docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
2026-08-24 13:38:05 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -122,103 +122,6 @@ FRAMA is not implemented in the common TA libraries used by QuanTAlib. Validatio
 | **Ooples** | N/A | Not implemented |
 | **PineScript** | ✅ | Matches `lib/trends_IIR/frama/frama.pine` |

-## C# Implementation Considerations
-
-### State Management
-
-FRAMA uses a compact State struct with dual RingBuffer tracking:
-
-```csharp
-[StructLayout(LayoutKind.Sequential)]
-private struct State
-{
-    public double Frama;
-    public double LastHigh;
-    public double LastLow;
-    public int Bars;
-    public bool HasValue;
-}
-```
-
-Bar correction requires coordinated rollback of state and both ring buffers:
-
-```csharp
-if (isNew) { _p_state = _state; _highs.Snapshot(); _lows.Snapshot(); }
-else { _state = _p_state; _highs.Restore(); _lows.Restore(); }
-```
-
-### Dual RingBuffer Architecture
-
-FRAMA maintains separate High and Low buffers for fractal dimension calculation:
-
-```csharp
-private readonly RingBuffer _highs;
-private readonly RingBuffer _lows;
-```
-
-The `GetMax` and `GetMin` helper methods scan these buffers for range calculations, supporting both recent-half and full-window lookups via `startOffset` parameter.
-
-### Precomputed Constants
-
-Constructor enforces even period and precalculates half-period:
-
-```csharp
-int pe = (period % 2 == 0) ? period : period + 1;
-_periodEven = pe;
-_half = pe / 2;
-```
-
-Alpha bounds are compile-time constants:
-
-```csharp
-private const double AlphaFloor = 0.01;
-private const double AlphaCeil = 1.0;
-private const double Log2 = 0.693147180559945309417232121458176568;
-```
-
-### FMA Usage
-
-The final EMA update uses FusedMultiplyAdd:
-
-```csharp
-double result = Math.FusedMultiplyAdd(prev, 1.0 - alpha, alpha * price);
-```
-
-### TBar Input Support
-
-FRAMA accepts TBar input for proper High/Low access, with TValue fallback:
-
-```csharp
-public TValue Update(TValue input, bool isNew = true)
-{
-    return Update(new TBar(input.Time, input.Value, input.Value, 
-                           input.Value, input.Value, 0), isNew);
-}
-```
-
-### Memory Layout
-
-| Field | Type | Size | Purpose |
-| :--- | :--- | :---: | :--- |
-| `_periodEven` | int | 4B | Even-adjusted period |
-| `_half` | int | 4B | Half period for ranges |
-| `_highs` | RingBuffer | ~8B+period×8B | High values buffer |
-| `_lows` | RingBuffer | ~8B+period×8B | Low values buffer |
-| `_state` | State | ~32B | Current calculation state |
-| `_p_state` | State | ~32B | Previous state for rollback |
-| **Total** | | **~88B + 2×period×8B** | Per indicator instance |
-
-### Range Scan Implementation
-
-The `GetMax`/`GetMin` methods perform O(N) linear scans with modular indexing:
-
-```csharp
-int idx = start + offset + i;
-if (idx >= capacity) idx -= capacity;
-```
-
-This approach is simple and cache-friendly for typical periods (10-50). Monotonic deque optimization would reduce to O(1) amortized but adds complexity.
-
 ## Common Pitfalls

 1. **Period parity**: The algorithm requires even `N`. Odd values are rounded up.