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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/hv/Hv.cs
+11 -3
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@@ -335,7 +335,7 @@ public sealed class Hv : 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(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 < 2)
{
@@ -364,7 +364,7 @@ public sealed class Hv : AbstractBase
/// <summary>
/// Calculates HV for a bar series (static).
/// </summary>
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 hv = new Hv(period, annualize, annualPeriods);
return hv.Update(source);
@@ -492,4 +492,12 @@ public sealed class Hv : AbstractBase
output[i] = volatility;
}
}
}
public static (TSeries Results, Hv Indicator) Calculate(TSeries source, int period = 20, bool annualize = true, int annualPeriods = 252)
{
var indicator = new Hv(period, annualize, annualPeriods);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}