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fix: update validation logic to prevent negative start index and improve error message for alpha parameter

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This commit is contained in:
Miha Kralj
2025-12-13 22:16:29 -08:00
parent 487d651cca
commit c1a476ed9c
6 changed files with 19 additions and 172 deletions
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lib/feeds/gbm/ValidationHelper.cs
+15 -12
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@@ -11,7 +11,7 @@ public static class ValidationHelper
Assert.Equal(qSeries.Count, sSeries.Count);
int count = qSeries.Count;
int start = count - skip;
int start = Math.Max(0, count - skip);
for (int i = start; i < count; i++)
{
@@ -29,7 +29,7 @@ public static class ValidationHelper
Assert.Equal(qResults.Count, sSeries.Count);
int count = qResults.Count;
int start = count - skip;
int start = Math.Max(0, count - skip);
for (int i = start; i < count; i++)
{
@@ -47,7 +47,7 @@ public static class ValidationHelper
Assert.Equal(qOutput.Length, sSeries.Count);
int count = qOutput.Length;
int start = count - skip;
int start = Math.Max(0, count - skip);
for (int i = start; i < count; i++)
{
@@ -63,7 +63,7 @@ public static class ValidationHelper
public static void VerifyData(TSeries qSeries, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
{
int count = qSeries.Count;
int start = count - skip;
int start = Math.Max(0, count - skip);
for (int i = start; i < count; i++)
{
@@ -83,7 +83,7 @@ public static class ValidationHelper
public static void VerifyData(List<double> qResults, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
{
int count = qResults.Count;
int start = count - skip;
int start = Math.Max(0, count - skip);
for (int i = start; i < count; i++)
{
@@ -103,7 +103,7 @@ public static class ValidationHelper
public static void VerifyData(double[] qOutput, double[] tOutput, int lookback, int skip = 100, double tolerance = 1e-6)
{
int count = qOutput.Length;
int start = count - skip;
int start = Math.Max(0, count - skip);
for (int i = start; i < count; i++)
{
@@ -123,8 +123,9 @@ public static class ValidationHelper
public static void VerifyData(TSeries qSeries, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
{
int count = qSeries.Count;
int start = count - skip;
int validCount = outRange.End.Value - outRange.Start.Value;
int start = Math.Max(0, count - skip);
var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
int validCount = length;
for (int i = start; i < count; i++)
{
@@ -144,8 +145,9 @@ public static class ValidationHelper
public static void VerifyData(List<double> qResults, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
{
int count = qResults.Count;
int start = count - skip;
int validCount = outRange.End.Value - outRange.Start.Value;
int start = Math.Max(0, count - skip);
var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
int validCount = length;
for (int i = start; i < count; i++)
{
@@ -165,8 +167,9 @@ public static class ValidationHelper
public static void VerifyData(double[] qOutput, double[] tOutput, Range outRange, int lookback, int skip = 100, double tolerance = 1e-6)
{
int count = qOutput.Length;
int start = count - skip;
int validCount = outRange.End.Value - outRange.Start.Value;
int start = Math.Max(0, count - skip);
var (_, length) = outRange.GetOffsetAndLength(tOutput.Length);
int validCount = length;
for (int i = start; i < count; i++)
{