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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/ewma/Ewma.cs
+8 -1
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@@ -238,7 +238,7 @@ public sealed class Ewma : AbstractBase
/// <summary>
/// Calculates EWMA Volatility for entire series.
/// </summary>
public static TSeries Calculate(TSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
public static TSeries Batch(TSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
{
if (period <= 0)
{
@@ -350,4 +350,11 @@ public sealed class Ewma : AbstractBase
output[i] = double.IsFinite(result) ? result : 0.0;
}
}
public static (TSeries Results, Ewma Indicator) Calculate(TSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
{
var indicator = new Ewma(period, annualize, annualPeriods);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}