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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/vwma/Vwma.Tests.cs
+12 -12
View File
@@ -304,7 +304,7 @@ public class VwmaTests
[Fact]
public void Calculate_Static_ShouldReturnTSeries()
{
var result = Vwma.Calculate(_bars, 10);
var result = Vwma.Batch(_bars, 10);
Assert.NotNull(result);
Assert.Equal(_bars.Count, result.Count);
@@ -313,8 +313,8 @@ public class VwmaTests
[Fact]
public void Calculate_Static_WithDifferentPeriods_ShouldWork()
{
var result14 = Vwma.Calculate(_bars, 14);
var result50 = Vwma.Calculate(_bars, 50);
var result14 = Vwma.Batch(_bars, 14);
var result50 = Vwma.Batch(_bars, 50);
Assert.NotNull(result14);
Assert.NotNull(result50);
@@ -327,13 +327,13 @@ public class VwmaTests
[Fact]
public void Calculate_Span_ShouldMatchBatch()
{
var batchResult = Vwma.Calculate(_bars, 20);
var batchResult = Vwma.Batch(_bars, 20);
var price = _bars.Close.Values.ToArray();
var volume = _bars.Volume.Values.ToArray();
var spanOutput = new double[_bars.Count];
Vwma.Calculate(price, volume, spanOutput, 20);
Vwma.Batch(price, volume, spanOutput, 20);
for (int i = 0; i < _bars.Count; i++)
{
@@ -348,7 +348,7 @@ public class VwmaTests
var volume = new double[99]; // Mismatched
var output = new double[100];
Assert.Throws<ArgumentException>(() => Vwma.Calculate(price, volume, output, 10));
Assert.Throws<ArgumentException>(() => Vwma.Batch(price, volume, output, 10));
}
[Fact]
@@ -358,7 +358,7 @@ public class VwmaTests
var volume = new double[100];
var output = new double[50]; // Mismatched
Assert.Throws<ArgumentException>(() => Vwma.Calculate(price, volume, output, 10));
Assert.Throws<ArgumentException>(() => Vwma.Batch(price, volume, output, 10));
}
[Fact]
@@ -368,7 +368,7 @@ public class VwmaTests
var volume = new double[100];
var output = new double[100];
Assert.Throws<ArgumentException>(() => Vwma.Calculate(price, volume, output, 0));
Assert.Throws<ArgumentException>(() => Vwma.Batch(price, volume, output, 0));
}
[Fact]
@@ -378,7 +378,7 @@ public class VwmaTests
var volume = new double[100];
var output = new double[100];
Assert.Throws<ArgumentException>(() => Vwma.Calculate(price, volume, output, -1));
Assert.Throws<ArgumentException>(() => Vwma.Batch(price, volume, output, -1));
}
// ============ Event Tests ============
@@ -411,7 +411,7 @@ public class VwmaTests
}
// Batch
var batchResult = Vwma.Calculate(_bars, 20);
var batchResult = Vwma.Batch(_bars, 20);
// Compare last 100 values
for (int i = _bars.Count - 100; i < _bars.Count; i++)
@@ -426,7 +426,7 @@ public class VwmaTests
public void Calculate_TSeries_ShouldWork()
{
var sourceSeries = _bars.Close;
var result = Vwma.Calculate(sourceSeries, 20);
var result = Vwma.Batch(sourceSeries, 20);
Assert.NotNull(result);
Assert.Equal(sourceSeries.Count, result.Count);
@@ -436,7 +436,7 @@ public class VwmaTests
public void Calculate_TSeries_ShouldMatchTValueStreaming()
{
var sourceSeries = _bars.Close;
var batchResult = Vwma.Calculate(sourceSeries, 20);
var batchResult = Vwma.Batch(sourceSeries, 20);
// Streaming with TValue
var vwma = new Vwma(20);
lib/volume/vwma/Vwma.Validation.Tests.cs
+6 -6
View File
@@ -19,7 +19,7 @@ public class VwmaValidationTests
int period = 20;
// QuanTAlib batch
var quantalibResult = Vwma.Calculate(_data.Bars, period);
var quantalibResult = Vwma.Batch(_data.Bars, period);
var quantalibValues = quantalibResult.Values.ToArray();
// Skender
@@ -91,7 +91,7 @@ public class VwmaValidationTests
var price = _data.Bars.Close.Values.ToArray();
var volume = _data.Bars.Volume.Values.ToArray();
var quantalibValues = new double[price.Length];
Vwma.Calculate(price, volume, quantalibValues, period);
Vwma.Batch(price, volume, quantalibValues, period);
// Skender
var quotes = _data.Bars.Select(b => new Quote
@@ -153,7 +153,7 @@ public class VwmaValidationTests
}
// Batch
var batchResult = Vwma.Calculate(_data.Bars, period);
var batchResult = Vwma.Batch(_data.Bars, period);
var batchValues = batchResult.Values.ToArray();
ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-10);
@@ -176,7 +176,7 @@ public class VwmaValidationTests
var price = _data.Bars.Close.Values.ToArray();
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[price.Length];
Vwma.Calculate(price, volume, spanValues, period);
Vwma.Batch(price, volume, spanValues, period);
ValidationHelper.VerifyData(streamingValues.ToArray(), spanValues, 0, 100, 1e-10);
}
@@ -187,14 +187,14 @@ public class VwmaValidationTests
int period = 20;
// Batch
var batchResult = Vwma.Calculate(_data.Bars, period);
var batchResult = Vwma.Batch(_data.Bars, period);
var batchValues = batchResult.Values.ToArray();
// Span
var price = _data.Bars.Close.Values.ToArray();
var volume = _data.Bars.Volume.Values.ToArray();
var spanValues = new double[price.Length];
Vwma.Calculate(price, volume, spanValues, period);
Vwma.Batch(price, volume, spanValues, period);
// Batch and Span use identical code path, should match exactly
ValidationHelper.VerifyData(batchValues, spanValues, 0, 100, 1e-12);
lib/volume/vwma/Vwma.cs
+12 -5
View File
@@ -275,7 +275,7 @@ public sealed class Vwma : ITValuePublisher
/// <param name="source">Source bar series</param>
/// <param name="period">Lookback period for VWMA</param>
/// <returns>TSeries containing VWMA values</returns>
public static TSeries Calculate(TBarSeries source, int period = 20)
public static TSeries Batch(TBarSeries source, int period = 20)
{
if (source.Count == 0)
{
@@ -285,7 +285,7 @@ public sealed class Vwma : 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);
}
@@ -296,7 +296,7 @@ public sealed class Vwma : ITValuePublisher
/// <param name="source">Source value series</param>
/// <param name="period">Lookback period for VWMA</param>
/// <returns>TSeries containing VWMA values</returns>
public static TSeries Calculate(TSeries source, int period = 20)
public static TSeries Batch(TSeries source, int period = 20)
{
if (source.Count == 0)
{
@@ -310,7 +310,7 @@ public sealed class Vwma : ITValuePublisher
Span<double> unitVolume = stackalloc double[source.Count];
unitVolume.Fill(1.0);
Calculate(source.Values, unitVolume, v, period);
Batch(source.Values, unitVolume, v, period);
return new TSeries(t, v);
}
@@ -323,7 +323,7 @@ public sealed class Vwma : ITValuePublisher
/// <param name="output">Output span for VWMA values</param>
/// <param name="period">Lookback period for VWMA</param>
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
public static void Calculate(ReadOnlySpan<double> source, ReadOnlySpan<double> volume, Span<double> output, int period = 20)
public static void Batch(ReadOnlySpan<double> source, ReadOnlySpan<double> volume, Span<double> output, int period = 20)
{
if (source.Length != volume.Length)
{
@@ -477,4 +477,11 @@ public sealed class Vwma : ITValuePublisher
}
}
}
public static (TSeries Results, Vwma Indicator) Calculate(TBarSeries source, int period = 20)
{
var indicator = new Vwma(period);
TSeries results = indicator.Update(source);
return (results, indicator);
}
}