Indexing: First !NaN value w/o looping?

Indexing: First !NaN value w/o looping?

Alexander Horn
2014-01-25 22:18:03

Suppose I have c# code like below to set index base == 1 to a vector.

Is there a smarter way to find first non NaN value "firstbar" in vector to avoid looping?

string asset = "SPY"; // assets[j];
VectorD closes = cFunctions.GetTimeframeData(asset, (int)cFunctions.Timeframe, "close").ToVectorD();

//determine first !NaN value as divisor
int firstbar = 0;
for(int bars=1;bars<closes.Length;bars++){
if(!double.IsNaN(closes[bars])){
firstbar = Math.Max(bars,curbar); // curbar is first visible bar defined separaetly
bars = closes.Length;}}
// determine indexed vectors
VectorD vect1 = (closes / TA.Value(closes,firstbar));

Zoidberg
2014-01-26 03:25:26

Hi Alexander,
I am not sure how VectorD is defined, but if it is enumerable maybe you could use something like in this page: http://msdn.microsoft.com/en-us/library/bb549039(v=vs.110).aspx

Btw Do you intend to start at bars == 1, not 0 (maybe yes, that may be what you say in the first line with "base == 1").

Alexander Horn
2014-01-26 09:48:25

Thanks Zoid, the bars ==1 is just nostalgia from my VB times with arrays base 1. This little inaccuracy will not kill my system, ahhm hopefully. Thanks for the hint! ;-)

Nop, Enumerable.FirstOrDefault does not work, only supported in: .NET Framework4.5, 4, 3. I googled a bit, but gurus also propose to loop.. Maybe QS has a way with a fancy TA.function, but in other indicators he also looped..

If not I close this question, neither does a bit of more looping kill my system..

Zoidberg
2014-01-26 19:44:08

Probably OK to loop a bit, after all the Code is presumably compiled to MSIL.
After all, as Knuth/Hoare said: "premature optimization is the root of all evil" (not that this would necessarily be premature) :-)
Ref [http://en.wikipedia.org/wiki/Program_optimization]

QuantShare
2014-01-27 13:08:07

Best Answer

Looping is the only way to find the first NaN value

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