//+------------------------------------------------------------------+ //| StdScalar.mqh | //| Copyright 2026, Niquel Mendoza. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, Niquel Mendoza." #property link "https://www.mql5.com" #property strict #ifndef SCALERBYLEO_SRC_SCALER_STD_STDSCALAR_MQH #define SCALERBYLEO_SRC_SCALER_STD_STDSCALAR_MQH //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #include "StdBase.mqh" //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ namespace TSN { //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ template class StandardizationScaler : public StandardizationScalerBase { public: StandardizationScaler(void) { m_type = SCALERBYLEO_SCALER_TYPE_STANDART; } ~StandardizationScaler(void) {} //--- __forceinline bool FitTransform(const matrix &X, matrix &out); bool Transform(const matrix &X, matrix &out); bool InverseTransform(const matrix &X_scaled, matrix &out); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ template __forceinline bool StandardizationScaler::FitTransform(const matrix &X, matrix &out) { //--- if(!Fit(X)) return false; if(!Transform(X, out)) return false; //--- return true; } //+------------------------------------------------------------------+ //| Transform | //+------------------------------------------------------------------+ template bool StandardizationScaler::Transform(const matrix &X, matrix &out) { //--- if(!m_loaded_scaler) { m_last_err = SCALERBYLEO_ERR_NOT_TRAINED; return false; } //--- chekeo de rows const ulong rows = X.Rows(); if(rows == 0) { m_last_err = SCALERBYLEO_ERR_EMPTY_INPUT; return false; } //--- chekeo de cols const ulong total_cols = X.Cols(); const ulong fs = m_mean.Size(); if(m_i_start + fs > total_cols) { m_last_err = SCALERBYLEO_ERR_SIZE_MISMATCH; return false; } //--- // En caso nos obligen a reoncutr y no coinciden entonces if(m_reconstruir && fs != total_cols) { out = X; // copia optimizada (ya probado, conpensa el overwrite) // modificamos inplace for(ulong c = 0; c < fs; c++) for(ulong r = 0; r < rows; r++) out[r][m_i_start + c] = TFlt((double(X[r][m_i_start + c]) - m_mean[c]) * m_std_inv[c]); } else { // De lo contrario exacto asi que inplace out.Resize(rows, fs); for(ulong c = 0; c < fs; c++) for(ulong r = 0; r < rows; r++) out[r][c] = TFlt((double(X[r][m_i_start + c]) - m_mean[c]) * m_std_inv[c]); } //--- return true; } //+------------------------------------------------------------------+ //| InverseTransform | //+------------------------------------------------------------------+ template bool StandardizationScaler::InverseTransform(const matrix &X_scaled, matrix &out) { //--- if(!m_loaded_scaler) { m_last_err = SCALERBYLEO_ERR_NOT_TRAINED; return false; } //--- chekeo de rows const ulong rows = X_scaled.Rows(); if(rows == 0) { m_last_err = SCALERBYLEO_ERR_EMPTY_INPUT; return false; } //--- chekeo de cols const ulong total_cols = X_scaled.Cols(); const ulong fs = m_mean.Size(); if(m_i_start + fs > total_cols) { m_last_err = SCALERBYLEO_ERR_SIZE_MISMATCH; return false; } //--- // En caso nos obligen a reoncutr y no coinciden entonces if(m_reconstruir && fs != total_cols) { out = X_scaled; // copia optimizada (ya probado, conpensa el overwrite) // modificamos inplace for(ulong c = 0; c < fs; c++) for(ulong r = 0; r < rows; r++) out[r][m_i_start + c] = TFlt((double(X_scaled[r][m_i_start + c]) * m_std[c]) + m_mean[c]); } else { // De lo contrario exacto asi que inplace out.Resize(rows, fs); for(ulong c = 0; c < fs; c++) for(ulong r = 0; r < rows; r++) out[r][c] = TFlt((double(X_scaled[r][m_i_start + c]) * m_std[c]) + m_mean[c]); } //--- return true; } } //+------------------------------------------------------------------+ #endif // SCALERBYLEO_SRC_SCALER_STD_STDSCALAR_MQH