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normalization of methods

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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/statistics/cointegration/Cointegration.cs
+12 -4
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@@ -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);
}
}