mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 12:37:43 +00:00
Miha Kralj
73e3420379
semver fix VAR test fix new: COVAR, ZSCORE, CORR, LINREG versioning refactoring
42 lines
1.2 KiB
C#
42 lines
1.2 KiB
C#
namespace QuanTAlib;
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using System;
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using System.Linq;
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/* <summary>
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MAPE: Mean Absolute Percentage Error
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Measures the size of the error in percentage terms
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Calculation:
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MAPE = Σ(|close – SMA| / |close|) / n
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Sources:
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https://en.wikipedia.org/wiki/Mean_absolute_percentage_error
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Remark:
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returns infinity if any of observations is 0.
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Use SMAPE or WMAPE instead to avoid division-by-zero in MAPE
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</summary> */
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public class MAPE_Series : Single_TSeries_Indicator
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{
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public MAPE_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
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{
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if (base._data.Count > 0) { base.Add(base._data); }
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}
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private readonly System.Collections.Generic.List<double> _buffer = new();
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public override void Add((System.DateTime t, double v) TValue, bool update)
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{
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Add_Replace_Trim(_buffer, TValue.v, _p, update);
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double _sma = _buffer.Average();
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double _mape = 0;
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for (int i = 0; i < _buffer.Count; i++) {
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_mape += (_buffer[i] != 0) ? Math.Abs(_buffer[i] - _sma) / Math.Abs(_buffer[i]) : double.PositiveInfinity;
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}
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_mape /= (_buffer.Count>0) ? _buffer.Count : 1;
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base.Add((TValue.t, _mape), update, _NaN);
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}
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} |