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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/logtrans/Logtrans.Tests.cs
+5 -5
View File
@@ -197,7 +197,7 @@ public class LogtransTests
}
// Batch
var batch = Logtrans.Calculate(source);
var batch = Logtrans.Batch(source);
// Compare all values
for (int i = 0; i < source.Count; i++)
@@ -215,12 +215,12 @@ public class LogtransTests
var source = bars.Close;
// TSeries batch
var batchResult = Logtrans.Calculate(source);
var batchResult = Logtrans.Batch(source);
// Span calculation
var values = source.Values.ToArray();
var output = new double[count];
Logtrans.Calculate(values, output);
Logtrans.Batch(values, output);
for (int i = 0; i < source.Count; i++)
{
@@ -234,14 +234,14 @@ public class LogtransTests
Assert.Throws<ArgumentException>(() =>
{
Span<double> output = stackalloc double[10];
Logtrans.Calculate(ReadOnlySpan<double>.Empty, output);
Logtrans.Batch(ReadOnlySpan<double>.Empty, output);
});
Assert.Throws<ArgumentException>(() =>
{
ReadOnlySpan<double> source = stackalloc double[10];
Span<double> output = stackalloc double[5];
Logtrans.Calculate(source, output);
Logtrans.Batch(source, output);
});
}
lib/numerics/logtrans/Logtrans.Validation.Tests.cs
+4 -4
View File
@@ -18,7 +18,7 @@ public class LogtransValidationTests
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = bars.Close;
var result = Logtrans.Calculate(source);
var result = Logtrans.Batch(source);
for (int i = 0; i < source.Count; i++)
{
@@ -55,7 +55,7 @@ public class LogtransValidationTests
var values = source.Values.ToArray();
var output = new double[count];
Logtrans.Calculate(values, output);
Logtrans.Batch(values, output);
for (int i = 0; i < count; i++)
{
@@ -199,7 +199,7 @@ public class LogtransValidationTests
var values = new double[] { 2.0, 0.0, 3.0 };
var output = new double[3];
Logtrans.Calculate(values, output);
Logtrans.Batch(values, output);
Assert.Equal(Math.Log(2.0), output[0], Tolerance); // ln(2)
Assert.Equal(Math.Log(2.0), output[1], Tolerance); // zero -> uses last valid (ln(2))
@@ -213,7 +213,7 @@ public class LogtransValidationTests
var values = new double[] { 2.0, -5.0, 3.0 };
var output = new double[3];
Logtrans.Calculate(values, output);
Logtrans.Batch(values, output);
Assert.Equal(Math.Log(2.0), output[0], Tolerance); // ln(2)
Assert.Equal(Math.Log(2.0), output[1], Tolerance); // negative -> uses last valid (ln(2))
lib/numerics/logtrans/Logtrans.cs
+10 -3
View File
@@ -99,7 +99,7 @@ public sealed class Logtrans : AbstractBase
}
}
public static TSeries Calculate(TSeries source)
public static TSeries Batch(TSeries source)
{
var indicator = new Logtrans();
return indicator.Update(source);
@@ -109,7 +109,7 @@ public sealed class Logtrans : AbstractBase
/// Calculates natural logarithm over a span of values.
/// Note: Math.Log has no SIMD intrinsic; uses scalar path with last-valid substitution.
/// </summary>
public static void Calculate(ReadOnlySpan<double> source, Span<double> output)
public static void Batch(ReadOnlySpan<double> source, Span<double> output)
{
if (source.Length == 0)
{
@@ -138,10 +138,17 @@ public sealed class Logtrans : AbstractBase
}
}
public static (TSeries Results, Logtrans Indicator) Calculate(TSeries source)
{
var indicator = new Logtrans();
TSeries results = indicator.Update(source);
return (results, indicator);
}
public override void Reset()
{
_state = default;
_p_state = default;
Last = default;
}
}
}