gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-18 02:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/filters/wavelet/Wavelet.md
+17
View File
@@ -1,5 +1,22 @@
# WAVELET: Denoising Wavelet Filter
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
| **Inputs** | Source (close) |
| **Parameters** | `levels` (default 4), `threshMult` (default 1.0) |
| **Outputs** | Single series (Wavelet) |
| **Output range** | Tracks input |
| **Warmup** | 1 bar |
### TL;DR
- The Wavelet Denoising Filter applies an *à trous* (with holes) Haar wavelet decomposition with soft thresholding to remove high-frequency noise fro...
- Parameterized by `levels` (default 4), `threshmult` (default 1.0).
- Output range: Tracks input.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The wavelet transform is to the Fourier transform what a microscope is to a telescope: same math, different scale."
## Introduction