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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
normalization of methods
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@@ -251,7 +251,7 @@ public class CorrelationTests
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seriesY.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 200.0 + (i * 2)));
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}
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var result = Correlation.Calculate(seriesX, seriesY, 5);
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var result = Correlation.Batch(seriesX, seriesY, 5);
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Assert.Equal(20, result.Count);
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}
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@@ -271,7 +271,7 @@ public class CorrelationTests
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seriesY.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 200.0 + i));
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}
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Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, 5));
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Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, 5));
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}
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[Fact]
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@@ -287,7 +287,7 @@ public class CorrelationTests
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seriesY[i] = 200.0 + (i * 2);
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}
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Correlation.Calculate(seriesX, seriesY, output, 5);
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Correlation.Batch(seriesX, seriesY, output, 5);
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// First value should be NaN (not enough data)
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Assert.True(double.IsNaN(output[0]));
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@@ -303,7 +303,7 @@ public class CorrelationTests
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double[] seriesY = new double[15];
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double[] output = new double[10];
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Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, output, 5));
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Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, output, 5));
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}
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[Fact]
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@@ -313,7 +313,7 @@ public class CorrelationTests
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double[] seriesY = new double[20];
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double[] output = new double[10];
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Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, output, 5));
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Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, output, 5));
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}
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[Fact]
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@@ -323,7 +323,7 @@ public class CorrelationTests
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double[] seriesY = new double[20];
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double[] output = new double[20];
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Assert.Throws<ArgumentException>(() => Correlation.Calculate(seriesX, seriesY, output, 1));
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Assert.Throws<ArgumentException>(() => Correlation.Batch(seriesX, seriesY, output, 1));
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}
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[Fact]
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@@ -374,7 +374,7 @@ public class CorrelationTests
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// Batch calculation
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double[] batchResults = new double[length];
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Correlation.Calculate(seriesX, seriesY, batchResults, period);
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Correlation.Batch(seriesX, seriesY, batchResults, period);
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// Compare last 50 values (after warmup)
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for (int i = length - 50; i < length; i++)
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