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normalization of methods

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This commit is contained in:
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/pvd/Pvd.Tests.cs
+11 -11
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@@ -341,7 +341,7 @@ public class PvdTests
double[] volumes = [1000, 1100, 1200, 1300, 1400];
double[] output = new double[5];
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), pricePeriod: 2, volumePeriod: 2, smoothingPeriod: 1);
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), pricePeriod: 2, volumePeriod: 2, smoothingPeriod: 1);
// Should handle NaN gracefully - result might be NaN or computed value
Assert.True(output.Length == 5);
@@ -373,10 +373,10 @@ public class PvdTests
var pvdBatch = new Pvd(pricePeriod: period, volumePeriod: period, smoothingPeriod: 3);
var batchResult = pvdBatch.Update(_bars);
// Mode 3: Static Calculate(TBarSeries)
var staticResult = Pvd.Calculate(_bars, pricePeriod: period, volumePeriod: period, smoothingPeriod: 3);
// Mode 3: Static Batch(TBarSeries)
var staticResult = Pvd.Batch(_bars, pricePeriod: period, volumePeriod: period, smoothingPeriod: 3);
// Mode 4: Static Calculate(Span)
// Mode 4: Static Batch(Span)
double[] closes = new double[_bars.Count];
double[] volumes = new double[_bars.Count];
double[] spanOutput = new double[_bars.Count];
@@ -385,7 +385,7 @@ public class PvdTests
closes[i] = _bars[i].Close;
volumes[i] = _bars[i].Volume;
}
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), spanOutput.AsSpan(), pricePeriod: period, volumePeriod: period, smoothingPeriod: 3);
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), spanOutput.AsSpan(), pricePeriod: period, volumePeriod: period, smoothingPeriod: 3);
// Compare last 100 values (after warmup)
int compareStart = _bars.Count - 100;
@@ -408,7 +408,7 @@ public class PvdTests
double[] output = new double[5];
var ex = Assert.Throws<ArgumentException>(() =>
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan()));
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan()));
Assert.Equal("volume", ex.ParamName);
}
@@ -420,7 +420,7 @@ public class PvdTests
double[] output = new double[3]; // Too short
var ex = Assert.Throws<ArgumentException>(() =>
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan()));
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan()));
Assert.Equal("output", ex.ParamName);
}
@@ -432,7 +432,7 @@ public class PvdTests
double[] output = new double[5];
var ex = Assert.Throws<ArgumentException>(() =>
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), pricePeriod: 0));
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), pricePeriod: 0));
Assert.Equal("pricePeriod", ex.ParamName);
}
@@ -444,7 +444,7 @@ public class PvdTests
double[] output = new double[5];
var ex = Assert.Throws<ArgumentException>(() =>
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), volumePeriod: 0));
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), volumePeriod: 0));
Assert.Equal("volumePeriod", ex.ParamName);
}
@@ -456,7 +456,7 @@ public class PvdTests
double[] output = new double[5];
var ex = Assert.Throws<ArgumentException>(() =>
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), smoothingPeriod: 0));
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan(), smoothingPeriod: 0));
Assert.Equal("smoothingPeriod", ex.ParamName);
}
@@ -475,7 +475,7 @@ public class PvdTests
}
// Should not stack overflow
Pvd.Calculate(closes.AsSpan(), volumes.AsSpan(), output.AsSpan());
Pvd.Batch(closes.AsSpan(), volumes.AsSpan(), output.AsSpan());
Assert.True(double.IsFinite(output[size - 1]));
}