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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/volatility/bbw/Bbw.Tests.cs
+7 -7
View File
@@ -276,7 +276,7 @@ public class BbwTests
{
ts.Add(new TValue(times[i], close[i]));
}
var batchResult = Bbw.Calculate(ts, 20);
var batchResult = Bbw.Batch(ts, 20);
Assert.Equal(iterativeResult, batchResult[batchResult.Count - 1].Value, 1e-8);
}
@@ -302,7 +302,7 @@ public class BbwTests
{
ts.Add(new TValue(times[i], close[i]));
}
var bbwBatch = Bbw.Calculate(ts, 20);
var bbwBatch = Bbw.Batch(ts, 20);
var smaResult = smaBatch.Update(bbwBatch);
Assert.Equal(sma.Last.Value, smaResult[smaResult.Count - 1].Value, 1e-8);
@@ -321,7 +321,7 @@ public class BbwTests
ts.Add(new TValue(times[i], close[i]));
}
var result = Bbw.Calculate(ts, 20, 2.0);
var result = Bbw.Batch(ts, 20, 2.0);
Assert.Equal(100, result.Count);
Assert.True(double.IsFinite(result[result.Count - 1].Value));
@@ -336,10 +336,10 @@ public class BbwTests
ts.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
}
Assert.Throws<ArgumentException>(() => Bbw.Calculate(ts, 0));
Assert.Throws<ArgumentException>(() => Bbw.Calculate(ts, -1));
Assert.Throws<ArgumentException>(() => Bbw.Calculate(ts, 5, 0));
Assert.Throws<ArgumentException>(() => Bbw.Calculate(ts, 5, -1));
Assert.Throws<ArgumentException>(() => Bbw.Batch(ts, 0));
Assert.Throws<ArgumentException>(() => Bbw.Batch(ts, -1));
Assert.Throws<ArgumentException>(() => Bbw.Batch(ts, 5, 0));
Assert.Throws<ArgumentException>(() => Bbw.Batch(ts, 5, -1));
}
[Fact]
lib/volatility/bbw/Bbw.cs
+8 -1
View File
@@ -219,7 +219,7 @@ public sealed class Bbw : AbstractBase
/// <summary>
/// Calculates BBW for entire series.
/// </summary>
public static TSeries Calculate(TSeries source, int period, double multiplier = 2.0)
public static TSeries Batch(TSeries source, int period, double multiplier = 2.0)
{
int len = source.Count;
var t = new List<long>(len);
@@ -308,4 +308,11 @@ public sealed class Bbw : AbstractBase
output[i] = mean > 0 ? (mult2 * stddev) / mean : 0.0;
}
}
public static (TSeries Results, Bbw Indicator) Calculate(TSeries source, int period, double multiplier = 2.0)
{
var indicator = new Bbw(period, multiplier);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}