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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
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lib/volatility/yzv/Yzv.cs
+3 -3
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@@ -144,7 +144,7 @@ public sealed class Yzv : AbstractBase
double kYz = 0.34 / (1.34 + ratioN);
// Combined daily variance
double sSqDaily = sOSq + kYz * sCSq + (1.0 - kYz) * sRsSq;
double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
// Bias-corrected RMA smoothing
double alpha = 1.0 / _period;
@@ -338,7 +338,7 @@ public sealed class Yzv : AbstractBase
double sRsSq = rh * (rh - rc) + rl * (rl - rc);
// Combined daily variance
double sSqDaily = sOSq + kYz * sCSq + (1.0 - kYz) * sRsSq;
double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
// Bias-corrected RMA
if (i == 0)
@@ -417,7 +417,7 @@ public sealed class Yzv : AbstractBase
double sCSq = rc * rc;
double sRsSq = rh * (rh - rc) + rl * (rl - rc);
double sSqDaily = sOSq + kYz * sCSq + (1.0 - kYz) * sRsSq;
double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
if (i == 0)
{