gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 05:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

normalization of methods

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
lib/volatility/vov/Vov.Tests.cs
+2 -2
View File
@@ -399,7 +399,7 @@ public class VovTests
{
var data = GenerateData(100);
var result = Vov.Calculate(data, volatilityPeriod: 10, vovPeriod: 5);
var result = Vov.Batch(data, volatilityPeriod: 10, vovPeriod: 5);
Assert.Equal(data.Count, result.Count);
for (int i = 0; i < result.Count; i++)
@@ -482,7 +482,7 @@ public class VovTests
}
// Mode 2: TSeries batch
var batchResult = Vov.Calculate(data, volPeriod, vovPeriod);
var batchResult = Vov.Batch(data, volPeriod, vovPeriod);
// Mode 3: Span batch
double[] spanOutput = new double[dataLen];
lib/volatility/vov/Vov.Validation.Tests.cs
+1 -1
View File
@@ -187,7 +187,7 @@ public class VovValidationTests
}
// Batch via TSeries
var batchResult = Vov.Calculate(data, DefaultVolatilityPeriod, DefaultVovPeriod);
var batchResult = Vov.Batch(data, DefaultVolatilityPeriod, DefaultVovPeriod);
Assert.Equal(streamingVov.Last.Value, batchResult.Last.Value, 10);
}
lib/volatility/vov/Vov.cs
+10 -2
View File
@@ -308,7 +308,7 @@ public sealed class Vov : AbstractBase
/// <param name="volatilityPeriod">The volatility period.</param>
/// <param name="vovPeriod">The VOV period.</param>
/// <returns>A TSeries containing the VOV values.</returns>
public static TSeries Calculate(TSeries source, int volatilityPeriod = 20, int vovPeriod = 10)
public static TSeries Batch(TSeries source, int volatilityPeriod = 20, int vovPeriod = 10)
{
var vov = new Vov(volatilityPeriod, vovPeriod);
return vov.Update(source);
@@ -462,4 +462,12 @@ public sealed class Vov : AbstractBase
}
}
}
}
public static (TSeries Results, Vov Indicator) Calculate(TSeries source, int volatilityPeriod = 20, int vovPeriod = 10)
{
var indicator = new Vov(volatilityPeriod, vovPeriod);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}