barrettruth.com/public/code/trading/extrema-circular-buffer/monotonic.cpp

59 lines
1.1 KiB
C++

#include <deque>
#include <stdexcept>
#include <utility>
class ExtremaCircularBuffer {
public:
void push_back(double value) {
if (prices.size() == capacity) {
double front_value = prices.front();
pop_max(front_value);
prices.pop_front();
}
prices.push_back(value);
push_max(value);
}
void pop_front() {
if (prices.empty()) {
throw std::out_of_range("Cannot pop_front() from empty buffer");
}
double front_value = prices.front();
pop_max(front_value);
prices.pop_front();
}
double get_max() const {
if (prices.empty()) {
throw std::out_of_range("Cannot find max() of empty buffer");
}
return maxs.front().first;
}
private:
void push_max(double value) {
size_t popped = 0;
while (!maxs.empty() && maxs.back().first < value) {
popped += maxs.back().second + 1;
maxs.pop_back();
}
maxs.emplace_back(value, popped);
}
void pop_max(double value) {
size_t popped = maxs.front().second;
if (popped == 0) {
maxs.pop_front();
} else {
--maxs.front().second;
}
}
/* methods & fields omitted for brevity */
};