Similarity Functions

Deterministic similarity and likeness functions

NameParametersReturnsDescription
Similarity.Centered(decimal value, decimal center, decimal radius)decimalReturns similarity of a value relative to a center and radius.
Similarity.InverseDistance(decimal a, decimal b)decimalReturns similarity as inverse distance (1 / (1 + distance)).
Similarity.IsDissimilar(decimal a, decimal b, decimal tolerance)boolReturns true if values differ beyond tolerance.
Similarity.IsSimilar(decimal a, decimal b, decimal tolerance)boolReturns true if values are similar within tolerance.
Similarity.Linear(decimal a, decimal b, decimal tolerance)decimalReturns a linear similarity score based on tolerance (1 = identical).
Similarity.Normalized(decimal a, decimal b, decimal maxRange)decimalReturns normalized similarity based on max range.
Similarity.Percent(decimal a, decimal b)decimalReturns similarity as a percentage (0..100).
Similarity.Ratio(decimal a, decimal b)decimalReturns similarity ratio between two values.
Similarity.Score(decimal a, decimal b, decimal maxDistance)decimalReturns similarity score given a maximum distance.

Examples

	
        Similarity.Linear(Price, VWAP, 0.1)
        Similarity.InverseDistance(a, b)

        Similarity.Score(a, b, 10)
        Similarity.Ratio(a, b)

        Similarity.Percent(a, b)
        Similarity.Normalized(a, b, 100)

        Similarity.Centered(Value, Mean, 5)

        Similarity.IsSimilar(a, b, 0.05)
        Similarity.IsDissimilar(a, b, 0.2)