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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/volume/adl/Adl.Tests.cs
+5 -5
View File
@@ -134,7 +134,7 @@ public class AdlTests
bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200));
bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100));
var result = Adl.Calculate(bars);
var result = Adl.Batch(bars);
Assert.Equal(3, result.Count);
Assert.Equal(0, result[0].Value);
@@ -151,7 +151,7 @@ public class AdlTests
double[] volume = { 100, 200, 100 };
double[] output = new double[3];
Adl.Calculate(high, low, close, volume, output);
Adl.Batch(high, low, close, volume, output);
Assert.Equal(0, output[0]);
Assert.Equal(200, output[1]);
@@ -168,14 +168,14 @@ public class AdlTests
double[] output = new double[2];
Assert.Throws<ArgumentException>(() =>
Adl.Calculate(high, low, close, volume, output));
Adl.Batch(high, low, close, volume, output));
}
[Fact]
public void Adl_Calculate_EmptySeries_ReturnsEmpty()
{
var bars = new TBarSeries();
var result = Adl.Calculate(bars);
var result = Adl.Batch(bars);
Assert.Empty(result);
}
@@ -199,7 +199,7 @@ public class AdlTests
volume[i] = 10;
}
Adl.Calculate(high, low, close, volume, output);
Adl.Batch(high, low, close, volume, output);
for (int i = 0; i < count; i++)
{
lib/volume/adl/Adl.cs
+11 -4
View File
@@ -121,7 +121,7 @@ public sealed class Adl : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TBarSeries source)
public static TSeries Batch(TBarSeries source)
{
if (source.Count == 0)
{
@@ -131,13 +131,13 @@ public sealed class Adl : ITValuePublisher
var t = source.Open.Times.ToArray(); // Times are same for all series
var v = new double[source.Count];
Calculate(source.High.Values, source.Low.Values, source.Close.Values, source.Volume.Values, v);
Batch(source.High.Values, source.Low.Values, source.Close.Values, source.Volume.Values, v);
return new TSeries(t, v);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output)
public static void Batch(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output)
{
if (high.Length != low.Length || high.Length != close.Length || high.Length != volume.Length || high.Length != output.Length)
{
@@ -195,4 +195,11 @@ public sealed class Adl : ITValuePublisher
output[i] = sum;
}
}
}
public static (TSeries Results, Adl Indicator) Calculate(TBarSeries source)
{
var indicator = new Adl();
TSeries results = indicator.Update(source);
return (results, indicator);
}
}