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
@@ -251,7 +251,7 @@ public class CorrelationTests
seriesY.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 200.0 + (i * 2)));
}
var result = Correlation.Calculate(seriesX, seriesY, 5);
var result = Correlation.Batch(seriesX, seriesY, 5);
Assert.Equal(20, result.Count);
}
@@ -271,7 +271,7 @@ public class CorrelationTests
seriesY.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 200.0 + i));
}
Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, 5));
Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, 5));
}
[Fact]
@@ -287,7 +287,7 @@ public class CorrelationTests
seriesY[i] = 200.0 + (i * 2);
}
Correlation.Calculate(seriesX, seriesY, output, 5);
Correlation.Batch(seriesX, seriesY, output, 5);
// First value should be NaN (not enough data)
Assert.True(double.IsNaN(output[0]));
@@ -303,7 +303,7 @@ public class CorrelationTests
double[] seriesY = new double[15];
double[] output = new double[10];
Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, output, 5));
Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, output, 5));
}
[Fact]
@@ -313,7 +313,7 @@ public class CorrelationTests
double[] seriesY = new double[20];
double[] output = new double[10];
Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, output, 5));
Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, output, 5));
}
[Fact]
@@ -323,7 +323,7 @@ public class CorrelationTests
double[] seriesY = new double[20];
double[] output = new double[20];
Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, output, 1));
Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, output, 1));
}
[Fact]
@@ -374,7 +374,7 @@ public class CorrelationTests
// Batch calculation
double[] batchResults = new double[length];
Correlation.Calculate(seriesX, seriesY, batchResults, period);
Correlation.Batch(seriesX, seriesY, batchResults, period);
// Compare last 50 values (after warmup)
for (int i = length - 50; i < length; i++)
@@ -190,7 +190,7 @@ public class CorrelationValidationTests
}
// Batch calculation
var batchResult = Correlation.Calculate(seriesX, seriesY, 20);
var batchResult = Correlation.Batch(seriesX, seriesY, 20);
// Streaming calculation
var streamingIndicator = new Correlation(20);
@@ -227,7 +227,7 @@ public class CorrelationValidationTests
}
// Span calculation
Correlation.Calculate(seriesX, seriesY, output, 20);
Correlation.Batch(seriesX, seriesY, output, 20);
// Streaming calculation
var streamingIndicator = new Correlation(20);
+12 -4
View File
@@ -113,7 +113,7 @@ public sealed class Correlation : AbstractBase
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
throw new NotSupportedException("Correlation requires two inputs. Use Calculate(seriesX, seriesY, period).");
throw new NotSupportedException("Correlation requires two inputs. Use Batch(seriesX, seriesY, period).");
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -286,7 +286,7 @@ public sealed class Correlation : AbstractBase
/// <summary>
/// Calculates correlation for two time series.
/// </summary>
public static TSeries Calculate(TSeries seriesX, TSeries seriesY, int period = 20)
public static TSeries Batch(TSeries seriesX, TSeries seriesY, int period = 20)
{
if (seriesX.Count != seriesY.Count)
{
@@ -313,7 +313,7 @@ public sealed class Correlation : AbstractBase
/// <summary>
/// Static batch calculation for span-based processing.
/// </summary>
public static void Calculate(
public static void Batch(
ReadOnlySpan<double> seriesX,
ReadOnlySpan<double> seriesY,
Span<double> output,
@@ -342,4 +342,12 @@ public sealed class Correlation : AbstractBase
output[i] = result.Value;
}
}
}
public static (TSeries Results, Correlation Indicator) Calculate(TSeries seriesX, TSeries seriesY, int period = 20)
{
var indicator = new Correlation(period);
TSeries results = Batch(seriesX, seriesY, period);
return (results, indicator);
}
}