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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/rv/Rv.cs
+11 -3
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@@ -349,7 +349,7 @@ public sealed class Rv : 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 = 5, int smoothingPeriod = 20, bool annualize = true, int annualPeriods = 252)
public static TSeries Batch(TSeries source, int period = 5, int smoothingPeriod = 20, bool annualize = true, int annualPeriods = 252)
{
if (period < 1)
{
@@ -382,7 +382,7 @@ public sealed class Rv : AbstractBase
/// <summary>
/// Calculates RV for a bar series (static).
/// </summary>
public static TSeries Calculate(TBarSeries source, int period = 5, int smoothingPeriod = 20, bool annualize = true, int annualPeriods = 252)
public static TSeries Batch(TBarSeries source, int period = 5, int smoothingPeriod = 20, bool annualize = true, int annualPeriods = 252)
{
var rv = new Rv(period, smoothingPeriod, annualize, annualPeriods);
return rv.Update(source);
@@ -524,4 +524,12 @@ public sealed class Rv : AbstractBase
output[i] = result;
}
}
}
public static (TSeries Results, Rv Indicator) Calculate(TSeries source, int period = 5, int smoothingPeriod = 20, bool annualize = true, int annualPeriods = 252)
{
var indicator = new Rv(period, smoothingPeriod, annualize, annualPeriods);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}