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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
normalization of methods
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@@ -225,7 +225,7 @@ public class EfiTests
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bars.Add(new TBar(time.AddMinutes(1), 10, 12, 8, 12, 200));
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bars.Add(new TBar(time.AddMinutes(2), 12, 12, 8, 8, 100));
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var result = Efi.Calculate(bars, 3);
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var result = Efi.Batch(bars, 3);
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Assert.Equal(3, result.Count);
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}
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@@ -240,7 +240,7 @@ public class EfiTests
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double[] volume = { 100, 200, 100 };
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double[] output = new double[3];
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Efi.Calculate(close, volume, output, 3);
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Efi.Batch(close, volume, output, 3);
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// Bar 0: raw force = 0, result = 0
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Assert.Equal(0, output[0]);
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@@ -258,7 +258,7 @@ public class EfiTests
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double[] output = new double[2];
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Assert.Throws<ArgumentException>(() =>
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Efi.Calculate(close, volume, output, 3));
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Efi.Batch(close, volume, output, 3));
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}
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[Fact]
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@@ -269,14 +269,14 @@ public class EfiTests
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double[] output = new double[1];
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Assert.Throws<ArgumentException>(() =>
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Efi.Calculate(close, volume, output, 0));
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Efi.Batch(close, volume, output, 0));
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}
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[Fact]
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public void Efi_Calculate_EmptySeries_ReturnsEmpty()
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{
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var bars = new TBarSeries();
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var result = Efi.Calculate(bars);
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var result = Efi.Batch(bars);
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Assert.Empty(result);
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}
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@@ -300,7 +300,7 @@ public class EfiTests
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}
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// Batch
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var batchResult = Efi.Calculate(bars, 13);
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var batchResult = Efi.Batch(bars, 13);
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// Compare all values
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for (int i = 0; i < 100; i++)
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@@ -57,7 +57,7 @@ public class EfiValidationTests
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}
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// Batch
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var batchResult = Efi.Calculate(_data.Bars, DefaultPeriod);
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var batchResult = Efi.Batch(_data.Bars, DefaultPeriod);
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var batchValues = batchResult.Values.ToArray();
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ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-12);
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@@ -79,7 +79,7 @@ public class EfiValidationTests
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var volume = _data.Bars.Volume.Values.ToArray();
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var spanValues = new double[close.Length];
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Efi.Calculate(close, volume, spanValues, DefaultPeriod);
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Efi.Batch(close, volume, spanValues, DefaultPeriod);
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ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-12);
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}
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+10
-3
@@ -225,7 +225,7 @@ public sealed class Efi : ITValuePublisher
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return new TSeries(t, v);
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}
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public static TSeries Calculate(TBarSeries source, int period = 13)
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public static TSeries Batch(TBarSeries source, int period = 13)
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{
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if (source.Count == 0)
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{
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@@ -235,13 +235,13 @@ public sealed class Efi : ITValuePublisher
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var t = source.Open.Times.ToArray();
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var v = new double[source.Count];
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Calculate(source.Close.Values, source.Volume.Values, v, period);
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Batch(source.Close.Values, source.Volume.Values, v, period);
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return new TSeries(t, v);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static void Calculate(ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int period = 13)
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public static void Batch(ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int period = 13)
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{
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if (close.Length != volume.Length)
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{
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@@ -298,4 +298,11 @@ public sealed class Efi : ITValuePublisher
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}
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}
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}
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public static (TSeries Results, Efi Indicator) Calculate(TBarSeries source, int period = 13)
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{
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var indicator = new Efi(period);
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TSeries results = indicator.Update(source);
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return (results, indicator);
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}
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}
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