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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -308,7 +308,7 @@ public class MaeTests
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predicted.Add(now.AddMinutes(i), i * 10 + 5);
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}
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var results = Mae.Calculate(actual, predicted, 3);
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var results = Mae.Batch(actual, predicted, 3);
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Assert.Equal(10, results.Count);
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// All errors are 5, so MAE should be 5
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@@ -331,7 +331,7 @@ public class MaeTests
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predicted.Add(DateTime.UtcNow, i);
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}
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Assert.Throws<ArgumentException>(() => Mae.Calculate(actual, predicted, 3));
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Assert.Throws<ArgumentException>(() => Mae.Batch(actual, predicted, 3));
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}
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[Fact]
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@@ -45,7 +45,7 @@ public sealed class Mae : BiInputIndicatorBase
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/// <param name="predicted">Predicted values series</param>
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/// <param name="period">MAE period</param>
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/// <returns>MAE series</returns>
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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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=> CalculateImpl(actual, predicted, period, Batch);
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/// <summary>
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@@ -89,4 +89,11 @@ public sealed class Mae : BiInputIndicatorBase
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}
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}
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}
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}
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public static (TSeries Results, Mae Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Mae(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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}
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