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Add Kahan-Babuška Summation Algorithm and Enhance Variance Indicator Tests

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- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation.
- Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases.
- Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties.
- Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes.
- Updated `UsfIndicator` implementation to simplify source handling and improve short name generation.
- Modified Qodana configuration to exclude unused auto property accessor warnings.
This commit is contained in:
Miha Kralj
2025-12-29 18:56:10 -08:00
parent bfa92e554b
commit 4dbb093892
28 changed files with 4125 additions and 241 deletions
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lib/statistics/_index.md
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@@ -27,7 +27,8 @@ Statistical analysis tools applied to price/returns.
| [SKEW](skew/Skew.md) | Skewness | |
| SPEARMAN | Spearman Rank Correlation | |
| [STDDEV](stddev/StdDev.md) | Standard Deviation | |
| [SUM](sum/Sum.md) | Rolling Sum | Kahan-Babuška summation for numerical stability. |
| THEIL | Theil Index | |
| [VARIANCE](variance/Variance.md) | Variance | |
| ZSCORE | Z-score standardization | |
| ZTEST | Z-Test | |
| ZTEST | Z-Test | |