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normalization of methods

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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/lineartrans/Lineartrans.Tests.cs
+8 -8
View File
@@ -197,7 +197,7 @@ public class LineartransTests
series.Add(new TValue(time.AddSeconds(i), 10.0 * (i + 1)), true);
}
var result = Lineartrans.Calculate(series, slope: 0.5, intercept: 5.0);
var result = Lineartrans.Batch(series, slope: 0.5, intercept: 5.0);
Assert.Equal(3, result.Count);
Assert.Equal(10.0, result[0].Value, 1e-10); // 0.5*10+5
@@ -211,7 +211,7 @@ public class LineartransTests
double[] source = [10.0, 20.0, 30.0, 40.0, 50.0];
double[] output = new double[5];
Lineartrans.Calculate(source, output, slope: 2.0, intercept: -5.0);
Lineartrans.Batch(source, output, slope: 2.0, intercept: -5.0);
Assert.Equal(15.0, output[0], 1e-10); // 2*10-5
Assert.Equal(35.0, output[1], 1e-10); // 2*20-5
@@ -226,10 +226,10 @@ public class LineartransTests
double[] source = [1.0, 2.0, 3.0];
double[] output = new double[3];
Assert.Throws<ArgumentException>(() => Lineartrans.Calculate([], output));
Assert.Throws<ArgumentException>(() => Lineartrans.Calculate(source, new double[2]));
Assert.Throws<ArgumentException>(() => Lineartrans.Calculate(source, output, slope: double.NaN));
Assert.Throws<ArgumentException>(() => Lineartrans.Calculate(source, output, intercept: double.PositiveInfinity));
Assert.Throws<ArgumentException>(() => Lineartrans.Batch([], output));
Assert.Throws<ArgumentException>(() => Lineartrans.Batch(source, new double[2]));
Assert.Throws<ArgumentException>(() => Lineartrans.Batch(source, output, slope: double.NaN));
Assert.Throws<ArgumentException>(() => Lineartrans.Batch(source, output, intercept: double.PositiveInfinity));
}
[Fact]
@@ -255,7 +255,7 @@ public class LineartransTests
double intercept = -20.0;
// Batch
var batchResult = Lineartrans.Calculate(series, slope, intercept);
var batchResult = Lineartrans.Batch(series, slope, intercept);
// Stream
var streamIndicator = new Lineartrans(slope, intercept);
@@ -267,7 +267,7 @@ public class LineartransTests
// Span
var spanOutput = new double[series.Count];
Lineartrans.Calculate(series.Values, spanOutput, slope, intercept);
Lineartrans.Batch(series.Values, spanOutput, slope, intercept);
// Compare last 50 values
for (int i = 50; i < series.Count; i++)
lib/numerics/lineartrans/Lineartrans.Validation.Tests.cs
+17 -17
View File
@@ -19,7 +19,7 @@ public class LineartransValidationTests
double slope = 2.5;
double intercept = -15.0;
var result = Lineartrans.Calculate(series, slope, intercept);
var result = Lineartrans.Batch(series, slope, intercept);
for (int i = 0; i < series.Count; i++)
{
@@ -55,7 +55,7 @@ public class LineartransValidationTests
double slope = -1.5;
double intercept = 50.0;
Lineartrans.Calculate(source, output, slope, intercept);
Lineartrans.Batch(source, output, slope, intercept);
for (int i = 0; i < source.Length; i++)
{
@@ -71,7 +71,7 @@ public class LineartransValidationTests
var bars = _gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var series = bars.Close;
var result = Lineartrans.Calculate(series, slope: 1.0, intercept: 0.0);
var result = Lineartrans.Batch(series, slope: 1.0, intercept: 0.0);
for (int i = 0; i < series.Count; i++)
{
@@ -87,7 +87,7 @@ public class LineartransValidationTests
var series = bars.Close;
double intercept = 42.0;
var result = Lineartrans.Calculate(series, slope: 0.0, intercept: intercept);
var result = Lineartrans.Batch(series, slope: 0.0, intercept: intercept);
for (int i = 0; i < series.Count; i++)
{
@@ -106,13 +106,13 @@ public class LineartransValidationTests
double c = 3.0, d = -10.0; // Second transform
// Compose sequentially
var step1 = Lineartrans.Calculate(series, a, b);
var composed = Lineartrans.Calculate(step1, c, d);
var step1 = Lineartrans.Batch(series, a, b);
var composed = Lineartrans.Batch(step1, c, d);
// Direct composed transform: y = c*(a*x + b) + d = (a*c)*x + (b*c + d)
double composedSlope = a * c;
double composedIntercept = b * c + d;
var direct = Lineartrans.Calculate(series, composedSlope, composedIntercept);
var direct = Lineartrans.Batch(series, composedSlope, composedIntercept);
for (int i = 0; i < series.Count; i++)
{
@@ -129,8 +129,8 @@ public class LineartransValidationTests
double a = 2.5, b = -15.0;
var transformed = Lineartrans.Calculate(series, a, b);
var recovered = Lineartrans.Calculate(transformed, 1.0 / a, -b / a);
var transformed = Lineartrans.Batch(series, a, b);
var recovered = Lineartrans.Batch(transformed, 1.0 / a, -b / a);
for (int i = 0; i < series.Count; i++)
{
@@ -158,8 +158,8 @@ public class LineartransValidationTests
}
// a * (x + offset) should equal a*x + a*offset
var scaledSum = Lineartrans.Calculate(shifted, a, 0.0);
var sumOfScaled = Lineartrans.Calculate(series, a, a * offset);
var scaledSum = Lineartrans.Batch(shifted, a, 0.0);
var sumOfScaled = Lineartrans.Batch(series, a, a * offset);
for (int i = 0; i < series.Count; i++)
{
@@ -174,7 +174,7 @@ public class LineartransValidationTests
var bars = _gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var series = bars.Close;
var negated = Lineartrans.Calculate(series, slope: -1.0, intercept: 0.0);
var negated = Lineartrans.Batch(series, slope: -1.0, intercept: 0.0);
for (int i = 0; i < series.Count; i++)
{
@@ -188,8 +188,8 @@ public class LineartransValidationTests
var bars = _gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var series = bars.Close;
var negated = Lineartrans.Calculate(series, slope: -1.0, intercept: 0.0);
var recovered = Lineartrans.Calculate(negated, slope: -1.0, intercept: 0.0);
var negated = Lineartrans.Batch(series, slope: -1.0, intercept: 0.0);
var recovered = Lineartrans.Batch(negated, slope: -1.0, intercept: 0.0);
for (int i = 0; i < series.Count; i++)
{
@@ -208,7 +208,7 @@ public class LineartransValidationTests
series.Add(new TValue(time.AddSeconds(3), 100.0), true);
// y = 2x + 3
var result = Lineartrans.Calculate(series, slope: 2.0, intercept: 3.0);
var result = Lineartrans.Batch(series, slope: 2.0, intercept: 3.0);
Assert.Equal(3.0, result[0].Value, Tolerance); // 2*0+3
Assert.Equal(5.0, result[1].Value, Tolerance); // 2*1+3
@@ -229,7 +229,7 @@ public class LineartransValidationTests
double slope = 2.5;
double intercept = 100.0;
var result = Lineartrans.Calculate(series, slope, intercept);
var result = Lineartrans.Batch(series, slope, intercept);
// Difference between consecutive values should be scaled by slope
double diff_01_input = series[1].Value - series[0].Value; // 20
@@ -257,7 +257,7 @@ public class LineartransValidationTests
double slope = 1.0 + 1e-10;
double intercept = -1e15;
var result = Lineartrans.Calculate(series, slope, intercept);
var result = Lineartrans.Batch(series, slope, intercept);
// Verify each result matches direct computation
for (int i = 0; i < series.Count; i++)
lib/numerics/lineartrans/Lineartrans.cs
+10 -3
View File
@@ -124,7 +124,7 @@ public sealed class Lineartrans : AbstractBase
}
}
public static TSeries Calculate(TSeries source, double slope = 1.0, double intercept = 0.0)
public static TSeries Batch(TSeries source, double slope = 1.0, double intercept = 0.0)
{
var indicator = new Lineartrans(slope, intercept);
return indicator.Update(source);
@@ -134,7 +134,7 @@ public sealed class Lineartrans : AbstractBase
/// Calculates linear transformation over a span of values using SIMD when available.
/// Uses FMA intrinsics for y = slope * x + intercept.
/// </summary>
public static void Calculate(ReadOnlySpan<double> source, Span<double> output,
public static void Batch(ReadOnlySpan<double> source, Span<double> output,
double slope = 1.0, double intercept = 0.0)
{
if (source.Length == 0)
@@ -250,10 +250,17 @@ public sealed class Lineartrans : AbstractBase
}
}
public static (TSeries Results, Lineartrans Indicator) Calculate(TSeries source, double slope = 1.0, double intercept = 0.0)
{
var indicator = new Lineartrans(slope, intercept);
TSeries results = indicator.Update(source);
return (results, indicator);
}
public override void Reset()
{
_state = default;
_p_state = default;
Last = default;
}
}
}