mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 22:08:05 +00:00
normalization of methods
This commit is contained in:
@@ -111,7 +111,7 @@ public class HanmaTests
|
||||
double[] input = series.Values.ToArray();
|
||||
double[] output = new double[input.Length];
|
||||
|
||||
Hanma.Calculate(input.AsSpan(), output.AsSpan(), 10);
|
||||
Hanma.Batch(input.AsSpan(), output.AsSpan(), 10);
|
||||
|
||||
for (int i = 0; i < input.Length; i++)
|
||||
{
|
||||
@@ -292,7 +292,7 @@ public class HanmaTests
|
||||
var tValues = series.Values.ToArray();
|
||||
var spanInput = new ReadOnlySpan<double>(tValues);
|
||||
var spanOutput = new double[tValues.Length];
|
||||
Hanma.Calculate(spanInput, spanOutput, period);
|
||||
Hanma.Batch(spanInput, spanOutput, period);
|
||||
double spanResult = spanOutput[^1];
|
||||
|
||||
// 3. Streaming Mode
|
||||
@@ -325,8 +325,8 @@ public class HanmaTests
|
||||
double[] output = new double[5];
|
||||
double[] wrongSizeOutput = new double[3];
|
||||
|
||||
Assert.Throws<ArgumentException>(() => Hanma.Calculate(source.AsSpan(), output.AsSpan(), 0));
|
||||
Assert.Throws<ArgumentException>(() => Hanma.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
|
||||
Assert.Throws<ArgumentException>(() => Hanma.Batch(source.AsSpan(), output.AsSpan(), 0));
|
||||
Assert.Throws<ArgumentException>(() => Hanma.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
@@ -335,7 +335,7 @@ public class HanmaTests
|
||||
double[] source = [100, 110, double.NaN, 120, 130];
|
||||
double[] output = new double[5];
|
||||
|
||||
Hanma.Calculate(source.AsSpan(), output.AsSpan(), 3);
|
||||
Hanma.Batch(source.AsSpan(), output.AsSpan(), 3);
|
||||
|
||||
foreach (var val in output)
|
||||
{
|
||||
|
||||
@@ -104,7 +104,7 @@ public class HanmaValidationTests
|
||||
// Span
|
||||
double[] input = series.Values.ToArray();
|
||||
double[] spanOutput = new double[input.Length];
|
||||
Hanma.Calculate(input.AsSpan(), spanOutput.AsSpan(), period);
|
||||
Hanma.Batch(input.AsSpan(), spanOutput.AsSpan(), period);
|
||||
|
||||
// All should match
|
||||
for (int i = 0; i < series.Count; i++)
|
||||
|
||||
@@ -24,6 +24,7 @@ public sealed class Hanma : AbstractBase
|
||||
private readonly ITValuePublisher? _source;
|
||||
private readonly TValuePublishedHandler? _pubHandler;
|
||||
private bool _isNew = true;
|
||||
private bool _disposed;
|
||||
|
||||
[StructLayout(LayoutKind.Auto)]
|
||||
private record struct State(double LastValidValue, bool IsInitialized);
|
||||
@@ -56,7 +57,7 @@ public sealed class Hanma : AbstractBase
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
///
|
||||
/// Creates HANMA chained to a source publisher for event-based updates.
|
||||
/// </summary>
|
||||
/// <param name="source">Data source for event-based updates</param>
|
||||
/// <param name="period">Lookback period for the Hanning window (default: 10)</param>
|
||||
@@ -73,9 +74,13 @@ public sealed class Hanma : AbstractBase
|
||||
|
||||
protected override void Dispose(bool disposing)
|
||||
{
|
||||
if (disposing && _source != null && _pubHandler != null)
|
||||
if (!_disposed)
|
||||
{
|
||||
_source.Pub -= _pubHandler;
|
||||
if (disposing && _source != null && _pubHandler != null)
|
||||
{
|
||||
_source.Pub -= _pubHandler;
|
||||
}
|
||||
_disposed = true;
|
||||
}
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
@@ -177,7 +182,7 @@ public sealed class Hanma : AbstractBase
|
||||
var tSpan = CollectionsMarshal.AsSpan(t);
|
||||
var vSpan = CollectionsMarshal.AsSpan(v);
|
||||
|
||||
Calculate(source.Values, vSpan, _period);
|
||||
Batch(source.Values, vSpan, _period);
|
||||
source.Times.CopyTo(tSpan);
|
||||
|
||||
// Restore state
|
||||
@@ -277,7 +282,7 @@ public sealed class Hanma : AbstractBase
|
||||
/// <param name="period">Lookback period for the Hanning window (default: 10)</param>
|
||||
/// <exception cref="ArgumentException">Thrown when output length doesn't match source length.</exception>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static void Calculate(ReadOnlySpan<double> source, Span<double> output, int period = 10)
|
||||
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period = 10)
|
||||
{
|
||||
if (period <= 0)
|
||||
{
|
||||
@@ -425,6 +430,13 @@ public sealed class Hanma : AbstractBase
|
||||
}
|
||||
}
|
||||
|
||||
public static (TSeries Results, Hanma Indicator) Calculate(TSeries source, int period = 10)
|
||||
{
|
||||
var indicator = new Hanma(period);
|
||||
TSeries results = indicator.Update(source);
|
||||
return (results, indicator);
|
||||
}
|
||||
|
||||
public override void Reset()
|
||||
{
|
||||
_buffer.Clear();
|
||||
@@ -432,4 +444,4 @@ public sealed class Hanma : AbstractBase
|
||||
_p_state = _state;
|
||||
Last = default;
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user