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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/bbwp/Bbwp.Tests.cs
+9 -9
View File
@@ -211,7 +211,7 @@ public class BbwpTests
ts.Add(new TValue(bars.Times[i], bars.CloseValues[i]));
}
var result = Bbwp.Calculate(ts, 10, 2.0, 50);
var result = Bbwp.Batch(ts, 10, 2.0, 50);
Assert.Equal(ts.Count, result.Count);
@@ -331,7 +331,7 @@ public class BbwpTests
{
ts.Add(new TValue(times[i], close[i]));
}
var batchResult = Bbwp.Calculate(ts, 10, 2.0, 30);
var batchResult = Bbwp.Batch(ts, 10, 2.0, 30);
Assert.Equal(iterativeResult, batchResult[batchResult.Count - 1].Value, 1e-8);
}
@@ -349,7 +349,7 @@ public class BbwpTests
ts.Add(new TValue(times[i], close[i]));
}
var result = Bbwp.Calculate(ts, 20, 2.0, 50);
var result = Bbwp.Batch(ts, 20, 2.0, 50);
Assert.Equal(100, result.Count);
Assert.True(double.IsFinite(result[result.Count - 1].Value));
@@ -366,12 +366,12 @@ public class BbwpTests
ts.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
}
Assert.Throws<ArgumentException>(() => Bbwp.Calculate(ts, 0));
Assert.Throws<ArgumentException>(() => Bbwp.Calculate(ts, -1));
Assert.Throws<ArgumentException>(() => Bbwp.Calculate(ts, 5, 0));
Assert.Throws<ArgumentException>(() => Bbwp.Calculate(ts, 5, -1));
Assert.Throws<ArgumentException>(() => Bbwp.Calculate(ts, 5, 2.0, 0));
Assert.Throws<ArgumentException>(() => Bbwp.Calculate(ts, 5, 2.0, -1));
Assert.Throws<ArgumentException>(() => Bbwp.Batch(ts, 0));
Assert.Throws<ArgumentException>(() => Bbwp.Batch(ts, -1));
Assert.Throws<ArgumentException>(() => Bbwp.Batch(ts, 5, 0));
Assert.Throws<ArgumentException>(() => Bbwp.Batch(ts, 5, -1));
Assert.Throws<ArgumentException>(() => Bbwp.Batch(ts, 5, 2.0, 0));
Assert.Throws<ArgumentException>(() => Bbwp.Batch(ts, 5, 2.0, -1));
}
[Fact]
lib/volatility/bbwp/Bbwp.Validation.Tests.cs
+1 -1
View File
@@ -50,7 +50,7 @@ public class BbwpValidationTests
{
ts.Add(new TValue(times[i], close[i]));
}
var batchResults = Bbwp.Calculate(ts, 10, 2.0, 50);
var batchResults = Bbwp.Batch(ts, 10, 2.0, 50);
// Compare results (should be identical)
for (int i = 0; i < bars.Count; i++)
lib/volatility/bbwp/Bbwp.cs
+8 -1
View File
@@ -266,7 +266,7 @@ public sealed class Bbwp : AbstractBase
/// <summary>
/// Calculates BBWP for entire series.
/// </summary>
public static TSeries Calculate(TSeries source, int period, double multiplier = 2.0, int lookback = 252)
public static TSeries Batch(TSeries source, int period, double multiplier = 2.0, int lookback = 252)
{
if (period <= 0)
{
@@ -396,4 +396,11 @@ public sealed class Bbwp : AbstractBase
output[i] = Math.Max(0.0, Math.Min(1.0, bbwp));
}
}
public static (TSeries Results, Bbwp Indicator) Calculate(TSeries source, int period, double multiplier = 2.0, int lookback = 252)
{
var indicator = new Bbwp(period, multiplier, lookback);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}