Refactor error handling and calculations in TheilU, Wmape, and TukeyBiweight classes; update buffer handling for consistency

- Updated buffer handling in TheilU and Wmape classes to ensure consistency after adding new values.
- Changed the resync interval constant in TukeyBiweight for better clarity.
- Refactored state structures to record structs in Gauss, Hann, Hp, Hpf, Kalman, Loess, Notch, and other filter classes for improved performance and readability.
- Enhanced numerical stability in Mama class calculations using Fused Multiply-Add (FMA) for precision.
- Added comprehensive tests for Atan2 validation to compare .NET's Math.Atan2 with PineScript's implementation, ensuring accuracy across various edge cases.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.
This commit is contained in:
Miha Kralj
2026-01-24 23:07:09 -08:00
parent 744d680435
commit 2836f253c4
53 changed files with 1102 additions and 492 deletions
@@ -106,12 +106,12 @@ public sealed class VwapsdValidationTests : IDisposable
streamingLower.Add(streamingVwapsd.Lower.Value);
}
// Span mode - using HLC3 for price
// Span mode - using bar.HLC3 for price to match streaming mode
double[] price = new double[bars.Count];
double[] volume = new double[bars.Count];
for (int i = 0; i < bars.Count; i++)
{
price[i] = (bars[i].High + bars[i].Low + bars[i].Close) / 3.0;
price[i] = bars[i].HLC3;
volume[i] = bars[i].Volume;
}