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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/adosc/Adosc.Tests.cs
+3 -3
View File
@@ -92,7 +92,7 @@ public class AdoscTests
}
var spanOutput = new double[_bars.Count];
Adosc.Calculate(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
Adosc.Batch(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
for (int i = 0; i < _bars.Count; i++)
{
@@ -176,7 +176,7 @@ public class AdoscTests
double[] volume = [1000, 1100, 1200, 1300, 1400];
double[] output = new double[5];
Adosc.Calculate(high, low, close, volume, output, 3, 5);
Adosc.Batch(high, low, close, volume, output, 3, 5);
// Verify output is finite
for (int i = 0; i < output.Length; i++)
@@ -191,7 +191,7 @@ public class AdoscTests
var batchResult = Adosc.Batch(_bars, 3, 10);
var spanOutput = new double[_bars.Count];
Adosc.Calculate(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
Adosc.Batch(_bars.High.Values, _bars.Low.Values, _bars.Close.Values, _bars.Volume.Values, spanOutput, 3, 10);
for (int i = 0; i < _bars.Count; i++)
{
lib/volume/adosc/Adosc.Validation.Tests.cs
+4 -4
View File
@@ -66,7 +66,7 @@ public sealed class AdoscValidationTests : IDisposable
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, outRange, lookback: slowPeriod - 1, tolerance: ValidationHelper.TalibTolerance);
}
@@ -105,7 +105,7 @@ public sealed class AdoscValidationTests : IDisposable
// 3. Span Mode
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: start, tolerance: ValidationHelper.TulipTolerance);
}
@@ -137,7 +137,7 @@ public sealed class AdoscValidationTests : IDisposable
double[] close = _testData.Bars.Close.Values.ToArray();
double[] volume = _testData.Bars.Volume.Values.ToArray();
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData<ChaikinOscResult>(spanOutput, skenderResults, (x) => x.Oscillator, tolerance: ValidationHelper.SkenderTolerance);
}
@@ -181,7 +181,7 @@ public sealed class AdoscValidationTests : IDisposable
double[] close = _testData.Bars.Close.Values.ToArray();
double[] volume = _testData.Bars.Volume.Values.ToArray();
double[] spanOutput = new double[close.Length];
Adosc.Calculate(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
Adosc.Batch(high, low, close, volume, spanOutput, fastPeriod, slowPeriod);
ValidationHelper.VerifyData(spanOutput, output, lookback: 0, tolerance: ValidationHelper.OoplesTolerance);
}
}
lib/volume/adosc/Adosc.cs
+12 -5
View File
@@ -136,6 +136,9 @@ public sealed class Adosc : ITValuePublisher
return new TSeries(t, v);
}
// EMA compensator threshold (same as in Ema.cs)
private const double COMPENSATOR_THRESHOLD = 1e-10;
/// <summary>
/// Calculates ADOSC for the entire series using a new instance.
/// </summary>
@@ -149,9 +152,6 @@ public sealed class Adosc : ITValuePublisher
return adosc.Update(source);
}
// EMA compensator threshold (same as in Ema.cs)
private const double COMPENSATOR_THRESHOLD = 1e-10;
/// <summary>
/// Calculates ADOSC for the entire span using a single-pass algorithm.
/// Zero allocation for maximum performance.
@@ -165,7 +165,7 @@ public sealed class Adosc : ITValuePublisher
/// <param name="fastPeriod">Fast EMA period (default 3)</param>
/// <param name="slowPeriod">Slow EMA period (default 10)</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int fastPeriod = 3, int slowPeriod = 10)
public static void Batch(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int fastPeriod = 3, int slowPeriod = 10)
{
if (high.Length != low.Length || high.Length != close.Length ||
high.Length != volume.Length || high.Length != output.Length)
@@ -276,4 +276,11 @@ public sealed class Adosc : ITValuePublisher
output[i] = fastValue - slowValue;
}
}
}
public static (TSeries Results, Adosc Indicator) Calculate(TBarSeries source, int fastPeriod = 3, int slowPeriod = 10)
{
var indicator = new Adosc(fastPeriod, slowPeriod);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}