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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-26 06:18:05 +00:00
normalization of methods
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@@ -44,7 +44,7 @@ public class SgfTests
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// 3. Span Mode
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double[] spanInput = series.Values.ToArray();
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double[] spanOutput = new double[spanInput.Length];
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Sgf.Calculate(spanInput, spanOutput, period, polyOrder);
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Sgf.Batch(spanInput, spanOutput, period, polyOrder);
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// Assert
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for (int i = 0; i < series.Count; i++)
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@@ -201,7 +201,7 @@ public class SgfValidationTests : IDisposable
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foreach (var (period, order) in scenarios)
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{
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double[] output = new double[source.Length];
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Sgf.Calculate(source.AsSpan(), output.AsSpan(), period, order);
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Sgf.Batch(source.AsSpan(), output.AsSpan(), period, order);
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var expected = CalculateExpectedSgf(source, period, order);
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+20
-7
@@ -177,7 +177,7 @@ public sealed class Sgf : AbstractBase
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}
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var resultValues = new double[source.Count];
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Calculate(source.Values, resultValues, _period, _polyOrder);
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Batch(source.Values, resultValues, _period, _polyOrder);
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var result = new TSeries();
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var times = source.Times;
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@@ -197,16 +197,14 @@ public sealed class Sgf : AbstractBase
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return result;
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}
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public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
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public static TSeries Batch(TSeries source, int period, int polyOrder = 2)
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{
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foreach (double value in source)
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{
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Update(new TValue(DateTime.MinValue, value), isNew: true);
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}
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var indicator = new Sgf(period, polyOrder);
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return indicator.Update(source);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period, int polyOrder = 2)
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period, int polyOrder = 2)
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{
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if (source.Length != output.Length)
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{
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@@ -262,6 +260,21 @@ public sealed class Sgf : AbstractBase
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}
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}
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public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
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{
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foreach (double value in source)
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{
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Update(new TValue(DateTime.MinValue, value), isNew: true);
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}
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}
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public static (TSeries Results, Sgf Indicator) Calculate(TSeries source, int period, int polyOrder = 2)
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{
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var indicator = new Sgf(period, polyOrder);
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TSeries results = indicator.Update(source);
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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 CalculateWeightsSpan(Span<double> weights, int period, int polyOrder)
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{
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