normalization of methods

This commit is contained in:
Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
+6 -6
View File
@@ -154,7 +154,7 @@ public class ChangeTests
public void Change_Batch_MatchesStreaming()
{
int period = 5;
var batchResult = Change.Calculate(_source, period);
var batchResult = Change.Batch(_source, period);
var indicator = new Change(period);
for (int i = 0; i < _source.Count; i++)
@@ -185,8 +185,8 @@ public class ChangeTests
var values = _source.Values.ToArray();
var output = new double[values.Length];
Change.Calculate(values, output, period);
var batchResult = Change.Calculate(_source, period);
Change.Batch(values, output, period);
var batchResult = Change.Batch(_source, period);
for (int i = 0; i < values.Length; i++)
{
@@ -200,9 +200,9 @@ public class ChangeTests
var source = new double[10];
var output = new double[5];
Assert.Throws<ArgumentException>(() => Change.Calculate(ReadOnlySpan<double>.Empty, output, 1));
Assert.Throws<ArgumentException>(() => Change.Calculate(source, output, 1));
Assert.Throws<ArgumentException>(() => Change.Calculate(source, new double[10], 0));
Assert.Throws<ArgumentException>(() => Change.Batch(ReadOnlySpan<double>.Empty, output, 1));
Assert.Throws<ArgumentException>(() => Change.Batch(source, output, 1));
Assert.Throws<ArgumentException>(() => Change.Batch(source, new double[10], 0));
}
[Fact]
@@ -18,7 +18,7 @@ public class ChangeValidationTests
var series = bars.Close;
int period = 10;
var result = Change.Calculate(series, period);
var result = Change.Batch(series, period);
for (int i = period; i < series.Count; i++)
{
@@ -63,7 +63,7 @@ public class ChangeValidationTests
var output = new double[values.Length];
int period = 10;
Change.Calculate(values, output, period);
Change.Batch(values, output, period);
for (int i = period; i < values.Length; i++)
{
@@ -83,7 +83,7 @@ public class ChangeValidationTests
int period = 10;
// Calculate QuanTAlib Change
var qResult = Change.Calculate(source, period);
var qResult = Change.Batch(source, period);
// Calculate Tulip ROC (returns percentage)
var rocIndicator = Tulip.Indicators.roc;
@@ -171,7 +171,7 @@ public class ChangeValidationTests
var source = bars.Close;
// Batch
var batchResult = Change.Calculate(source, period);
var batchResult = Change.Batch(source, period);
// Streaming
var streamingIndicator = new Change(period);
@@ -185,7 +185,7 @@ public class ChangeValidationTests
// Span
var values = source.Values.ToArray();
var spanOutput = new double[count];
Change.Calculate(values, spanOutput, period);
Change.Batch(values, spanOutput, period);
// Event-driven
var eventIndicator = new Change(period);
@@ -215,7 +215,7 @@ public class ChangeValidationTests
foreach (int period in new[] { 1, 5, 10, 20 })
{
var result = Change.Calculate(source, period);
var result = Change.Batch(source, period);
// Calculate Tulip ROC
var rocIndicator = Tulip.Indicators.roc;
+12 -5
View File
@@ -28,7 +28,7 @@ public sealed class Change : AbstractBase
public override bool IsHot => _buffer.Count > _period;
/// <summary>
///
/// Initializes a new Change indicator with the specified lookback period.
/// </summary>
/// <param name="period">Lookback period (must be >= 1)</param>
public Change(int period = 1)
@@ -45,7 +45,7 @@ public sealed class Change : AbstractBase
}
/// <summary>
///
/// Initializes a new Change indicator chained to a source publisher.
/// </summary>
/// <param name="source">Source indicator for chaining</param>
/// <param name="period">Lookback period</param>
@@ -116,7 +116,7 @@ public sealed class Change : AbstractBase
}
}
public static TSeries Calculate(TSeries source, int period = 1)
public static TSeries Batch(TSeries source, int period = 1)
{
var indicator = new Change(period);
return indicator.Update(source);
@@ -125,7 +125,7 @@ public sealed class Change : AbstractBase
/// <summary>
/// Calculates relative change over a span of values.
/// </summary>
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period = 1)
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period = 1)
{
if (source.Length == 0)
{
@@ -204,6 +204,13 @@ public sealed class Change : AbstractBase
}
}
public static (TSeries Results, Change Indicator) Calculate(TSeries source, int period = 1)
{
var indicator = new Change(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
public override void Reset()
{
_buffer.Clear();
@@ -211,4 +218,4 @@ public sealed class Change : AbstractBase
_p_state = default;
Last = default;
}
}
}