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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/cmf/Cmf.Tests.cs
+7 -7
View File
@@ -225,7 +225,7 @@ public class CmfTests
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 = Cmf.Calculate(bars, 3);
var result = Cmf.Batch(bars, 3);
Assert.Equal(3, result.Count);
}
@@ -239,7 +239,7 @@ public class CmfTests
double[] volume = { 100, 200, 100 };
double[] output = new double[3];
Cmf.Calculate(high, low, close, volume, output, 3);
Cmf.Batch(high, low, close, volume, output, 3);
// Bar 0: MFV=0, Vol=100 -> CMF=0/100=0
Assert.Equal(0, output[0]);
@@ -259,7 +259,7 @@ public class CmfTests
double[] output = new double[2];
Assert.Throws<ArgumentException>(() =>
Cmf.Calculate(high, low, close, volume, output, 3));
Cmf.Batch(high, low, close, volume, output, 3));
}
[Fact]
@@ -272,14 +272,14 @@ public class CmfTests
double[] output = new double[1];
Assert.Throws<ArgumentException>(() =>
Cmf.Calculate(high, low, close, volume, output, 0));
Cmf.Batch(high, low, close, volume, output, 0));
}
[Fact]
public void Cmf_Calculate_EmptySeries_ReturnsEmpty()
{
var bars = new TBarSeries();
var result = Cmf.Calculate(bars);
var result = Cmf.Batch(bars);
Assert.Empty(result);
}
@@ -302,7 +302,7 @@ public class CmfTests
volume[i] = 10;
}
Cmf.Calculate(high, low, close, volume, output, 20);
Cmf.Batch(high, low, close, volume, output, 20);
// All bars have MFM=1, so CMF should be 1.0 once we have enough data
for (int i = 19; i < count; i++)
@@ -331,7 +331,7 @@ public class CmfTests
}
// Batch
var batchResult = Cmf.Calculate(bars, 20);
var batchResult = Cmf.Batch(bars, 20);
// Compare last 80 values (after warmup)
for (int i = 20; i < 100; i++)
lib/volume/cmf/Cmf.Validation.Tests.cs
+2 -2
View File
@@ -91,7 +91,7 @@ public class CmfValidationTests
}
// Batch
var batchResult = Cmf.Calculate(_data.Bars, DefaultPeriod);
var batchResult = Cmf.Batch(_data.Bars, DefaultPeriod);
var batchValues = batchResult.Values.ToArray();
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-12);
@@ -115,7 +115,7 @@ public class CmfValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[high.Length];
Cmf.Calculate(high, low, close, volume, spanValues, DefaultPeriod);
Cmf.Batch(high, low, close, volume, spanValues, DefaultPeriod);
ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-12);
}
lib/volume/cmf/Cmf.cs
+11 -4
View File
@@ -174,7 +174,7 @@ public sealed class Cmf : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TBarSeries source, int period = 20)
public static TSeries Batch(TBarSeries source, int period = 20)
{
if (source.Count == 0)
{
@@ -184,13 +184,13 @@ public sealed class Cmf : ITValuePublisher
var t = source.Open.Times.ToArray();
var v = new double[source.Count];
Calculate(source.High.Values, source.Low.Values, source.Close.Values, source.Volume.Values, v, period);
Batch(source.High.Values, source.Low.Values, source.Close.Values, source.Volume.Values, v, period);
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, int period = 20)
public static void Batch(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int period = 20)
{
if (high.Length != low.Length)
{
@@ -282,4 +282,11 @@ public sealed class Cmf : ITValuePublisher
output[i] = sumVol > double.Epsilon ? sumMfv / sumVol : 0;
}
}
}
public static (TSeries Results, Cmf Indicator) Calculate(TBarSeries source, int period = 20)
{
var indicator = new Cmf(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}