gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 11:38:05 +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/relu/Relu.Tests.cs
+7 -7
View File
@@ -179,7 +179,7 @@ public class ReluTests
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42000);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
// Use returns (which can be negative) for meaningful ReLU test
var source = Change.Calculate(bars.Close);
var source = Change.Batch(bars.Close);
// Streaming
var streaming = new Relu();
@@ -191,7 +191,7 @@ public class ReluTests
}
// Batch
var batch = Relu.Calculate(source);
var batch = Relu.Batch(source);
// Compare all values
for (int i = 0; i < source.Count; i++)
@@ -206,15 +206,15 @@ public class ReluTests
int count = 50;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42001);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = Change.Calculate(bars.Close);
var source = Change.Batch(bars.Close);
// TSeries batch
var batchResult = Relu.Calculate(source);
var batchResult = Relu.Batch(source);
// Span calculation
var values = source.Values.ToArray();
var output = new double[count];
Relu.Calculate(values, output);
Relu.Batch(values, output);
for (int i = 0; i < source.Count; i++)
{
@@ -228,14 +228,14 @@ public class ReluTests
Assert.Throws<ArgumentException>(() =>
{
Span<double> output = stackalloc double[10];
Relu.Calculate(ReadOnlySpan<double>.Empty, output);
Relu.Batch(ReadOnlySpan<double>.Empty, output);
});
Assert.Throws<ArgumentException>(() =>
{
ReadOnlySpan<double> source = stackalloc double[10];
Span<double> output = stackalloc double[5];
Relu.Calculate(source, output);
Relu.Batch(source, output);
});
}
lib/numerics/relu/Relu.Validation.Tests.cs
+9 -9
View File
@@ -39,7 +39,7 @@ public class ReluValidationTests
time = time.AddMinutes(1);
}
var result = Relu.Calculate(source);
var result = Relu.Batch(source);
for (int i = 0; i < testValues.Length; i++)
{
@@ -54,7 +54,7 @@ public class ReluValidationTests
double[] testValues = { -10.0, -5.0, -1.0, -0.5, 0.0, 0.5, 1.0, 5.0, 10.0 };
double[] output = new double[testValues.Length];
Relu.Calculate(testValues, output);
Relu.Batch(testValues, output);
for (int i = 0; i < testValues.Length; i++)
{
@@ -70,9 +70,9 @@ public class ReluValidationTests
int count = 100;
var gbm = new GBM(startPrice: 100, mu: 0.0, sigma: 0.5, seed: 43000);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = Change.Calculate(bars.Close);
var source = Change.Batch(bars.Close);
var result = Relu.Calculate(source);
var result = Relu.Batch(source);
for (int i = 0; i < result.Count; i++)
{
@@ -87,7 +87,7 @@ public class ReluValidationTests
double[] positiveValues = { 0.001, 0.1, 1.0, 10.0, 100.0, 1000.0 };
double[] output = new double[positiveValues.Length];
Relu.Calculate(positiveValues, output);
Relu.Batch(positiveValues, output);
for (int i = 0; i < positiveValues.Length; i++)
{
@@ -102,7 +102,7 @@ public class ReluValidationTests
double[] negativeValues = { -0.001, -0.1, -1.0, -10.0, -100.0, -1000.0 };
double[] output = new double[negativeValues.Length];
Relu.Calculate(negativeValues, output);
Relu.Batch(negativeValues, output);
for (int i = 0; i < negativeValues.Length; i++)
{
@@ -125,7 +125,7 @@ public class ReluValidationTests
int count = 100;
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.3, seed: 43001);
var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
var source = Change.Calculate(bars.Close);
var source = Change.Batch(bars.Close);
// Streaming
var streaming = new Relu();
@@ -137,11 +137,11 @@ public class ReluValidationTests
}
// Batch
var batch = Relu.Calculate(source);
var batch = Relu.Batch(source);
// Span
var spanOutput = new double[source.Count];
Relu.Calculate(source.Values.ToArray(), spanOutput);
Relu.Batch(source.Values.ToArray(), spanOutput);
// All three should match
for (int i = 0; i < source.Count; i++)
lib/numerics/relu/Relu.cs
+19 -7
View File
@@ -25,6 +25,7 @@ public sealed class Relu : AbstractBase
private State _state, _p_state;
private readonly ITValuePublisher? _source;
private readonly TValuePublishedHandler? _handler;
private bool _disposed;
public override bool IsHot => true; // No warmup needed
@@ -35,7 +36,7 @@ public sealed class Relu : AbstractBase
}
/// <summary>
///
/// Initializes a new ReLU indicator chained to a source publisher.
/// </summary>
/// <param name="source">Source indicator for chaining</param>
public Relu(ITValuePublisher source) : this()
@@ -47,9 +48,13 @@ public sealed class Relu : AbstractBase
protected override void Dispose(bool disposing)
{
if (disposing && _source != null && _handler != null)
if (!_disposed)
{
_source.Pub -= _handler;
if (disposing && _source != null && _handler != null)
{
_source.Pub -= _handler;
}
_disposed = true;
}
base.Dispose(disposing);
}
@@ -104,7 +109,7 @@ public sealed class Relu : AbstractBase
var vSpan = System.Runtime.InteropServices.CollectionsMarshal.AsSpan(v);
// Use vectorized Calculate for batch processing
Calculate(source.Values, vSpan);
Batch(source.Values, vSpan);
source.Times.CopyTo(tSpan);
// Restore state from last value
@@ -130,7 +135,7 @@ public sealed class Relu : AbstractBase
}
}
public static TSeries Calculate(TSeries source)
public static TSeries Batch(TSeries source)
{
var indicator = new Relu();
return indicator.Update(source);
@@ -139,7 +144,7 @@ public sealed class Relu : AbstractBase
/// <summary>
/// Calculates ReLU over a span of values with SIMD optimization.
/// </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)
{
@@ -213,10 +218,17 @@ public sealed class Relu : AbstractBase
}
}
public static (TSeries Results, Relu Indicator) Calculate(TSeries source)
{
var indicator = new Relu();
TSeries results = indicator.Update(source);
return (results, indicator);
}
public override void Reset()
{
_state = default;
_p_state = default;
Last = default;
}
}
}