Suppose I have number 87.6 of type double here I want to round it, so I have applied C# build in method of round to get the output something like this
double test2 = 87.6;
Console.WriteLine(Math.Round(test2, 0));
this will generate 88 which is fine. However, I wanted to be round back to 87 my logic would be on 0.8 and not on 0.5. So for instance if my input is 87.8 then I want to get 88 and if my input is 88.7 then I want to round it to 87.
I've got the answer from the comment section here is the logic for this
double test2 = 87.6;
test2 -= 0.3;
Console.WriteLine(Math.Round(test2, 0));
This 0.3 will make the difference
I think this would work:
public static class RoundingExtensions {
public static int RoundWithBreak(this valueToRound, double breakValue = .5) {
if (breakValue <= 0 || breakValue >= 1) { throw new Exception("Must be between 0 and 1") }
var difference = breakValue - .5;
var min = Math.Floor(breakValue);
var toReturn = Math.Round(breakValue - difference, 0);
return toReturn < min ? min : toReturn;
}
}
Consumed:
var test = 8.7;
var result = test.RoundWithBreak(.8);
Related
I have converted this Java program into a C# program.
using System;
using System.Collections.Generic;
namespace RandomNumberWith_Distribution__Test
{
public class DistributedRandomNumberGenerator
{
private Dictionary<Int32, Double> distribution;
private double distSum;
public DistributedRandomNumberGenerator()
{
distribution = new Dictionary<Int32, Double>();
}
public void addNumber(int val, double dist)
{
distribution.Add(val, dist);// are these two
distSum += dist; // lines correctly translated?
}
public int getDistributedRandomNumber()
{
double rand = new Random().NextDouble();//generate a double random number
double ratio = 1.0f / distSum;//why is ratio needed?
double tempDist = 0;
foreach (Int32 i in distribution.Keys)
{
tempDist += distribution[i];
if (rand / ratio <= tempDist)//what does "rand/ratio" signify? What does this comparison achieve?
{
return i;
}
}
return 0;
}
}
public class MainClass
{
public static void Main(String[] args)
{
DistributedRandomNumberGenerator drng = new DistributedRandomNumberGenerator();
drng.addNumber(1, 0.2d);
drng.addNumber(2, 0.3d);
drng.addNumber(3, 0.5d);
//=================
// start simulation
int testCount = 1000000;
Dictionary<Int32, Double> test = new Dictionary<Int32, Double>();
for (int i = 0; i < testCount; i++)
{
int random = drng.getDistributedRandomNumber();
if (test.ContainsKey(random))
{
double prob = test[random]; // are these
prob = prob + 1.0 / testCount;// three lines
test[random] = prob; // correctly translated?
}
else
{
test.Add(random, 1.0 / testCount);// is this line correctly translated?
}
}
foreach (var item in test.Keys)
{
Console.WriteLine($"{item}, {test[item]}");
}
Console.ReadLine();
}
}
}
I have several questions:
Can you check if the marked-by-comment lines are correct or need explanation?
Why doesn't getDistributedRandomNumber() check if the sum of the distribution 1 before proceeding to further calculations?
The method
public void addNumber(int val, double dist)
Is not correctly translated, since you are missing the following lines:
if (this.distribution.get(value) != null) {
distSum -= this.distribution.get(value);
}
Those lines should cover the case when you call the following (based on your example code):
DistributedRandomNumberGenerator drng = new DistributedRandomNumberGenerator();
drng.addNumber(1, 0.2d);
drng.addNumber(1, 0.5d);
So calling the method addNumber twice with the same first argument, the missing code part looks if the first argument is already present in the dictionary and if so it will remove the "old" value from the dictionary to insert the new value.
Your method should look like this:
public void addNumber(int val, double dist)
{
if (distribution.TryGetValue(val, out var oldDist)) //get the old "dist" value, based on the "val"
{
distribution.Remove(val); //remove the old entry
distSum -= oldDist; //substract "distSum" with the old "dist" value
}
distribution.Add(val, dist); //add the "val" with the current "dist" value to the dictionary
distSum += dist; //add the current "dist" value to "distSum"
}
Now to your second method
public int getDistributedRandomNumber()
Instead of calling initializing a new instance of Random every time this method is called you should only initialize it once, so change the line
double rand = new Random().NextDouble();
to this
double rand = _random.NextDouble();
and initialize the field _random outside of a method inside the class declaration like this
public class DistributedRandomNumberGenerator
{
private Dictionary<Int32, Double> distribution;
private double distSum;
private Random _random = new Random();
... rest of your code
}
This will prevent new Random().NextDouble() from producing the same number over and over again if called in a loop.
You can read about this problem here: Random number generator only generating one random number
As I side note, fields in c# are named with a prefix underscore. You should consider renaming distribution to _distribution, same applies for distSum.
Next:
double ratio = 1.0f / distSum;//why is ratio needed?
Ratio is need because the method tries its best to do its job with the information you have provided, imagine you only call this:
DistributedRandomNumberGenerator drng = new DistributedRandomNumberGenerator();
drng.addNumber(1, 0.2d);
int random = drng.getDistributedRandomNumber();
With those lines you told the class you want to have the number 1 in 20% of the cases, but what about the other 80%?
And that's where the ratio variable comes in place, it calculates a comparable value based on the sum of probabilities you have given.
eg.
double ratio = 1.0f / distSum;
As with the latest example drng.addNumber(1, 0.2d); distSum will be 0.2, which translates to a probability of 20%.
double ratio = 1.0f / 0.2;
The ratio is 5.0, with a probability of 20% the ratio is 5 because 100% / 5 = 20%.
Now let's have a look at how the code reacts when the ratio is 5
double tempDist = 0;
foreach (Int32 i in distribution.Keys)
{
tempDist += distribution[i];
if (rand / ratio <= tempDist)
{
return i;
}
}
rand will be to any given time a value that is greater than or equal to 0.0, and less than 1.0., that's how NextDouble works, so let's assume the following 0.254557522132321 as rand.
Now let's look what happens step by step
double tempDist = 0; //initialize with 0
foreach (Int32 i in distribution.Keys) //step through the added probabilities
{
tempDist += distribution[i]; //get the probabilities and add it to a temporary probability sum
//as a reminder
//rand = 0.254557522132321
//ratio = 5
//rand / ratio = 0,0509115044264642
//tempDist = 0,2
// if will result in true
if (rand / ratio <= tempDist)
{
return i;
}
}
If we didn't apply the ratio the if would be false, but that would be wrong, since we only have a single value inside our dictionary, so no matter what the rand value might be the if statement should return true and that's the natur of rand / ratio.
To "fix" the randomly generated number based on the sum of probabilities we added. The rand / ratio will only be usefull if you didn't provide probabilites that perfectly sum up to 1 = 100%.
eg. if your example would be this
DistributedRandomNumberGenerator drng = new DistributedRandomNumberGenerator();
drng.addNumber(1, 0.2d);
drng.addNumber(2, 0.3d);
drng.addNumber(3, 0.5d);
You can see that the provided probabilities equal to 1 => 0.2 + 0.3 + 0.5, in this case the line
if (rand / ratio <= tempDist)
Would look like this
if (rand / 1 <= tempDist)
Divding by 1 will never change the value and rand / 1 = rand, so the only use case for this devision are cases where you didn't provided a perfect 100% probability, could be either more or less.
As a side note, I would suggest changing your code to this
//call the dictionary distributions (notice the plural)
//dont use .Keys
//var distribution will be a KeyValuePair
foreach (var distribution in distributions)
{
//access the .Value member of the KeyValuePair
tempDist += distribution.Value;
if (rand / ratio <= tempDist)
{
return i;
}
}
Your test routine seems to be correctly translated.
I'm writing a small technical analysis library that consists of items that are not availabile in TA-lib. I've started with an example I found on cTrader and matched it against the code found in the TradingView version.
Here's the Pine Script code from TradingView:
len = input(9, minval=1, title="Length")
high_ = highest(hl2, len)
low_ = lowest(hl2, len)
round_(val) => val > .99 ? .999 : val < -.99 ? -.999 : val
value = 0.0
value := round_(.66 * ((hl2 - low_) / max(high_ - low_, .001) - .5) + .67 * nz(value[1]))
fish1 = 0.0
fish1 := .5 * log((1 + value) / max(1 - value, .001)) + .5 * nz(fish1[1])
fish2 = fish1[1]
Here's my attempt to implement the indicator:
public class FisherTransform : IndicatorBase
{
public int Length = 9;
public decimal[] Fish { get; set; }
public decimal[] Trigger { get; set; }
decimal _maxHigh;
decimal _minLow;
private decimal _value1;
private decimal _lastValue1;
public FisherTransform(IEnumerable<Candle> candles, int length)
: base(candles)
{
Length = length;
RequiredCount = Length;
_lastValue1 = 1;
}
protected override void Initialize()
{
Fish = new decimal[Series.Length];
Trigger = new decimal[Series.Length];
}
public override void Compute(int startIndex = 0, int? endIndex = null)
{
if (endIndex == null)
endIndex = Series.Length;
for (int index = 0; index < endIndex; index++)
{
if (index == 1)
{
Fish[index - 1] = 1;
}
_minLow = Series.Average.Lowest(Length, index);
_maxHigh = Series.Average.Highest(Length, index);
_value1 = Maths.Normalize(0.66m * ((Maths.Divide(Series.Average[index] - _minLow, Math.Max(_maxHigh - _minLow, 0.001m)) - 0.5m) + 0.67m * _lastValue1));
_lastValue1 = _value1;
Fish[index] = 0.5m * Maths.Log(Maths.Divide(1 + _value1, Math.Max(1 - _value1, .001m))) + 0.5m * Fish[index - 1];
Trigger[index] = Fish[index - 1];
}
}
}
IndicatorBase class and CandleSeries class
Math Helpers
The problem
The output values appear to be within the expected range however my Fisher Transform cross-overs do not match up with what I am seeing on TradingView's version of the indicator.
Question
How do I properly implement the Fisher Transform indicator in C#? I'd like this to match TradingView's Fisher Transform output.
What I Know
I've check my data against other indicators that I have personally written and indicators from TA-Lib and those indicators pass my unit tests. I've also checked my data against the TradingView data candle by candle and found that my data matches as expected. So I don't suspect my data is the issue.
Specifics
CSV Data - NFLX 5 min agg
Pictured below is the above-shown Fisher Transform code applied to a TradingView chart. My goal is to match this output as close as possible.
Fisher Cyan
Trigger Magenta
Expected Outputs:
Crossover completed at 15:30 ET
Approx Fisher Value is 2.86
Approx Trigger Value is 1.79
Crossover completed at 10:45 ET
Approx Fisher Value is -3.67
Approx Trigger Value is -3.10
My Actual Outputs:
Crossover completed at 15:30 ET
My Fisher Value is 1.64
My Trigger Value is 1.99
Crossover completed at 10:45 ET
My Fisher Value is -1.63
My Trigger Value is -2.00
Bounty
To make your life easier I'm including a small console application
complete with passing and failing unit tests. All unit tests are
conducted against the same data set. The passing unit tests are from a
tested working Simple Moving Average indicator. The failing unit
tests are against the Fisher Transform indicator in question.
Project Files (updated 5/14)
Help get my FisherTransform tests to pass and I'll award the bounty.
Just comment if you need any additional resources or information.
Alternative Answers that I'll consider
Submit your own working FisherTransform in C#
Explain why my FisherTransform is actually working as expected
The code has two errors.
1) wrong extra brackets. The correct line is:
_value1 = Maths.Normalize(0.66m * (Maths.Divide(Series.Average[index] - _minLow, Math.Max(_maxHigh - _minLow, 0.001m)) - 0.5m) + 0.67m * _lastValue1);
2) Min and max functions must be:
public static decimal Highest(this decimal[] series, int length, int index)
{
var maxVal = series[index]; // <----- HERE WAS AN ERROR!
var lookback = Math.Max(index - length, 0);
for (int i = index; i-- > lookback;)
maxVal = Math.Max(series[i], maxVal);
return maxVal;
}
public static decimal Lowest(this decimal[] series, int length, int index)
{
var minVal = series[index]; // <----- HERE WAS AN ERROR!
var lookback = Math.Max(index - length, 0);
for (int i = index; i-- > lookback;)
{
//if (series[i] != 0) // <----- HERE WAS AN ERROR!
minVal = Math.Min(series[i], minVal);
}
return minVal;
}
3) confusing test params. Please recheck your unittest values. AFTER THE UPDATE TESTS STILL NOT FIXED. For an example, the first FisherTransforms_ValuesAreReasonablyClose_First() has mixed values
var fish = result.Fish.Last(); //is equal to -3.1113144510775780365063063706
var trig = result.Trigger.Last(); //is equal to -3.6057793808025449204415435710
// TradingView Values for NFLX 5m chart at 10:45 ET
var fisherValue = -3.67m;
var triggerValue = -3.10m;
I want to pass a number and have the next whole number returned,
I've tried Math.Ceiling(3) , but it returns 3.
Desired output :
double val = 9.1 => 10
double val = 3 => 4
Thanks
There are two ways I would suggest doing this:
Using Math.Floor():
return Math.Floor(input + 1);
Using casting (to lose precision)
return (int)input + 1;
Fiddle here
Using just the floor or ceiling wont give you the next whole number in every case.
For eg:- If you input negative numbers. Better way is to create a function that does that.
public class Test{
public int NextWholeNumber(double n)
{
if(n < 0)
return 0;
else
return Convert.ToInt32(Math.Floor(n)+1);
}
// Main method
static public void Main()
{
Test o = new Test();
Console.WriteLine(o.NextWholeNumber(1.254));
}
}
Usually when you refer to whole number it is positive integers only. But if you require negative integers as well then you can try this, the code will return 3.0 => 4, -1.0 => 0, -1.1 => -1
double doubleValue = double.Parse(Console.ReadLine());
int wholeNumber = 0;
if ((doubleValue - Math.Floor(doubleValue) > 0))
{
wholeNumber = int.Parse(Math.Ceiling(doubleValue).ToString());
}
else
{
wholeNumber = int.Parse((doubleValue + 1).ToString());
}
I wrote up a quick c# extension method, but wasn't sure if there was a cleaner way to accomplish what I want to do. It does work, but feels slightly hacky using the string repeater, and inserting a decimal.
Goal is that at the application level, we can clean / fix any data problems before sending off to the database to prevent overflows.
Note: PCL Library, cant reference outside DLL's in this case.
public static bool TsqlDecimalBoundariesCheck(this decimal valueToCheck, int precision, int scale)
{
if(scale > precision) throw new ArgumentException($"BOUNDARY CHECK: Scale [{scale}] must not be higher than Percision [{precision}]");
// create X precision values of the value 9
var precisionValue = new string('9', precision);
// Insert the decimal place x positions from the right
if (scale > 0)
{
precisionValue = precisionValue.Insert((precision - scale), ".");
}
// Get the upper and lower values
var upperBoundry = decimal.Parse(precisionValue);
var lowerBoundry = upperBoundry * -1;
return (valueToCheck <= upperBoundry) && (valueToCheck >= lowerBoundry);
}
And some quick unit tests to accompany it:
[TestMethod]
public void TestBoundryConstraints()
{
var precision = 4;
var scale = 1;
var testValue = 1000m;
var result = testValue.TsqlDecimalBoundariesCheck(precision , scale);
Assert.IsFalse(result, $"Value {testValue} is expected to be outside Decimal({precision }, {scale})");
testValue = -1000m;
result = testValue.TsqlDecimalBoundariesCheck(precision , scale);
Assert.IsFalse(result, $"Value {testValue} is expected to be outside Decimal({precision }, {scale})");
testValue = 100m;
result = testValue.TsqlDecimalBoundariesCheck(precision , scale);
Assert.IsTrue(result, $"Value {testValue} is expected to be within Decimal({precision }, {scale})");
testValue = 999.9m;
result = testValue.TsqlDecimalBoundariesCheck(precision , scale);
Assert.IsTrue(result, $"Value {testValue} is expected to be within Decimal({precision }, {scale})");
testValue = -999.9m;
result = testValue.TsqlDecimalBoundariesCheck(precision , scale);
Assert.IsTrue(result, $"Value {testValue} is expected to be within Decimal({precision }, {scale})");
}
So you can definitely get rid of the hacky string repeating by doing (10^p - 1) * (10^-s) to get your upper and lower bounds.
If you want to check to make sure scale doesn't get truncated, you can actually truncate it and then compare the values. If the truncated value and the original value are the same, the scale is valid.
Putting it all together, you get something like this:
public static bool TsqlDecimalBoundariesCheck(this decimal valueToCheck, int precision, int scale)
{
if (scale > precision) throw new ArgumentException($"BOUNDARY CHECK: Scale [{scale}] must not be higher than Percision [{precision}]");
//Upper/lower bounds
var step = (decimal)Math.Pow(10, precision);
var upperBoundry = (step - 1) * (decimal)Math.Pow(10, -scale);
var lowerBoundry = -1 * upperBoundry;
//Truncate decimal to scale
//If the truncated value does not equal the original, it must've been out of scale
step = (decimal)Math.Pow(10, scale);
var truncated = Math.Truncate(step * valueToCheck) / step;
return (valueToCheck <= upperBoundry)
&& (valueToCheck >= lowerBoundry)
&& truncated == valueToCheck;
}
I need to round a double to nearest five. I can't find a way to do it with the Math.Round function. How can I do this?
What I want:
70 = 70
73.5 = 75
72 = 70
75.9 = 75
69 = 70
and so on..
Is there an easy way to do this?
Try:
Math.Round(value / 5.0) * 5;
This works and removes the need for an outer cast:
5 * (int)Math.Round(n / 5.0)
Here is a simple program that allows you to verify the code.
Be aware of the MidpointRounding parameter, without it you will get rounding to the closest even number, which in your case means difference of five (in the 72.5 example).
class Program
{
public static void RoundToFive()
{
Console.WriteLine(R(71));
Console.WriteLine(R(72.5)); //70 or 75? depends on midpoint rounding
Console.WriteLine(R(73.5));
Console.WriteLine(R(75));
}
public static double R(double x)
{
return Math.Round(x/5, MidpointRounding.AwayFromZero)*5;
}
static void Main(string[] args)
{
RoundToFive();
}
}
You can also write a generic function:
Option 1 - Method
public int Round(double i, int v)
{
return (int)(Math.Round(i / v) * v);
}
And use it like:
var value = Round(72, 5);
Option 2 - Extension method
public static double Round(this double value, int roundTo)
{
return (int)(Math.Round(value / roundTo) * roundTo);
}
And use it like:
var price = 72.0;
var newPrice = price.Round(5);
I did this this way:
int test = 5 * (value / 5);
for the next value (step 5) above, just add 5.