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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.Validation.Tests.cs
+4 -4
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@@ -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))