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normalization of methods

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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
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lib/numerics/exptrans/Exptrans.Validation.Tests.cs
+7 -7
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@@ -16,9 +16,9 @@ public class ExptransValidationTests
// Use log-transformed prices to keep exp in reasonable range
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 50000);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var logSource = Logtrans.Calculate(bars.Close);
var logSource = Logtrans.Batch(bars.Close);
var result = Exptrans.Calculate(logSource);
var result = Exptrans.Batch(logSource);
for (int i = 0; i < logSource.Count; i++)
{
@@ -33,7 +33,7 @@ public class ExptransValidationTests
int count = 100;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 50001);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var logSource = Logtrans.Calculate(bars.Close);
var logSource = Logtrans.Batch(bars.Close);
var indicator = new Exptrans();
@@ -51,11 +51,11 @@ public class ExptransValidationTests
int count = 100;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 50002);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var logSource = Logtrans.Calculate(bars.Close);
var logSource = Logtrans.Batch(bars.Close);
var values = logSource.Values.ToArray();
var output = new double[count];
Exptrans.Calculate(values, output);
Exptrans.Batch(values, output);
for (int i = 0; i < count; i++)
{
@@ -94,8 +94,8 @@ public class ExptransValidationTests
var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = bars.Close;
var logResult = Logtrans.Calculate(source);
var expResult = Exptrans.Calculate(logResult);
var logResult = Logtrans.Batch(source);
var expResult = Exptrans.Batch(logResult);
for (int i = 0; i < source.Count; i++)
{