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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/vwad/Vwad.Validation.Tests.cs
+4 -4
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@@ -50,7 +50,7 @@ public class VwadValidationTests
}
// Batch
var batchResult = Vwad.Calculate(_data.Bars, DefaultPeriod);
var batchResult = Vwad.Batch(_data.Bars, DefaultPeriod);
var batchValues = batchResult.Values.ToArray();
// Cumulative indicators accumulate floating-point errors over many bars
@@ -76,7 +76,7 @@ public class VwadValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[high.Length];
Vwad.Calculate(high, low, close, volume, spanValues, DefaultPeriod);
Vwad.Batch(high, low, close, volume, spanValues, DefaultPeriod);
// Cumulative indicators accumulate floating-point errors over many bars
// 1e-10 tolerance is appropriate for ~5000 bar cumulative calculations
@@ -87,7 +87,7 @@ public class VwadValidationTests
public void Vwad_Batch_Matches_Span()
{
// Batch
var batchResult = Vwad.Calculate(_data.Bars, DefaultPeriod);
var batchResult = Vwad.Batch(_data.Bars, DefaultPeriod);
var batchValues = batchResult.Values.ToArray();
// Span
@@ -97,7 +97,7 @@ public class VwadValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[high.Length];
Vwad.Calculate(high, low, close, volume, spanValues, DefaultPeriod);
Vwad.Batch(high, low, close, volume, spanValues, DefaultPeriod);
// Batch and Span use identical code path, should match exactly
ValidationHelper.VerifyData(batchValues, spanValues, 0, 100, 1e-12);