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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/twap/Twap.Validation.Tests.cs
+4 -4
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@@ -26,7 +26,7 @@ public class TwapValidationTests
}
// Batch
var batchResult = Twap.Calculate(_data.Bars, period);
var batchResult = Twap.Batch(_data.Bars, period);
var batchValues = batchResult.Values.ToArray();
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
@@ -55,7 +55,7 @@ public class TwapValidationTests
// Span
var spanOutput = new double[typicalPrices.Length];
Twap.Calculate(typicalPrices, spanOutput, period);
Twap.Batch(typicalPrices, spanOutput, period);
ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
}
@@ -138,12 +138,12 @@ public class TwapValidationTests
}
// Batch
var batchResult = Twap.Calculate(_data.Bars, period);
var batchResult = Twap.Batch(_data.Bars, period);
var batchValues = batchResult.Values.ToArray();
// Span
var spanOutput = new double[typicalPrices.Length];
Twap.Calculate(typicalPrices, spanOutput, period);
Twap.Batch(typicalPrices, spanOutput, period);
// Verify all modes match
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);