feat: move circular buffer to trading
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143a8c988c
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5fd49dfb1e
5 changed files with 4 additions and 6 deletions
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@ -1,56 +0,0 @@
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#include <deque>
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#include <map>
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#include <stdexcept>
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class ExtremaCircularBuffer {
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public:
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ExtremaCircularBuffer(size_t capacity) : capacity(capacity) {}
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void push_back(double value) {
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if (prices.size() == capacity) {
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double front = prices.front();
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if (--sorted_prices[front] == 0)
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sorted_prices.erase(front);
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prices.pop_front();
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}
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prices.push_back(value);
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++sorted_prices[value];
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}
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void pop_front() {
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if (prices.empty()) {
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throw std::out_of_range("Cannot pop_front() from empty buffer");
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}
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double front = prices.front();
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if (--sorted_prices[front] == 0)
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sorted_prices.erase(front);
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prices.pop_front();
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}
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size_t size() const { return prices.size(); }
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double get_max() const {
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if (prices.empty()) {
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throw std::out_of_range("Cannot find max() of empty buffer");
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}
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return sorted_prices.rbegin()->first;
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}
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double get_min() const {
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if (prices.empty()) {
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throw std::out_of_range("Cannot find min() of empty buffer");
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}
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return sorted_prices.begin()->first;
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}
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private:
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std::deque<double> prices;
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std::map<double, size_t> sorted_prices;
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size_t capacity;
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};
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