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Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/feeds/gbm/ValidationHelper.cs
+77 -18
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@@ -75,7 +75,10 @@ public static class ValidationHelper
double qValue = qSeries[i].Value;
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
Assert.True(
Math.Abs(qValue - sValue.Value) <= tolerance,
@@ -103,7 +106,10 @@ public static class ValidationHelper
double qValue = qResults[i];
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
Assert.True(
Math.Abs(qValue - sValue.Value) <= tolerance,
@@ -131,7 +137,10 @@ public static class ValidationHelper
double qValue = qOutput[i];
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
Assert.True(
Math.Abs(qValue - sValue.Value) <= tolerance,
@@ -161,10 +170,16 @@ public static class ValidationHelper
{
double qValue = qSeries[i].Value;
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - lookback;
if (tIndex >= tOutput.Length) continue;
if (tIndex >= tOutput.Length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -191,10 +206,16 @@ public static class ValidationHelper
{
double qValue = qResults[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - lookback;
if (tIndex >= tOutput.Length) continue;
if (tIndex >= tOutput.Length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -221,10 +242,16 @@ public static class ValidationHelper
{
double qValue = qOutput[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - lookback;
if (tIndex >= tOutput.Length) continue;
if (tIndex >= tOutput.Length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -253,10 +280,16 @@ public static class ValidationHelper
{
double qValue = qSeries[i].Value;
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
if (tIndex < 0 || tIndex >= length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -285,10 +318,16 @@ public static class ValidationHelper
{
double qValue = qResults[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
if (tIndex < 0 || tIndex >= length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -317,10 +356,16 @@ public static class ValidationHelper
{
double qValue = qOutput[i];
if (i < lookback) continue;
if (i < lookback)
{
continue;
}
int tIndex = i - offset;
if (tIndex < 0 || tIndex >= length) continue;
if (tIndex < 0 || tIndex >= length)
{
continue;
}
double tValue = tOutput[tIndex];
@@ -388,18 +433,25 @@ public static class ValidationHelper
Func<TResult, double?> selector)
{
if (qSeries.Count != sSeries.Count)
{
throw new ArgumentException("Series must have the same count", nameof(sSeries));
}
double maxDiff = 0;
for (int i = 0; i < qSeries.Count; i++)
{
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue) continue;
if (!sValue.HasValue)
{
continue;
}
double diff = Math.Abs(qSeries[i].Value - sValue.Value);
if (diff > maxDiff)
{
maxDiff = diff;
}
}
return maxDiff;
@@ -415,20 +467,27 @@ public static class ValidationHelper
Func<TResult, double?> selector)
{
if (qSeries.Count != sSeries.Count)
{
throw new ArgumentException("Series must have the same count", nameof(sSeries));
}
double maxDiff = 0;
for (int i = 0; i < qSeries.Count; i++)
{
double? sValue = selector(sSeries[i]);
if (!sValue.HasValue || Math.Abs(sValue.Value) < double.Epsilon) continue;
if (!sValue.HasValue || Math.Abs(sValue.Value) < double.Epsilon)
{
continue;
}
double relDiff = Math.Abs((qSeries[i].Value - sValue.Value) / sValue.Value);
if (relDiff > maxDiff)
{
maxDiff = relDiff;
}
}
return maxDiff;
}
}
}