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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 MapeTests
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predicted.Add(now.AddMinutes(i), 110); // 10% error
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}
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var results = Mape.Calculate(actual, predicted, 3);
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var results = Mape.Batch(actual, predicted, 3);
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Assert.Equal(10, results.Count);
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Assert.Equal(10.0, results.Last.Value, 10);
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@@ -330,7 +330,7 @@ public class MapeTests
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predicted.Add(DateTime.UtcNow, i + 1);
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}
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Assert.Throws<ArgumentException>(() => Mape.Calculate(actual, predicted, 3));
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Assert.Throws<ArgumentException>(() => Mape.Batch(actual, predicted, 3));
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}
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[Fact]
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@@ -41,7 +41,7 @@ public sealed class Mape : BiInputIndicatorBase
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/// <summary>
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/// Calculates MAPE for entire 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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=> CalculateImpl(actual, predicted, period, Batch);
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/// <summary>
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@@ -65,4 +65,11 @@ public sealed class Mape : BiInputIndicatorBase
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ErrorHelpers.ComputePercentageErrors(actual, predicted, percentErrors, Epsilon);
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ErrorHelpers.ApplyRollingMean(percentErrors, output, period);
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}
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}
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public static (TSeries Results, Mape Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Mape(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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