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normalization of methods

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Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
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lib/errors/pseudohuber/PseudoHuber.Tests.cs
+3 -3
View File
@@ -342,7 +342,7 @@ public class PseudoHuberTests
}
// Calculate batch
var batchResults = PseudoHuber.Calculate(actualSeries, predictedSeries, DefaultPeriod);
var batchResults = PseudoHuber.Batch(actualSeries, predictedSeries, DefaultPeriod);
// Compare
Assert.Equal(iterativeResults.Count, batchResults.Count);
@@ -389,7 +389,7 @@ public class PseudoHuberTests
predictedSeries.Add(bar.Time, predictedData[i]);
}
var tseriesResult = PseudoHuber.Calculate(actualSeries, predictedSeries, DefaultPeriod);
var tseriesResult = PseudoHuber.Batch(actualSeries, predictedSeries, DefaultPeriod);
PseudoHuber.Batch(actualData.AsSpan(), predictedData.AsSpan(), output.AsSpan(), DefaultPeriod);
for (int i = 0; i < 100; i++)
@@ -445,7 +445,7 @@ public class PseudoHuberTests
actual.Add(DateTime.UtcNow, 101);
predicted.Add(DateTime.UtcNow, 99);
Assert.Throws<ArgumentException>(() => PseudoHuber.Calculate(actual, predicted, 5));
Assert.Throws<ArgumentException>(() => PseudoHuber.Batch(actual, predicted, 5));
}
#endregion
lib/errors/pseudohuber/PseudoHuber.cs
+9 -2
View File
@@ -64,7 +64,7 @@ public sealed class PseudoHuber : BiInputIndicatorBase
/// <summary>
/// Calculates Pseudo-Huber Loss for two time series.
/// </summary>
public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double delta = 1.0)
public static TSeries Batch(TSeries actual, TSeries predicted, int period, double delta = 1.0)
{
if (actual.Count != predicted.Count)
{
@@ -124,4 +124,11 @@ public sealed class PseudoHuber : BiInputIndicatorBase
// Apply rolling mean
ErrorHelpers.ApplyRollingMean(errors, output, period);
}
}
public static (TSeries Results, PseudoHuber Indicator) Calculate(TSeries actual, TSeries predicted, int period, double delta = 1.0)
{
var indicator = new PseudoHuber(period, delta);
TSeries results = Batch(actual, predicted, period, delta);
return (results, indicator);
}
}