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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/vwap/Vwap.Validation.Tests.cs
+4 -4
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@@ -50,7 +50,7 @@ public class VwapValidationTests
}
// Batch
var batchResult = Vwap.Calculate(_data.Bars);
var batchResult = Vwap.Batch(_data.Bars);
var batchValues = batchResult.Values.ToArray();
// Cumulative indicators accumulate floating-point errors over many bars
@@ -75,7 +75,7 @@ public class VwapValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[high.Length];
Vwap.Calculate(high, low, close, volume, spanValues);
Vwap.Batch(high, low, close, volume, spanValues);
// Cumulative indicators accumulate floating-point errors over many bars
ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-10);
@@ -85,7 +85,7 @@ public class VwapValidationTests
public void Vwap_Batch_Matches_Span()
{
// Batch
var batchResult = Vwap.Calculate(_data.Bars);
var batchResult = Vwap.Batch(_data.Bars);
var batchValues = batchResult.Values.ToArray();
// Span
@@ -95,7 +95,7 @@ public class VwapValidationTests
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[high.Length];
Vwap.Calculate(high, low, close, volume, spanValues);
Vwap.Batch(high, low, close, volume, spanValues);
// Batch and Span use identical code path, should match exactly
ValidationHelper.VerifyData(batchValues, spanValues, 0, 100, 1e-12);