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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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@@ -212,7 +212,7 @@ public class MaapeTests
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streamingResults[i] = maapeIterative.Update(actualArr[i], predictedArr[i]).Value;
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}
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var batchResults = Maape.Calculate(actualSeries, predictedSeries, DefaultPeriod);
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var batchResults = Maape.Batch(actualSeries, predictedSeries, DefaultPeriod);
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Assert.Equal(count, batchResults.Count);
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for (int i = 0; i < count; i++)
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@@ -256,7 +256,7 @@ public class MaapeTests
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predictedArr[i] = pred;
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}
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var tseriesResult = Maape.Calculate(actualSeries, predictedSeries, DefaultPeriod);
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var tseriesResult = Maape.Batch(actualSeries, predictedSeries, DefaultPeriod);
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Maape.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), DefaultPeriod);
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for (int i = 0; i < 100; i++)
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@@ -305,7 +305,7 @@ public class MaapeTests
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predicted.Add(DateTime.UtcNow.Ticks, 98);
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Assert.Throws<ArgumentException>(() => Maape.Calculate(actual, predicted, DefaultPeriod));
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Assert.Throws<ArgumentException>(() => Maape.Batch(actual, predicted, DefaultPeriod));
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}
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[Fact]
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@@ -49,7 +49,7 @@ public sealed class Maape : BiInputIndicatorBase
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/// <summary>
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/// Calculates Mean Arctangent Absolute Percentage Error for two time series.
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/// </summary>
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period)
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{
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if (actual.Count != predicted.Count)
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{
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@@ -116,6 +116,13 @@ public sealed class Maape : BiInputIndicatorBase
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}
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}
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public static (TSeries Results, Maape Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Maape(period);
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TSeries results = Batch(actual, predicted, period);
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return (results, indicator);
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}
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/// <summary>
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/// Computes arctangent percentage errors.
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/// </summary>
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@@ -178,4 +185,4 @@ public sealed class Maape : BiInputIndicatorBase
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output[i] = absActual > Epsilon ? Math.Atan(absError / absActual) : Math.PI / 2.0;
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}
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}
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}
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}
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