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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/mfi/Mfi.Tests.cs
+5 -5
View File
@@ -263,7 +263,7 @@ public class MfiTests
}
// Batch
var batchResult = Mfi.Calculate(bars);
var batchResult = Mfi.Batch(bars);
Assert.Equal(bars.Count, batchResult.Count);
for (int i = 0; i < bars.Count; i++)
@@ -298,7 +298,7 @@ public class MfiTests
var volume = bars.Volume.Values.ToArray();
var output = new double[bars.Count];
Mfi.Calculate(high, low, close, volume, output);
Mfi.Batch(high, low, close, volume, output);
for (int i = 0; i < bars.Count; i++)
{
@@ -315,7 +315,7 @@ public class MfiTests
var volume = new double[100];
var output = new double[100];
Assert.Throws<ArgumentException>(() => Mfi.Calculate(high, low, close, volume, output));
Assert.Throws<ArgumentException>(() => Mfi.Batch(high, low, close, volume, output));
}
[Fact]
@@ -327,7 +327,7 @@ public class MfiTests
var volume = new double[100];
var output = new double[100];
Assert.Throws<ArgumentException>(() => Mfi.Calculate(high, low, close, volume, output, period: 0));
Assert.Throws<ArgumentException>(() => Mfi.Batch(high, low, close, volume, output, period: 0));
}
[Fact]
@@ -339,7 +339,7 @@ public class MfiTests
var volume = Array.Empty<double>();
var output = Array.Empty<double>();
Mfi.Calculate(high, low, close, volume, output);
Mfi.Batch(high, low, close, volume, output);
Assert.Empty(output);
}
lib/volume/mfi/Mfi.Validation.Tests.cs
+2 -2
View File
@@ -96,7 +96,7 @@ public class MfiValidationTests
}
// Batch
var batchResult = Mfi.Calculate(_data.Bars, DefaultPeriod);
var batchResult = Mfi.Batch(_data.Bars, DefaultPeriod);
var batchValues = batchResult.Values.ToArray();
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
@@ -120,7 +120,7 @@ public class MfiValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanOutput = new double[high.Length];
Mfi.Calculate(high, low, close, volume, spanOutput, DefaultPeriod);
Mfi.Batch(high, low, close, volume, spanOutput, DefaultPeriod);
ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
}
lib/volume/mfi/Mfi.cs
+10 -3
View File
@@ -212,7 +212,7 @@ public sealed class Mfi : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TBarSeries source, int period = 14)
public static TSeries Batch(TBarSeries source, int period = 14)
{
if (source.Count == 0)
{
@@ -222,13 +222,13 @@ public sealed class Mfi : 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 = 14)
public static void Batch(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int period = 14)
{
if (high.Length != low.Length)
{
@@ -326,4 +326,11 @@ public sealed class Mfi : ITValuePublisher
}
}
}
public static (TSeries Results, Mfi Indicator) Calculate(TBarSeries source, int period = 14)
{
var indicator = new Mfi(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}