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
+6 -6
View File
@@ -32,11 +32,11 @@ public class JmaTests
double[] wrongSizeOutput = new double[3];
// Period must be > 0
Assert.Throws<ArgumentOutOfRangeException>(() => Jma.Calculate(source.AsSpan(), output.AsSpan(), 0, 0, 1.0));
Assert.Throws<ArgumentOutOfRangeException>(() => Jma.Calculate(source.AsSpan(), output.AsSpan(), -1, 0, 1.0));
Assert.Throws<ArgumentOutOfRangeException>(() => Jma.Batch(source.AsSpan(), output.AsSpan(), 0, 0, 1.0));
Assert.Throws<ArgumentOutOfRangeException>(() => Jma.Batch(source.AsSpan(), output.AsSpan(), -1, 0, 1.0));
// Output must be same length as source
Assert.Throws<ArgumentException>(() => Jma.Calculate(source.AsSpan(), wrongSizeOutput.AsSpan(), 3, 0, 1.0));
Assert.Throws<ArgumentException>(() => Jma.Batch(source.AsSpan(), wrongSizeOutput.AsSpan(), 3, 0, 1.0));
}
[Fact]
@@ -163,7 +163,7 @@ public class JmaTests
var tseriesResult = Jma.Batch(series, 10);
// Calculate with Span API
Jma.Calculate(source.AsSpan(), output.AsSpan(), 10);
Jma.Batch(source.AsSpan(), output.AsSpan(), 10);
// Compare results
for (int i = 0; i < 100; i++)
@@ -189,7 +189,7 @@ public class JmaTests
var tValues = series.Values.ToArray();
var spanInput = new ReadOnlySpan<double>(tValues);
var spanOutput = new double[tValues.Length];
Jma.Calculate(spanInput, spanOutput, period);
Jma.Batch(spanInput, spanOutput, period);
double spanResult = spanOutput[^1];
// 3. Streaming Mode
@@ -261,7 +261,7 @@ public class JmaTests
double[] source = [100, 110, double.NaN, 120, 130];
double[] output = new double[5];
Jma.Calculate(source.AsSpan(), output.AsSpan(), 3);
Jma.Batch(source.AsSpan(), output.AsSpan(), 3);
foreach (var val in output)
{
+21 -9
View File
@@ -36,6 +36,7 @@ public sealed class Jma : AbstractBase
private readonly RingBuffer _volBuffer;
private readonly TValuePublishedHandler _handler;
private readonly ITValuePublisher? _source;
private bool _disposed;
// Streaming state (current + previous snapshot for isNew=false)
private State _state;
@@ -203,11 +204,11 @@ public sealed class Jma : AbstractBase
private double CalculateJma(double value)
{
// 1. Local deviation: |price - {UpperBand, LowerBand}|
double diffA = value - _state.UpperBand;
double diffB = value - _state.LowerBand;
double absA = Math.Abs(diffA);
double absB = Math.Abs(diffB);
double absValue = absA > absB ? absA : absB;
double uBand = value - _state.UpperBand;
double lBand = value - _state.LowerBand;
double absUBand = Math.Abs(uBand);
double absLBand = Math.Abs(lBand);
double absValue = absUBand > absLBand ? absUBand : absLBand;
double deviation = absValue + 1e-10;
// 2. 10-bar SMA of local deviation -> "volatility"
@@ -338,9 +339,13 @@ public sealed class Jma : AbstractBase
protected override void Dispose(bool disposing)
{
if (disposing && _source != null)
if (!_disposed)
{
_source.Pub -= _handler;
if (disposing && _source != null)
{
_source.Pub -= _handler;
}
_disposed = true;
}
base.Dispose(disposing);
}
@@ -362,7 +367,7 @@ public sealed class Jma : AbstractBase
/// <summary>
/// Static helper compatible with your existing signature.
/// </summary>
public static void Calculate(ReadOnlySpan<double> source,
public static void Batch(ReadOnlySpan<double> source,
Span<double> output,
int period,
int phase = 0,
@@ -385,6 +390,13 @@ public sealed class Jma : AbstractBase
}
}
public static (TSeries Results, Jma Indicator) Calculate(TSeries source, int period, int phase = 0, double power = 0.45)
{
var indicator = new Jma(period, phase, power);
TSeries results = indicator.Update(source);
return (results, indicator);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double CalculateTrimmedMean(double fallback)
{
@@ -431,4 +443,4 @@ public sealed class Jma : AbstractBase
int len = end - start + 1;
return sorted.Slice(start, len).SumSIMD() / len;
}
}
}