mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 20:48:04 +00:00
style patterns
This commit is contained in:
@@ -296,8 +296,15 @@ public class MraeTests
|
||||
var actual = new TSeries();
|
||||
var predicted = new TSeries();
|
||||
|
||||
for (int i = 1; i <= 10; i++) actual.Add(DateTime.UtcNow, i * 10);
|
||||
for (int i = 1; i <= 5; i++) predicted.Add(DateTime.UtcNow, i * 10);
|
||||
for (int i = 1; i <= 10; i++)
|
||||
{
|
||||
actual.Add(DateTime.UtcNow, i * 10);
|
||||
}
|
||||
|
||||
for (int i = 1; i <= 5; i++)
|
||||
{
|
||||
predicted.Add(DateTime.UtcNow, i * 10);
|
||||
}
|
||||
|
||||
Assert.Throws<ArgumentException>(() => Mrae.Calculate(actual, predicted, 3));
|
||||
}
|
||||
@@ -330,4 +337,4 @@ public class MraeTests
|
||||
|
||||
Assert.Equal(0.1, mrae.Last.Value, 10);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
+20
-2
@@ -52,7 +52,9 @@ public sealed class Mrae : BiInputIndicatorBase
|
||||
public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
|
||||
{
|
||||
if (actual.Count != predicted.Count)
|
||||
{
|
||||
throw new ArgumentException("Actual and predicted series must have the same length", nameof(predicted));
|
||||
}
|
||||
|
||||
int len = actual.Count;
|
||||
var t = new List<long>(len);
|
||||
@@ -75,12 +77,20 @@ public sealed class Mrae : BiInputIndicatorBase
|
||||
public static void Batch(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output, int period)
|
||||
{
|
||||
if (actual.Length != predicted.Length || actual.Length != output.Length)
|
||||
{
|
||||
throw new ArgumentException("All spans must have the same length", nameof(output));
|
||||
}
|
||||
|
||||
if (period <= 0)
|
||||
{
|
||||
throw new ArgumentException("Period must be greater than 0", nameof(period));
|
||||
}
|
||||
|
||||
int len = actual.Length;
|
||||
if (len == 0) return;
|
||||
if (len == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Pre-compute relative errors (same as percentage errors but without *100)
|
||||
const int StackAllocThreshold = 256;
|
||||
@@ -130,14 +140,22 @@ public sealed class Mrae : BiInputIndicatorBase
|
||||
double pred = predicted[i];
|
||||
|
||||
if (double.IsFinite(act) && Math.Abs(act) >= Epsilon)
|
||||
{
|
||||
lastValidActual = act;
|
||||
}
|
||||
else
|
||||
{
|
||||
act = lastValidActual;
|
||||
}
|
||||
|
||||
if (double.IsFinite(pred))
|
||||
{
|
||||
lastValidPredicted = pred;
|
||||
}
|
||||
else
|
||||
{
|
||||
pred = lastValidPredicted;
|
||||
}
|
||||
|
||||
double absActual = Math.Abs(act);
|
||||
output[i] = absActual > Epsilon
|
||||
@@ -145,4 +163,4 @@ public sealed class Mrae : BiInputIndicatorBase
|
||||
: 0.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user