mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
dafc569f4c
Series arithmetic (lib/numerics): - Add, Sub, Mul, Div, Lag, reusing BiInputIndicatorBase at period=1 - Div publishes 0.0 (not NaN) on a zero denominator, since a non-finite ComputeError result permanently poisons the base's running sum - BiInputIndicatorBase gains Subscribe(a, b) implementing the strategy-primitives spec's time-join rule for event-chained two-input nodes Phase 0 contracts (lib/core): - TTradeContext, BracketFlags, ExitReason, TrendState, VolState - SignalConstants (DefaultEpsilon, TruthThreshold), OutOfRangePolicy - ConfirmOnClose: bar-confirmation wrapper (Section 8.6) Signal predicates (lib/signals/predicates), Phase 1: - Above, Below, Equal (ComparePredicateBase<TOp> generic comparison core) - InsideChannel, OutsideChannel, ChannelPosition (new MultiInputBase, 3-input time-join) - IsRising, IsFalling (exclude current bar, confirm-then-push window) - AtHighest, AtLowest (include current bar, rebuild-on-correction, mirrors channels/Dc) - Hysteresis, PercentDistance All new nodes ship with .cs, tests, and .md docs; indices and the StrategyPrimitives.Spec.md are updated with placement decisions and design notes. Full suite: 16730 tests, 0 failures, 0 warnings.
55 lines
2.2 KiB
C#
55 lines
2.2 KiB
C#
// EQUAL: Approximate Equality Predicate
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// Crisp predicate: publishes 1.0 when |a - b| <= epsilon, 0.0 otherwise, NaN while cold.
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using System.Runtime.CompilerServices;
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namespace QuanTAlib;
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/// <summary>
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/// EQUAL: Approximate Equality Predicate
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/// Tests whether two values (or a value and a fixed scalar) are equal within an epsilon.
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/// </summary>
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/// <remarks>
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/// Key properties:
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/// - Crisp output: exactly 1.0 (true) or 0.0 (false) while hot, NaN while cold
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/// - Epsilon defaults to <see cref="SignalConstants.DefaultEpsilon"/> (1e-10), never
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/// <see cref="double.Epsilon"/>, which is a machine-level spacing value unsuitable as a
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/// financial comparison tolerance
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/// - Built on <see cref="ComparePredicateBase{TOp}"/> (a thin sealed class over
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/// <see cref="BiInputIndicatorBase"/> at period = 1): rollback and NaN-substitution for the
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/// two inputs come from the shared base with no extra state
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/// - This is a value predicate, not C# object identity or structural equality
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/// </remarks>
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/// <seealso href="Equal.md">Detailed documentation</seealso>
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[SkipLocalsInit]
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public sealed class Equal : ComparePredicateBase<EqualOp>
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{
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/// <summary>
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/// Creates an Equal predicate for direct pull-style updates.
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/// </summary>
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/// <param name="epsilon">Comparison tolerance; defaults to the library-wide default</param>
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public Equal(double epsilon = SignalConstants.DefaultEpsilon) : base("Equal", epsilon)
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{
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if (epsilon < 0.0 || !double.IsFinite(epsilon))
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{
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throw new ArgumentException("Epsilon must be a finite, non-negative number", nameof(epsilon));
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}
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}
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/// <summary>
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/// Creates an Equal predicate chained to two upstream publishers using the time-join rule.
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/// </summary>
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public Equal(ITValuePublisher a, ITValuePublisher b, double epsilon = SignalConstants.DefaultEpsilon) : this(epsilon)
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{
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SubscribeTwo(a, b);
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}
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/// <summary>
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/// Creates an Equal predicate testing a stream against a fixed scalar.
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/// </summary>
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public Equal(ITValuePublisher a, double scalar, double epsilon = SignalConstants.DefaultEpsilon) : this(epsilon)
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{
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SubscribeScalar(a, scalar);
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}
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}
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