normalization of methods

This commit is contained in:
Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
+4 -4
View File
@@ -472,17 +472,17 @@ public class VwapsdTests
// NumDevs must be >= MinNumDevs
Assert.Throws<ArgumentOutOfRangeException>(() =>
Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 0));
// NumDevs must be <= MaxNumDevs
Assert.Throws<ArgumentOutOfRangeException>(() =>
Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 6.0));
// All arrays must be same length
Assert.Throws<ArgumentException>(() =>
Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
wrongSize.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0));
}
@@ -496,7 +496,7 @@ public class VwapsdTests
double[] vwap = new double[5];
double[] stdDev = new double[5];
Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
upper.AsSpan(), lower.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0);
foreach (var val in vwap)
@@ -120,7 +120,7 @@ public sealed class VwapsdValidationTests : IDisposable
double[] spanLower = new double[bars.Count];
double[] spanStdDev = new double[bars.Count];
Vwapsd.Calculate(price.AsSpan(), volume.AsSpan(),
Vwapsd.Batch(price.AsSpan(), volume.AsSpan(),
spanUpper.AsSpan(), spanLower.AsSpan(),
spanVwap.AsSpan(), spanStdDev.AsSpan(), numDevs);
+1 -1
View File
@@ -344,7 +344,7 @@ public sealed class Vwapsd : AbstractBase
/// <param name="vwap">Output span for VWAP values</param>
/// <param name="stdDev">Output span for standard deviation values</param>
/// <param name="numDevs">Number of standard deviations for bands (default 2.0)</param>
public static void Calculate(
public static void Batch(
ReadOnlySpan<double> price,
ReadOnlySpan<double> volume,
Span<double> upper,