namespace QuanTAlib; public class Rsquared : AbstractBase { private readonly CircularBuffer _actualBuffer; private readonly CircularBuffer _predictedBuffer; public Rsquared(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 = $"Rsquared(period={period})"; Init(); } public Rsquared(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 rsquared = 0; if (_actualBuffer.Count > 0) { var actualValues = _actualBuffer.GetSpan().ToArray(); var predictedValues = _predictedBuffer.GetSpan().ToArray(); double meanActual = actualValues.Average(); double sumSquaredTotal = 0; double sumSquaredResidual = 0; for (int i = 0; i < _actualBuffer.Count; i++) { double deviation = actualValues[i] - meanActual; sumSquaredTotal += deviation * deviation; double error = actualValues[i] - predictedValues[i]; sumSquaredResidual += error * error; } if (sumSquaredTotal != 0) { rsquared = 1 - (sumSquaredResidual / sumSquaredTotal); } } IsHot = _index >= WarmupPeriod; return rsquared; } }