gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-23 21:18:04 +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/statistics/cointegration/Cointegration.Tests.cs
+7 -7
View File
@@ -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);
}