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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 12:38:06 +00:00
normalization of methods
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@@ -235,7 +235,7 @@ public class TukeyBiweightTests
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iterativeResults.Add(tukeyIterative.Update(actual, predicted).Value);
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}
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var batchResults = TukeyBiweight.Calculate(actualSeries, predictedSeries, DefaultPeriod);
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var batchResults = TukeyBiweight.Batch(actualSeries, predictedSeries, DefaultPeriod);
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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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@@ -282,7 +282,7 @@ public class TukeyBiweightTests
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predictedArr[i] = pred;
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}
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var tseriesResult = TukeyBiweight.Calculate(actualSeries, predictedSeries, DefaultPeriod);
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var tseriesResult = TukeyBiweight.Batch(actualSeries, predictedSeries, DefaultPeriod);
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TukeyBiweight.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), DefaultPeriod);
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for (int i = 0; i < 100; i++)
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@@ -331,7 +331,7 @@ public class TukeyBiweightTests
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predicted.Add(DateTime.UtcNow.Ticks, 98);
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Assert.Throws<ArgumentException>(() => TukeyBiweight.Calculate(actual, predicted, DefaultPeriod));
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Assert.Throws<ArgumentException>(() => TukeyBiweight.Batch(actual, predicted, DefaultPeriod));
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}
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[Fact]
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@@ -66,7 +66,7 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
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return _cSquaredOver6 * (1.0 - cubed);
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}
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double c = DefaultC)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period, double c = DefaultC)
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{
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if (actual.Count != predicted.Count)
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{
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@@ -129,4 +129,11 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
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ArrayPool<double>.Shared.Return(rented, clearArray: false);
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}
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}
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}
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public static (TSeries Results, TukeyBiweight Indicator) Calculate(TSeries actual, TSeries predicted, int period, double c = DefaultC)
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{
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var indicator = new TukeyBiweight(period, c);
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TSeries results = Batch(actual, predicted, period, c);
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return (results, indicator);
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}
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}
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