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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/gkv/Gkv.Tests.cs
+5 -5
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@@ -420,7 +420,7 @@ public class GkvTests
const int dataCount = 50;
var barSeries = GenerateTestData(dataCount);
var result = Gkv.Calculate(barSeries, period: 10);
var result = Gkv.Batch(barSeries, period: 10);
Assert.Equal(dataCount, result.Count);
}
@@ -614,7 +614,7 @@ public class GkvTests
{
var bars = GenerateTestData(100);
var result = Gkv.Calculate(bars, period: 14);
var result = Gkv.Batch(bars, period: 14);
Assert.Equal(100, result.Count);
Assert.True(double.IsFinite(result[result.Count - 1].Value));
@@ -625,9 +625,9 @@ public class GkvTests
{
var bars = GenerateTestData(10);
Assert.Throws<ArgumentException>(() => Gkv.Calculate(bars, period: 0));
Assert.Throws<ArgumentException>(() => Gkv.Calculate(bars, period: -1));
Assert.Throws<ArgumentException>(() => Gkv.Calculate(bars, period: 10, annualize: true, annualPeriods: 0));
Assert.Throws<ArgumentException>(() => Gkv.Batch(bars, period: 0));
Assert.Throws<ArgumentException>(() => Gkv.Batch(bars, period: -1));
Assert.Throws<ArgumentException>(() => Gkv.Batch(bars, period: 10, annualize: true, annualPeriods: 0));
}
[Fact]
lib/volatility/gkv/Gkv.Validation.Tests.cs
+1 -1
View File
@@ -191,7 +191,7 @@ public class GkvValidationTests
}
// Batch calculation
var batchResult = Gkv.Calculate(bars, 14);
var batchResult = Gkv.Batch(bars, 14);
// Compare last values
Assert.Equal(batchResult.Last.Value, streamingGkv.Last.Value, 8);
lib/volatility/gkv/Gkv.cs
+11 -3
View File
@@ -350,7 +350,7 @@ public sealed class Gkv : AbstractBase
/// <param name="annualize">Whether to annualize.</param>
/// <param name="annualPeriods">Periods per year.</param>
/// <returns>A TSeries containing the volatility values.</returns>
public static TSeries Calculate(TBarSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
public static TSeries Batch(TBarSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
{
var gkv = new Gkv(period, annualize, annualPeriods);
return gkv.Update(source);
@@ -359,7 +359,7 @@ public sealed class Gkv : AbstractBase
/// <summary>
/// Calculates GKV for a TSeries (treats values as pre-computed GK estimators).
/// </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)
{
@@ -496,6 +496,14 @@ public sealed class Gkv : AbstractBase
}
}
public static (TSeries Results, Gkv Indicator) Calculate(TBarSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
{
var indicator = new Gkv(period, annualize, annualPeriods);
TSeries results = indicator.Update(source);
return (results, indicator);
}
/// <summary>
/// Batch calculation from pre-computed GK estimators.
/// </summary>
@@ -570,4 +578,4 @@ public sealed class Gkv : AbstractBase
output[i] = volatility;
}
}
}
}