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Enhance documentation and validation for various indicators

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Miha Kralj
2025-12-22 20:42:26 -08:00
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lib/trends/sma/Sma.md
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@@ -36,11 +36,24 @@ $$ SMA_t = \frac{1}{N} \sum_{i=0}^{N-1} P_{t-i} $$
## Performance Profile
The implementation is optimized for both streaming (latency) and batch (throughput) scenarios.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 10 | SIMD-optimized; processes millions of bars/sec. |
| **Allocations** | 0 | Zero-allocation in hot paths. |
| **Complexity** | O(1) | Constant time regardless of period $N$. |
| **Accuracy** | 10 | Exact arithmetic mean. |
| **Timeliness** | 3 | Significant lag ($\approx N/2$). |
| **Overshoot** | 0 | Never overshoots the input data range. |
| **Smoothness** | 5 | Smooth, but susceptible to "drop-off" jumps. |
## Validation
Validated against TA-Lib (`TA_SMA`) and Skender.Stock.Indicators.
| Library | Status | Notes |
| :--- | :--- | :--- |
| **TA-Lib** | ✅ | Matches `TA_SMA` exactly. |
| **Skender** | ✅ | Matches `GetSma` exactly. |
| **Tulip** | ✅ | Matches `sma` exactly. |
| **Ooples** | ✅ | Matches `CalculateSimpleMovingAverage`. |
### Common Pitfalls