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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/hlv/Hlv.Tests.cs
+5 -5
View File
@@ -415,7 +415,7 @@ public class HlvTests
const int dataCount = 50;
var barSeries = GenerateTestData(dataCount);
var result = Hlv.Calculate(barSeries, period: 10);
var result = Hlv.Batch(barSeries, period: 10);
Assert.Equal(dataCount, result.Count);
}
@@ -599,7 +599,7 @@ public class HlvTests
{
var bars = GenerateTestData(100);
var result = Hlv.Calculate(bars, period: 14);
var result = Hlv.Batch(bars, period: 14);
Assert.Equal(100, result.Count);
Assert.True(double.IsFinite(result[result.Count - 1].Value));
@@ -610,9 +610,9 @@ public class HlvTests
{
var bars = GenerateTestData(10);
Assert.Throws<ArgumentException>(() => Hlv.Calculate(bars, period: 0));
Assert.Throws<ArgumentException>(() => Hlv.Calculate(bars, period: -1));
Assert.Throws<ArgumentException>(() => Hlv.Calculate(bars, period: 10, annualize: true, annualPeriods: 0));
Assert.Throws<ArgumentException>(() => Hlv.Batch(bars, period: 0));
Assert.Throws<ArgumentException>(() => Hlv.Batch(bars, period: -1));
Assert.Throws<ArgumentException>(() => Hlv.Batch(bars, period: 10, annualize: true, annualPeriods: 0));
}
[Fact]
lib/volatility/hlv/Hlv.Validation.Tests.cs
+1 -1
View File
@@ -192,7 +192,7 @@ public class HlvValidationTests
}
// Batch calculation
var batchResult = Hlv.Calculate(bars, 14);
var batchResult = Hlv.Batch(bars, 14);
// Compare last values
Assert.Equal(batchResult.Last.Value, streamingHlv.Last.Value, 8);
lib/volatility/hlv/Hlv.cs
+11 -3
View File
@@ -335,7 +335,7 @@ public sealed class Hlv : 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 hlv = new Hlv(period, annualize, annualPeriods);
return hlv.Update(source);
@@ -344,7 +344,7 @@ public sealed class Hlv : AbstractBase
/// <summary>
/// Calculates HLV for a TSeries (treats values as pre-computed Parkinson 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)
{
@@ -474,6 +474,14 @@ public sealed class Hlv : AbstractBase
}
}
public static (TSeries Results, Hlv Indicator) Calculate(TBarSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
{
var indicator = new Hlv(period, annualize, annualPeriods);
TSeries results = indicator.Update(source);
return (results, indicator);
}
/// <summary>
/// Batch calculation from pre-computed Parkinson estimators.
/// </summary>
@@ -548,4 +556,4 @@ public sealed class Hlv : AbstractBase
output[i] = volatility;
}
}
}
}