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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 13:08:04 +00:00
normalization of methods
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@@ -472,17 +472,17 @@ public class VwapsdTests
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// NumDevs must be >= MinNumDevs
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Assert.Throws<ArgumentOutOfRangeException>(() =>
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Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
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Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
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upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 0));
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// NumDevs must be <= MaxNumDevs
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Assert.Throws<ArgumentOutOfRangeException>(() =>
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Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
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Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
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upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 6.0));
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// All arrays must be same length
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Assert.Throws<ArgumentException>(() =>
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Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
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Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
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wrongSize.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0));
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}
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@@ -496,7 +496,7 @@ public class VwapsdTests
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double[] vwap = new double[5];
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double[] stdDev = new double[5];
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Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
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Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
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upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0);
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foreach (var val in vwap)
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@@ -120,7 +120,7 @@ public sealed class VwapsdValidationTests : IDisposable
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double[] spanLower = new double[bars.Count];
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double[] spanStdDev = new double[bars.Count];
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Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
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Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
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spanUpper.AsSpan(), spanLower.AsSpan(),
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spanVwap.AsSpan(), spanStdDev.AsSpan(), numDevs);
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@@ -344,7 +344,7 @@ public sealed class Vwapsd : AbstractBase
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/// <param name="vwap">Output span for VWAP values</param>
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/// <param name="stdDev">Output span for standard deviation values</param>
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/// <param name="numDevs">Number of standard deviations for bands (default 2.0)</param>
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public static void Calculate(
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public static void Batch(
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ReadOnlySpan<double> price,
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ReadOnlySpan<double> volume,
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Span<double> upper,
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