normalization of methods

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
@@ -401,7 +401,7 @@ public class CointegrationTests
seriesB.Add(barB.Time, barB.Close);
}
var result = Cointegration.Calculate(seriesA, seriesB, DefaultPeriod);
var result = Cointegration.Batch(seriesA, seriesB, DefaultPeriod);
Assert.Equal(seriesA.Count, result.Count);
}
@@ -423,7 +423,7 @@ public class CointegrationTests
}
// Batch calculation
var batchResult = Cointegration.Calculate(seriesA, seriesB, DefaultPeriod);
var batchResult = Cointegration.Batch(seriesA, seriesB, DefaultPeriod);
// Streaming calculation
var streamingIndicator = new Cointegration(DefaultPeriod);
@@ -464,7 +464,7 @@ public class CointegrationTests
seriesB.Add(bar.Time, bar.Close);
}
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Calculate(seriesA, seriesB, DefaultPeriod));
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Batch(seriesA, seriesB, DefaultPeriod));
Assert.Equal("seriesB", ex.ParamName);
}
@@ -485,7 +485,7 @@ public class CointegrationTests
}
// Span calculation
Cointegration.Calculate(seriesA, seriesB, output, DefaultPeriod);
Cointegration.Batch(seriesA, seriesB, output, DefaultPeriod);
// Streaming calculation
var streamingIndicator = new Cointegration(DefaultPeriod);
@@ -515,7 +515,7 @@ public class CointegrationTests
var seriesB = new double[30];
var output = new double[50];
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Calculate(seriesA, seriesB, output, DefaultPeriod));
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Batch(seriesA, seriesB, output, DefaultPeriod));
Assert.Equal("seriesB", ex.ParamName);
}
@@ -526,7 +526,7 @@ public class CointegrationTests
var seriesB = new double[50];
var output = new double[30];
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Calculate(seriesA, seriesB, output, DefaultPeriod));
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Batch(seriesA, seriesB, output, DefaultPeriod));
Assert.Equal("output", ex.ParamName);
}
@@ -537,7 +537,7 @@ public class CointegrationTests
var seriesB = new double[50];
var output = new double[50];
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Calculate(seriesA, seriesB, output, 1));
var ex = Assert.Throws<ArgumentException>(() => Cointegration.Batch(seriesA, seriesB, output, 1));
Assert.Equal("period", ex.ParamName);
}
@@ -125,7 +125,7 @@ public class CointegrationValidationTests
}
// Batch calculation
var batchResult = Cointegration.Calculate(seriesA, seriesB, 20);
var batchResult = Cointegration.Batch(seriesA, seriesB, 20);
// Streaming calculation
var streamingIndicator = new Cointegration(20);
@@ -160,7 +160,7 @@ public class CointegrationValidationTests
}
// Span calculation
Cointegration.Calculate(seriesA, seriesB, output, 20);
Cointegration.Batch(seriesA, seriesB, output, 20);
// Streaming calculation
var streamingIndicator = new Cointegration(20);
+12 -4
View File
@@ -127,7 +127,7 @@ public sealed class Cointegration : AbstractBase
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesA, seriesB, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
throw new NotSupportedException("Cointegration requires two inputs. Use Calculate(seriesA, seriesB, period).");
throw new NotSupportedException("Cointegration requires two inputs. Use Batch(seriesA, seriesB, period).");
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -472,7 +472,7 @@ public sealed class Cointegration : AbstractBase
/// <summary>
/// Calculates cointegration for two time series.
/// </summary>
public static TSeries Calculate(TSeries seriesA, TSeries seriesB, int period = 20)
public static TSeries Batch(TSeries seriesA, TSeries seriesB, int period = 20)
{
if (seriesA.Count != seriesB.Count)
{
@@ -499,7 +499,7 @@ public sealed class Cointegration : AbstractBase
/// <summary>
/// Static batch calculation for span-based processing.
/// </summary>
public static void Calculate(
public static void Batch(
ReadOnlySpan<double> seriesA,
ReadOnlySpan<double> seriesB,
Span<double> output,
@@ -528,4 +528,12 @@ public sealed class Cointegration : AbstractBase
output[i] = result.Value;
}
}
}
public static (TSeries Results, Cointegration Indicator) Calculate(TSeries seriesA, TSeries seriesB, int period = 20)
{
var indicator = new Cointegration(period);
TSeries results = Batch(seriesA, seriesB, period);
return (results, indicator);
}
}