gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 03:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

normalization of methods

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
lib/numerics/exptrans/Exptrans.Tests.cs
+7 -7
View File
@@ -187,7 +187,7 @@ public class ExptransTests
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 40000);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Use log of close prices to stay in reasonable exp range
var logSource = Logtrans.Calculate(bars.Close);
var logSource = Logtrans.Batch(bars.Close);
// Streaming
var streaming = new Exptrans();
@@ -199,7 +199,7 @@ public class ExptransTests
}
// Batch
var batch = Exptrans.Calculate(logSource);
var batch = Exptrans.Batch(logSource);
// Compare all values
for (int i = 0; i < logSource.Count; i++)
@@ -214,15 +214,15 @@ public class ExptransTests
int count = 50;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 40001);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var logSource = Logtrans.Calculate(bars.Close);
var logSource = Logtrans.Batch(bars.Close);
// TSeries batch
var batchResult = Exptrans.Calculate(logSource);
var batchResult = Exptrans.Batch(logSource);
// Span calculation
var values = logSource.Values.ToArray();
var output = new double[count];
Exptrans.Calculate(values, output);
Exptrans.Batch(values, output);
for (int i = 0; i < logSource.Count; i++)
{
@@ -236,14 +236,14 @@ public class ExptransTests
Assert.Throws<ArgumentException>(() =>
{
Span<double> output = stackalloc double[10];
Exptrans.Calculate(ReadOnlySpan<double>.Empty, output);
Exptrans.Batch(ReadOnlySpan<double>.Empty, output);
});
Assert.Throws<ArgumentException>(() =>
{
ReadOnlySpan<double> source = stackalloc double[10];
Span<double> output = stackalloc double[5];
Exptrans.Calculate(source, output);
Exptrans.Batch(source, output);
});
}