc double[len]
: (rentedHigh = System.Buffers.ArrayPool.Shared.Rent(len)).AsSpan(0, len);
Span lowBuffer = len <= 256
? stackalloc double[len]
: (rentedLow = System.Buffers.ArrayPool.Shared.Rent(len)).AsSpan(0, len);
#pragma warning restore S1121
try
{
Highest.Batch(source, highBuffer, period);
Lowest.Batch(source, lowBuffer, period);
for (int i = 0; i < len; i++)
{
output[i] = (highBuffer[i] + lowBuffer[i]) * 0.5;
}
}
finally
{
if (rentedHigh != null)
{
System.Buffers.ArrayPool.Shared.Return(rentedHigh);
}
if (rentedLow != null)
{
System.Buffers.ArrayPool.Shared.Return(rentedLow);
}
}
}
public static (TSeries Results, Midpoint Indicator) Calculate(TSeries source, int period)
{
var indicator = new Midpoint(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
public override void Reset()
{
_highest.Reset();
_lowest.Reset();
Last = default;
}
}