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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/obv/Obv.Tests.cs
+4 -4
View File
@@ -265,7 +265,7 @@ public class ObvTests
}
// Batch
var batchResult = Obv.Calculate(bars);
var batchResult = Obv.Batch(bars);
Assert.Equal(bars.Count, batchResult.Count);
for (int i = 0; i < bars.Count; i++)
@@ -298,7 +298,7 @@ public class ObvTests
var volume = bars.Volume.Values.ToArray();
var output = new double[bars.Count];
Obv.Calculate(close, volume, output);
Obv.Batch(close, volume, output);
for (int i = 0; i < bars.Count; i++)
{
@@ -313,7 +313,7 @@ public class ObvTests
var volume = new double[99]; // Different length
var output = new double[100];
Assert.Throws<ArgumentException>(() => Obv.Calculate(close, volume, output));
Assert.Throws<ArgumentException>(() => Obv.Batch(close, volume, output));
}
[Fact]
@@ -323,7 +323,7 @@ public class ObvTests
var volume = Array.Empty<double>();
var output = Array.Empty<double>();
Obv.Calculate(close, volume, output);
Obv.Batch(close, volume, output);
Assert.Empty(output);
}
lib/volume/obv/Obv.Validation.Tests.cs
+2 -2
View File
@@ -133,7 +133,7 @@ public class ObvValidationTests
}
// Batch
var batchResult = Obv.Calculate(_data.Bars);
var batchResult = Obv.Batch(_data.Bars);
var batchValues = batchResult.Values.ToArray();
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
@@ -155,7 +155,7 @@ public class ObvValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanOutput = new double[close.Length];
Obv.Calculate(close, volume, spanOutput);
Obv.Batch(close, volume, spanOutput);
ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
}
lib/volume/obv/Obv.cs
+10 -3
View File
@@ -175,7 +175,7 @@ public sealed class Obv : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TBarSeries source)
public static TSeries Batch(TBarSeries source)
{
if (source.Count == 0)
{
@@ -185,13 +185,13 @@ public sealed class Obv : ITValuePublisher
var t = source.Open.Times.ToArray();
var v = new double[source.Count];
Calculate(source.Close.Values, source.Volume.Values, v);
Batch(source.Close.Values, source.Volume.Values, v);
return new TSeries(t, v);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output)
public static void Batch(ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output)
{
if (close.Length != volume.Length)
{
@@ -243,4 +243,11 @@ public sealed class Obv : ITValuePublisher
}
}
}
public static (TSeries Results, Obv Indicator) Calculate(TBarSeries source)
{
var indicator = new Obv();
TSeries results = indicator.Update(source);
return (results, indicator);
}
}