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normalization of methods

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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
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lib/volatility/cv/Cv.Tests.cs
+6 -6
View File
@@ -277,7 +277,7 @@ public class CvTests
{
ts.Add(new TValue(times[i], close[i]));
}
var batchResult = Cv.Calculate(ts, 20);
var batchResult = Cv.Batch(ts, 20);
Assert.Equal(iterativeResult, batchResult[batchResult.Count - 1].Value, 1e-8);
}
@@ -295,7 +295,7 @@ public class CvTests
ts.Add(new TValue(times[i], close[i]));
}
var result = Cv.Calculate(ts, 20);
var result = Cv.Batch(ts, 20);
Assert.Equal(100, result.Count);
Assert.True(double.IsFinite(result[result.Count - 1].Value));
@@ -310,10 +310,10 @@ public class CvTests
ts.Add(new TValue(DateTime.UtcNow.AddMinutes(i), 100 + i));
}
Assert.Throws<ArgumentException>(() => Cv.Calculate(ts, 0));
Assert.Throws<ArgumentException>(() => Cv.Calculate(ts, -1));
Assert.Throws<ArgumentException>(() => Cv.Calculate(ts, 5, 0.0)); // alpha = 0
Assert.Throws<ArgumentException>(() => Cv.Calculate(ts, 5, 0.5, 0.6)); // alpha + beta >= 1
Assert.Throws<ArgumentException>(() => Cv.Batch(ts, 0));
Assert.Throws<ArgumentException>(() => Cv.Batch(ts, -1));
Assert.Throws<ArgumentException>(() => Cv.Batch(ts, 5, 0.0)); // alpha = 0
Assert.Throws<ArgumentException>(() => Cv.Batch(ts, 5, 0.5, 0.6)); // alpha + beta >= 1
}
[Fact]
lib/volatility/cv/Cv.Validation.Tests.cs
+3 -3
View File
@@ -229,13 +229,13 @@ public class CvValidationTests
streamingCv.Update(new TValue(times[i], close[i]));
}
// Batch calculation using Calculate (TSeries -> TSeries)
// Batch calculation using Batch(TSeries -> TSeries)
var source = new TSeries();
for (int i = 0; i < bars.Count; i++)
{
source.Add(times[i], close[i]);
}
var batchResult = Cv.Calculate(source, 20, 0.2, 0.7);
var batchResult = Cv.Batch(source, 20, 0.2, 0.7);
// Compare last values
Assert.Equal(batchResult.Last.Value, streamingCv.Last.Value, 8);
@@ -266,7 +266,7 @@ public class CvValidationTests
}
// TSeries batch using Calculate
var batch = Cv.Calculate(source, 20, 0.2, 0.7);
var batch = Cv.Batch(source, 20, 0.2, 0.7);
// Compare
Assert.Equal(batch.Last.Value, streaming.Last.Value, 10);
lib/volatility/cv/Cv.cs
+8 -1
View File
@@ -286,7 +286,7 @@ public sealed class Cv : AbstractBase
/// <summary>
/// Calculates CV for entire series.
/// </summary>
public static TSeries Calculate(TSeries source, int period = 20, double alpha = 0.2, double beta = 0.7)
public static TSeries Batch(TSeries source, int period = 20, double alpha = 0.2, double beta = 0.7)
{
if (period <= 0)
{
@@ -430,4 +430,11 @@ public sealed class Cv : AbstractBase
output[i] = double.IsFinite(result) ? result : 0.0;
}
}
public static (TSeries Results, Cv Indicator) Calculate(TSeries source, int period = 20, double alpha = 0.2, double beta = 0.7)
{
var indicator = new Cv(period, alpha, beta);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}