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https://github.com/mihakralj/QuanTAlib.git
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fixes
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+1
-1
@@ -81,7 +81,7 @@ public sealed class Mapd : AbstractBase
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[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
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private static double CalculatePercentageDeviation(double actual, double predicted)
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{
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return actual != 0 ? Math.Abs((actual - predicted) / actual) : 0;
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return actual >= double.Epsilon ? Math.Abs((actual - predicted) / actual) : 0;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
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+1
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@@ -81,7 +81,7 @@ public sealed class Mape : AbstractBase
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[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
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private static double CalculatePercentageError(double actual, double predicted)
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{
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return actual != 0 ? Math.Abs((actual - predicted) / actual) : 0;
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return actual >= double.Epsilon ? Math.Abs((actual - predicted) / actual) : 0;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
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+1
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@@ -120,7 +120,7 @@ public sealed class Mase : AbstractBase
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double sumAbsoluteError = CalculateSumAbsoluteError(actualValues, predictedValues);
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double naiveForecastError = CalculateNaiveForecastError(actualValues, naiveValues);
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return naiveForecastError != 0 ? (sumAbsoluteError / _actualBuffer.Count) / naiveForecastError : double.PositiveInfinity;
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return naiveForecastError >= double.Epsilon ? (sumAbsoluteError / _actualBuffer.Count) / naiveForecastError : double.PositiveInfinity;
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}
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/// <summary>
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+1
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@@ -82,7 +82,7 @@ public sealed class Mpe : AbstractBase
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[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
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private static double CalculatePercentageError(double actual, double predicted)
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{
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return actual != 0 ? (actual - predicted) / actual : 0;
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return actual >= double.Epsilon ? (actual - predicted) / actual : 0;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
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@@ -115,7 +115,7 @@ public sealed class Rsquared : AbstractBase
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sumSquaredTotal += squaredTotal;
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}
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rsquared = sumSquaredTotal != 0 ? 1 - (sumSquaredResidual / sumSquaredTotal) : 0;
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rsquared = sumSquaredTotal >= double.Epsilon ? 1 - (sumSquaredResidual / sumSquaredTotal) : 0;
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}
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IsHot = _index >= WarmupPeriod;
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