normalization of methods

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
+9 -9
View File
@@ -361,7 +361,7 @@ public class VoTests
}
// Batch
var batchResult = Vo.Calculate(_bars, shortPeriod: 5, longPeriod: 10, signalPeriod: 10);
var batchResult = Vo.Batch(_bars, shortPeriod: 5, longPeriod: 10, signalPeriod: 10);
Assert.Equal(streamingResults.Count, batchResult.Count);
for (int i = 0; i < streamingResults.Count; i++)
@@ -386,7 +386,7 @@ public class VoTests
// Span - pass arrays directly (implicit span conversion)
var volume = _bars.Volume.Values.ToArray();
var output = new double[_bars.Count];
Vo.Calculate(volume, output, shortPeriod: 5, longPeriod: 10);
Vo.Batch(volume, output, shortPeriod: 5, longPeriod: 10);
for (int i = 0; i < streamingResults.Count; i++)
{
@@ -425,7 +425,7 @@ public class VoTests
ArgumentException? caught = null;
try
{
Vo.Calculate(volume, output, shortPeriod: 5, longPeriod: 10);
Vo.Batch(volume, output, shortPeriod: 5, longPeriod: 10);
}
catch (ArgumentException ex)
{
@@ -445,7 +445,7 @@ public class VoTests
ArgumentException? caught = null;
try
{
Vo.Calculate(volume, output, shortPeriod: 0, longPeriod: 10);
Vo.Batch(volume, output, shortPeriod: 0, longPeriod: 10);
}
catch (ArgumentException ex)
{
@@ -465,7 +465,7 @@ public class VoTests
ArgumentException? caught = null;
try
{
Vo.Calculate(volume, output, shortPeriod: 5, longPeriod: 0);
Vo.Batch(volume, output, shortPeriod: 5, longPeriod: 0);
}
catch (ArgumentException ex)
{
@@ -485,7 +485,7 @@ public class VoTests
ArgumentException? caught = null;
try
{
Vo.Calculate(volume, output, shortPeriod: 10, longPeriod: 5);
Vo.Batch(volume, output, shortPeriod: 10, longPeriod: 5);
}
catch (ArgumentException ex)
{
@@ -503,7 +503,7 @@ public class VoTests
double[] outputArr = [];
// Should not throw
Vo.Calculate(volumeArr, outputArr, shortPeriod: 5, longPeriod: 10);
Vo.Batch(volumeArr, outputArr, shortPeriod: 5, longPeriod: 10);
Assert.Empty(outputArr);
}
@@ -519,7 +519,7 @@ public class VoTests
volume[i] = i == 10 ? double.NaN : 500 + i;
}
Vo.Calculate(volume, output, shortPeriod: 5, longPeriod: 10);
Vo.Batch(volume, output, shortPeriod: 5, longPeriod: 10);
foreach (var val in output)
{
@@ -539,7 +539,7 @@ public class VoTests
}
// Should not throw stack overflow
Vo.Calculate(volume, output, shortPeriod: 50, longPeriod: 200);
Vo.Batch(volume, output, shortPeriod: 50, longPeriod: 200);
Assert.True(double.IsFinite(output[^1]));
}
+10 -3
View File
@@ -279,7 +279,7 @@ public sealed class Vo : ITValuePublisher
/// <param name="longPeriod">The long-term period (default: 10).</param>
/// <param name="signalPeriod">The signal line period (default: 10).</param>
/// <returns>The result series.</returns>
public static TSeries Calculate(TBarSeries source, int shortPeriod = 5, int longPeriod = 10, int signalPeriod = 10)
public static TSeries Batch(TBarSeries source, int shortPeriod = 5, int longPeriod = 10, int signalPeriod = 10)
{
if (source.Count == 0)
{
@@ -289,7 +289,7 @@ public sealed class Vo : ITValuePublisher
var t = source.Open.Times.ToArray();
var v = new double[source.Count];
Calculate(source.Volume.Values, v, shortPeriod, longPeriod);
Batch(source.Volume.Values, v, shortPeriod, longPeriod);
return new TSeries(t, v);
}
@@ -305,7 +305,7 @@ public sealed class Vo : ITValuePublisher
/// <param name="longPeriod">The long-term period (default: 10).</param>
/// <exception cref="ArgumentException">Thrown when parameters are invalid.</exception>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> volume, Span<double> output, int shortPeriod = 5, int longPeriod = 10)
public static void Batch(ReadOnlySpan<double> volume, Span<double> output, int shortPeriod = 5, int longPeriod = 10)
{
if (shortPeriod < 1)
{
@@ -421,4 +421,11 @@ public sealed class Vo : ITValuePublisher
}
}
}
public static (TSeries Results, Vo Indicator) Calculate(TBarSeries source, int shortPeriod = 5, int longPeriod = 10, int signalPeriod = 10)
{
var indicator = new Vo(shortPeriod, longPeriod, signalPeriod);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}