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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/vf/Vf.Tests.cs
+10 -10
View File
@@ -407,7 +407,7 @@ public class VfTests
{
var series = GenerateTestBarSeries(100);
var result = Vf.Calculate(series, DefaultPeriod);
var result = Vf.Batch(series, DefaultPeriod);
Assert.Equal(100, result.Count);
}
@@ -417,7 +417,7 @@ public class VfTests
{
var series = new TBarSeries();
var result = Vf.Calculate(series, DefaultPeriod);
var result = Vf.Batch(series, DefaultPeriod);
Assert.Empty(result);
}
@@ -442,7 +442,7 @@ public class VfTests
}
// Span calculation
Vf.Calculate(close, volume, output, DefaultPeriod);
Vf.Batch(close, volume, output, DefaultPeriod);
// Streaming calculation
var vf = new Vf(DefaultPeriod);
@@ -462,7 +462,7 @@ public class VfTests
var volume = new double[50]; // Different length
var output = new double[100];
var ex = Assert.Throws<ArgumentException>(() => Vf.Calculate(close, volume, output, DefaultPeriod));
var ex = Assert.Throws<ArgumentException>(() => Vf.Batch(close, volume, output, DefaultPeriod));
Assert.Equal("volume", ex.ParamName);
}
@@ -473,7 +473,7 @@ public class VfTests
var volume = new double[100];
var output = new double[50]; // Different length
var ex = Assert.Throws<ArgumentException>(() => Vf.Calculate(close, volume, output, DefaultPeriod));
var ex = Assert.Throws<ArgumentException>(() => Vf.Batch(close, volume, output, DefaultPeriod));
Assert.Equal("output", ex.ParamName);
}
@@ -484,7 +484,7 @@ public class VfTests
var volume = new double[100];
var output = new double[100];
var ex = Assert.Throws<ArgumentException>(() => Vf.Calculate(close, volume, output, period: 0));
var ex = Assert.Throws<ArgumentException>(() => Vf.Batch(close, volume, output, period: 0));
Assert.Equal("period", ex.ParamName);
}
@@ -496,7 +496,7 @@ public class VfTests
var output = Array.Empty<double>();
// Should not throw
Vf.Calculate(close, volume, output, DefaultPeriod);
Vf.Batch(close, volume, output, DefaultPeriod);
Assert.True(true); // Test passes if no exception
}
@@ -507,7 +507,7 @@ public class VfTests
var volume = new double[] { 1000, 2000, 1500, 1800, 2200 };
var output = new double[5];
Vf.Calculate(close, volume, output, period: 3);
Vf.Batch(close, volume, output, period: 3);
Assert.Equal(0, output[0]);
}
@@ -554,11 +554,11 @@ public class VfTests
var streamingResult = vf.Update(series);
// Batch mode
var batchResult = Vf.Calculate(series, DefaultPeriod);
var batchResult = Vf.Batch(series, DefaultPeriod);
// Span mode
var spanOutput = new double[100];
Vf.Calculate(close, volume, spanOutput, DefaultPeriod);
Vf.Batch(close, volume, spanOutput, DefaultPeriod);
// Compare all modes (last 50 values to avoid warmup differences)
for (int i = 50; i < 100; i++)
lib/volume/vf/Vf.cs
+10 -3
View File
@@ -202,7 +202,7 @@ public sealed class Vf : ITValuePublisher
/// <param name="source">The bar series.</param>
/// <param name="period">The smoothing period (default: 14).</param>
/// <returns>The result series.</returns>
public static TSeries Calculate(TBarSeries source, int period = 14)
public static TSeries Batch(TBarSeries source, int period = 14)
{
if (source.Count == 0)
{
@@ -212,7 +212,7 @@ public sealed class Vf : ITValuePublisher
var t = source.Open.Times.ToArray();
var v = new double[source.Count];
Calculate(source.Close.Values, source.Volume.Values, v, period);
Batch(source.Close.Values, source.Volume.Values, v, period);
return new TSeries(t, v);
}
@@ -226,7 +226,7 @@ public sealed class Vf : ITValuePublisher
/// <param name="period">The smoothing period (default: 14).</param>
/// <exception cref="ArgumentException">Thrown when span lengths don't match or period is invalid.</exception>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int period = 14)
public static void Batch(ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output, int period = 14)
{
if (period < 1)
{
@@ -307,4 +307,11 @@ public sealed class Vf : ITValuePublisher
prevClose = c;
}
}
public static (TSeries Results, Vf Indicator) Calculate(TBarSeries source, int period = 14)
{
var indicator = new Vf(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}