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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 20:48:04 +00:00
normalization of methods
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@@ -290,7 +290,7 @@ public class RsquaredTests
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iterativeResults.Add(r2Iterative.Update(actual[i], predicted[i]).Value);
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}
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var batchResults = Rsquared.Calculate(actual, predicted, Period);
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var batchResults = Rsquared.Batch(actual, predicted, Period);
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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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@@ -331,7 +331,7 @@ public class RsquaredTests
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double[] predictedArr = predictedSeries.Values.ToArray();
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double[] output = new double[100];
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var tseriesResult = Rsquared.Calculate(actualSeries, predictedSeries, Period);
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var tseriesResult = Rsquared.Batch(actualSeries, predictedSeries, Period);
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Rsquared.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), Period);
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for (int i = 0; i < 100; i++)
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@@ -352,7 +352,7 @@ public class RsquaredTests
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}
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// 1. Batch Mode (static method)
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var batchSeries = Rsquared.Calculate(actualSeries, predictedSeries, Period);
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var batchSeries = Rsquared.Batch(actualSeries, predictedSeries, Period);
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double expected = batchSeries.Last.Value;
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// 2. Span Mode
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@@ -160,7 +160,7 @@ public sealed class Rsquared : AbstractBase
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public override TSeries Update(TSeries source)
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{
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throw new NotSupportedException("R² requires two inputs. Use Calculate(actualSeries, predictedSeries, period).");
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throw new NotSupportedException("R² requires two inputs. Use Batch(actualSeries, predictedSeries, period).");
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}
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public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
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@@ -178,7 +178,7 @@ public sealed class Rsquared : AbstractBase
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Last = default;
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}
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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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@@ -360,4 +360,11 @@ public sealed class Rsquared : AbstractBase
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}
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}
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}
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}
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public static (TSeries Results, Rsquared Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Rsquared(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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