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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 21:18:04 +00:00
normalization of methods
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@@ -284,7 +284,7 @@ public class MraeTests
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predicted.Add(now.AddMinutes(i), i * 110); // 10% error
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}
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var results = Mrae.Calculate(actual, predicted, 3);
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var results = Mrae.Batch(actual, predicted, 3);
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Assert.Equal(10, results.Count);
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Assert.Equal(0.1, results.Last.Value, 10);
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@@ -306,7 +306,7 @@ public class MraeTests
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predicted.Add(DateTime.UtcNow, i * 10);
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}
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Assert.Throws<ArgumentException>(() => Mrae.Calculate(actual, predicted, 3));
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Assert.Throws<ArgumentException>(() => Mrae.Batch(actual, predicted, 3));
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}
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[Fact]
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@@ -49,7 +49,7 @@ public sealed class Mrae : BiInputIndicatorBase
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/// <summary>
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/// Calculates Mean Relative Absolute 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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@@ -104,6 +104,13 @@ public sealed class Mrae : BiInputIndicatorBase
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ErrorHelpers.ApplyRollingMean(errors, output, period);
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}
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public static (TSeries Results, Mrae Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Mrae(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 relative errors (0-1 scale, not percentage).
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/// </summary>
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@@ -163,4 +170,4 @@ public sealed class Mrae : BiInputIndicatorBase
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: 0.0;
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}
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}
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}
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}
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