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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 22:08:05 +00:00
normalization of methods
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@@ -285,7 +285,7 @@ public class UbandsTests
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TSeries series = bars.Close;
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// 1. Batch Mode
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var batchResult = Ubands.Calculate(series, period, multiplier);
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var batchResult = Ubands.Batch(series, period, multiplier);
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double batchLast = batchResult.Last.Value;
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// 2. Span Mode
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@@ -293,7 +293,7 @@ public class UbandsTests
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double[] spanUpper = new double[source.Length];
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double[] spanMiddle = new double[source.Length];
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double[] spanLower = new double[source.Length];
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Ubands.Calculate(source.AsSpan(), spanUpper.AsSpan(), spanMiddle.AsSpan(), spanLower.AsSpan(), period, multiplier);
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Ubands.Batch(source.AsSpan(), spanUpper.AsSpan(), spanMiddle.AsSpan(), spanLower.AsSpan(), period, multiplier);
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double spanLast = spanMiddle[^1];
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// 3. Streaming Mode
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@@ -319,13 +319,13 @@ public class UbandsTests
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// Period must be >= 1
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Assert.Throws<ArgumentOutOfRangeException>(() =>
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Ubands.Calculate(source.AsSpan(), upper.AsSpan(), middle.AsSpan(), lower.AsSpan(), 0));
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Ubands.Batch(source.AsSpan(), upper.AsSpan(), middle.AsSpan(), lower.AsSpan(), 0));
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Assert.Throws<ArgumentOutOfRangeException>(() =>
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Ubands.Calculate(source.AsSpan(), upper.AsSpan(), middle.AsSpan(), lower.AsSpan(), -1));
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Ubands.Batch(source.AsSpan(), upper.AsSpan(), middle.AsSpan(), lower.AsSpan(), -1));
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// All arrays must be same length
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Assert.Throws<ArgumentException>(() =>
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Ubands.Calculate(source.AsSpan(), wrongSize.AsSpan(), middle.AsSpan(), lower.AsSpan(), 3));
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Ubands.Batch(source.AsSpan(), wrongSize.AsSpan(), middle.AsSpan(), lower.AsSpan(), 3));
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}
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[Fact]
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@@ -336,7 +336,7 @@ public class UbandsTests
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double[] middle = new double[5];
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double[] lower = new double[5];
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Ubands.Calculate(source.AsSpan(), upper.AsSpan(), middle.AsSpan(), lower.AsSpan(), 3, 1.0);
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Ubands.Batch(source.AsSpan(), upper.AsSpan(), middle.AsSpan(), lower.AsSpan(), 3, 1.0);
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foreach (var val in middle)
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{
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@@ -404,7 +404,7 @@ public class UbandsTests
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var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
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TSeries series = bars.Close;
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var result = Ubands.Calculate(series, 10, 1.0);
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var result = Ubands.Batch(series, 10, 1.0);
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Assert.Equal(50, result.Count);
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Assert.True(double.IsFinite(result.Last.Value));
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@@ -71,7 +71,7 @@ public sealed class UbandsValidationTests : IDisposable
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}
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// Batch mode
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var batchResult = Ubands.Calculate(series, period, multiplier);
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var batchResult = Ubands.Batch(series, period, multiplier);
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// Compare last 100 values
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int compareCount = Math.Min(100, series.Count - period);
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@@ -119,7 +119,7 @@ public sealed class UbandsValidationTests : IDisposable
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double[] spanMiddle = new double[series.Count];
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double[] spanLower = new double[series.Count];
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Ubands.Calculate(source.AsSpan(), spanUpper.AsSpan(), spanMiddle.AsSpan(),
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Ubands.Batch(source.AsSpan(), spanUpper.AsSpan(), spanMiddle.AsSpan(),
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spanLower.AsSpan(), period, multiplier);
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// Compare last 100 values
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@@ -268,7 +268,7 @@ public sealed class Ubands : AbstractBase
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/// <summary>
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/// Calculates Ultimate Bands for the entire series.
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/// </summary>
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public static TSeries Calculate(TSeries source, int period = DefaultPeriod, double multiplier = DefaultMultiplier)
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public static TSeries Batch(TSeries source, int period = DefaultPeriod, double multiplier = DefaultMultiplier)
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{
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Ubands ubands = new(period, multiplier);
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return ubands.Update(source);
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@@ -277,7 +277,7 @@ public sealed class Ubands : AbstractBase
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/// <summary>
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/// Calculates Ultimate Bands across data using spans.
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/// </summary>
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public static void Calculate(
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public static void Batch(
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ReadOnlySpan<double> source,
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Span<double> upper,
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Span<double> middle,
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@@ -397,4 +397,12 @@ public sealed class Ubands : AbstractBase
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lower[i] = usf - bandOffset;
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}
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}
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}
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public static (TSeries Results, Ubands Indicator) Calculate(TSeries source, int period = DefaultPeriod, double multiplier = DefaultMultiplier)
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{
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var indicator = new Ubands(period, multiplier);
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TSeries results = indicator.Update(source);
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return (results, indicator);
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}
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}
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