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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/wad/Wad.Tests.cs
+6 -6
View File
@@ -145,7 +145,7 @@ public class WadTests
bars.Add(new TBar(time.AddMinutes(1), 100, 115, 92, 110, 2000));
bars.Add(new TBar(time.AddMinutes(2), 110, 108, 102, 105, 1500));
var result = Wad.Calculate(bars);
var result = Wad.Batch(bars);
Assert.Equal(3, result.Count);
Assert.Equal(0, result[0].Value);
@@ -162,7 +162,7 @@ public class WadTests
double[] volume = { 1000, 2000, 1500 };
double[] output = new double[3];
Wad.Calculate(high, low, close, volume, output);
Wad.Batch(high, low, close, volume, output);
Assert.Equal(0, output[0]);
Assert.Equal(36000, output[1]);
@@ -179,14 +179,14 @@ public class WadTests
double[] output = new double[2];
Assert.Throws<ArgumentException>(() =>
Wad.Calculate(high, low, close, volume, output));
Wad.Batch(high, low, close, volume, output));
}
[Fact]
public void Wad_Calculate_EmptySeries_ReturnsEmpty()
{
var bars = new TBarSeries();
var result = Wad.Calculate(bars);
var result = Wad.Batch(bars);
Assert.Empty(result);
}
@@ -209,7 +209,7 @@ public class WadTests
volume[i] = 100;
}
Wad.Calculate(high, low, close, volume, output);
Wad.Batch(high, low, close, volume, output);
// First bar should be 0
Assert.Equal(0, output[0]);
@@ -234,7 +234,7 @@ public class WadTests
}
// Batch calculation
var batchResult = Wad.Calculate(bars);
var batchResult = Wad.Batch(bars);
// Streaming calculation
var wad = new Wad();
lib/volume/wad/Wad.Validation.Tests.cs
+2 -2
View File
@@ -13,7 +13,7 @@ public class WadValidationTests
public void Wad_BatchMatchesStreaming()
{
// Batch calculation
var batchResult = Wad.Calculate(_data.Bars);
var batchResult = Wad.Batch(_data.Bars);
// Streaming calculation
var wad = new Wad();
@@ -37,7 +37,7 @@ public class WadValidationTests
var spanOutput = new double[high.Length];
// Span calculation
Wad.Calculate(high, low, close, volume, spanOutput);
Wad.Batch(high, low, close, volume, spanOutput);
// Streaming calculation
var wad = new Wad();
lib/volume/wad/Wad.cs
+10 -3
View File
@@ -159,7 +159,7 @@ public sealed class Wad : ITValuePublisher
return new TSeries(t, v);
}
public static TSeries Calculate(TBarSeries source)
public static TSeries Batch(TBarSeries source)
{
if (source.Count == 0)
{
@@ -169,13 +169,13 @@ public sealed class Wad : ITValuePublisher
var t = source.Open.Times.ToArray();
var v = new double[source.Count];
Calculate(source.High.Values, source.Low.Values, source.Close.Values, source.Volume.Values, v);
Batch(source.High.Values, source.Low.Values, source.Close.Values, source.Volume.Values, v);
return new TSeries(t, v);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static void Calculate(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output)
public static void Batch(ReadOnlySpan<double> high, ReadOnlySpan<double> low, ReadOnlySpan<double> close, ReadOnlySpan<double> volume, Span<double> output)
{
if (high.Length != low.Length || high.Length != close.Length || high.Length != volume.Length || high.Length != output.Length)
{
@@ -225,4 +225,11 @@ public sealed class Wad : ITValuePublisher
prevClose = c;
}
}
public static (TSeries Results, Wad Indicator) Calculate(TBarSeries source)
{
var indicator = new Wad();
TSeries results = indicator.Update(source);
return (results, indicator);
}
}