mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 22:08:05 +00:00
normalization of methods
This commit is contained in:
@@ -192,7 +192,7 @@ public class TheilUTests
|
||||
iterativeResults.Add(theilUIterative.Update(new TValue(bar.Time, bar.Close), new TValue(bar.Time, predicted)).Value);
|
||||
}
|
||||
|
||||
var batchResults = TheilU.Calculate(actualSeries, predictedSeries, DefaultPeriod);
|
||||
var batchResults = TheilU.Batch(actualSeries, predictedSeries, DefaultPeriod);
|
||||
|
||||
Assert.Equal(iterativeResults.Count, batchResults.Count);
|
||||
for (int i = 0; i < iterativeResults.Count; i++)
|
||||
@@ -236,7 +236,7 @@ public class TheilUTests
|
||||
predictedArr[i] = pred;
|
||||
}
|
||||
|
||||
var tseriesResult = TheilU.Calculate(actualSeries, predictedSeries, DefaultPeriod);
|
||||
var tseriesResult = TheilU.Batch(actualSeries, predictedSeries, DefaultPeriod);
|
||||
TheilU.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), DefaultPeriod);
|
||||
|
||||
for (int i = 0; i < 100; i++)
|
||||
@@ -285,7 +285,7 @@ public class TheilUTests
|
||||
|
||||
predicted.Add(DateTime.UtcNow.Ticks, 98);
|
||||
|
||||
Assert.Throws<ArgumentException>(() => TheilU.Calculate(actual, predicted, DefaultPeriod));
|
||||
Assert.Throws<ArgumentException>(() => TheilU.Batch(actual, predicted, DefaultPeriod));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
|
||||
@@ -75,7 +75,7 @@ public sealed class TheilU : AbstractBase
|
||||
|
||||
public override TSeries Update(TSeries source)
|
||||
{
|
||||
throw new NotSupportedException("TheilU requires two inputs. Use Calculate(actualSeries, predictedSeries, period).");
|
||||
throw new NotSupportedException("TheilU requires two inputs. Use Batch(actualSeries, predictedSeries, period).");
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
@@ -170,7 +170,7 @@ public sealed class TheilU : AbstractBase
|
||||
Last = default;
|
||||
}
|
||||
|
||||
public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
|
||||
public static TSeries Batch(TSeries actual, TSeries predicted, int period)
|
||||
{
|
||||
if (actual.Count != predicted.Count)
|
||||
{
|
||||
@@ -352,4 +352,11 @@ public sealed class TheilU : AbstractBase
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public static (TSeries Results, TheilU Indicator) Calculate(TSeries actual, TSeries predicted, int period)
|
||||
{
|
||||
var indicator = new TheilU(period);
|
||||
TSeries results = Batch(actual, predicted, period);
|
||||
return (results, indicator);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user