Njoy ,Similar to https://www.tradingview.com/script/WhBzgfDu-Machine-Learning-Lorentzian-Classification/

KNNRegressionLorenzian

using System;
using System.Collections.Generic;
using System.Linq;
namespace MainTrade
{


    public class KNNRegressionLorenzian
    {
        private List<STOCK> _data;

        public KNNRegressionLorenzian(List<STOCK> data)
        {
            _data = data;
        }

        public void AddStock(STOCK stock)
        {
            _data.Add(stock);
        }

        public void RemoveStock(STOCK stock)
        {
            _data.Remove(stock);
        }

        public double Predict(STOCK query, int k)
        {
            var distances = _data.Select(stock => new { Stock = stock, Distance = CalculateDistance(query, stock) })
                                 .OrderBy(item => item.Distance)
                                 .Take(k);

            double sum = 0;
            double totalWeight = 0;
            foreach(var item in distances)
            {
                double weight = 1.0f / (1.0f + item.Distance);
                sum += item.Stock.LastPrice * weight; // Use any other property as needed
                totalWeight += weight;
            }

            return sum / totalWeight;
        }

        private double CalculateDistance(STOCK query, STOCK stock)
        {
            // Lorenzian distance
            double distance = Math.Sqrt(Math.Pow(query.LastPrice - stock.LastPrice, 2))
                             + Math.Sqrt(Math.Pow(query.AskPrice - stock.AskPrice, 2))
                             + Math.Sqrt(Math.Pow(query.BidPrice - stock.BidPrice, 2))
                              + Math.Sqrt(Math.Pow(query.BuyersDepth - stock.BuyersDepth, 2))
                               + Math.Sqrt(Math.Pow(query.BuyersDepth - stock.BuyersDepth, 2))
                             + Math.Sqrt(Math.Pow(query.LastTradeVolume - stock.LastTradeVolume, 2))
                             + Math.Sqrt(Math.Pow(query.DayVolume - stock.DayVolume, 2));

            return distance;
        }
    }

}

private double CalculateDistance(STOCK query, STOCK stock)
{
// Lorenzian distance
double distance = Math.Pow(Math.Sqrt(Math.Abs(query.LastPrice - stock.LastPrice)), 2)
+ Math.Pow(Math.Sqrt(Math.Abs(query.AskPrice - stock.AskPrice)), 2)
+ Math.Pow(Math.Sqrt(Math.Abs(query.BidPrice - stock.BidPrice)), 2)
+ Math.Pow(Math.Sqrt(Math.Abs(query.BuyersDepth - stock.BuyersDepth)), 2)
+ Math.Pow(Math.Sqrt(Math.Abs(query.SellersDepth - stock.SellersDepth)), 2)
+ Math.Pow(Math.Sqrt(Math.Abs(query.LastTradeVolume - stock.LastTradeVolume)), 2)
+ Math.Pow(Math.Sqrt(Math.Abs(query.DayVolume - stock.DayVolume)), 2);

return distance;

}