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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
normalization of methods
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@@ -222,7 +222,7 @@ public class RmsleTests
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iterativeResults.Add(rmsleIterative.Update(actualSeries[i], predictedSeries[i]).Value);
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}
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var batchResults = Rmsle.Calculate(actualSeries, predictedSeries, 10);
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var batchResults = Rmsle.Batch(actualSeries, predictedSeries, 10);
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Assert.Equal(iterativeResults.Count, batchResults.Count);
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for (int i = 0; i < iterativeResults.Count; i++)
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@@ -266,7 +266,7 @@ public class RmsleTests
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predictedSeries.Add(bar.Time, bar.Close * 0.95);
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}
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var tseriesResult = Rmsle.Calculate(actualSeries, predictedSeries, 10);
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var tseriesResult = Rmsle.Batch(actualSeries, predictedSeries, 10);
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Rmsle.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), 10);
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for (int i = 0; i < 100; i++)
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@@ -300,7 +300,7 @@ public class RmsleTests
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actual.Add(DateTime.UtcNow.Ticks + 1, 100);
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predicted.Add(DateTime.UtcNow.Ticks, 90);
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Assert.Throws<ArgumentException>(() => Rmsle.Calculate(actual, predicted, 5));
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Assert.Throws<ArgumentException>(() => Rmsle.Batch(actual, predicted, 5));
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}
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[Fact]
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@@ -49,7 +49,7 @@ public sealed class Rmsle : BiInputIndicatorBase
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/// <summary>
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/// Calculates RMSLE 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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@@ -75,6 +75,13 @@ public sealed class Rmsle : BiInputIndicatorBase
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ErrorHelpers.ApplyRollingMeanSqrt(errors, output, period);
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}
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public static (TSeries Results, Rmsle Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Rmsle(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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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private static void ComputeLogSquaredErrors(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output)
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{
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@@ -130,4 +137,4 @@ public sealed class Rmsle : BiInputIndicatorBase
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output[i] = logError * logError;
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}
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}
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}
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}
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