Enhance documentation and validation for various indicators

This commit is contained in:
Miha Kralj
2025-12-22 20:42:26 -08:00
parent 5bb8c122c0
commit 4efa0e773e
81 changed files with 4267 additions and 640 deletions
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@@ -38,9 +38,25 @@ $$ SuperTrend = \begin{cases} Lower_{final} & \text{if Bullish} \\ Upper_{final}
## Performance Profile
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 9 | High; O(1) calculation with minimal overhead. |
| **Allocations** | 0 | Zero-allocation in hot paths. |
| **Complexity** | O(1) | Constant time regardless of period. |
| **Accuracy** | 10 | Matches standard implementations exactly. |
| **Timeliness** | 5 | Lag depends on ATR period and multiplier. |
| **Overshoot** | 0 | Bands are constrained by price action. |
| **Smoothness** | 2 | Step-like behavior; not a smooth curve. |
## Validation
Validated against Skender.Stock.Indicators and Pandas-TA.
| Library | Status | Notes |
| :--- | :--- | :--- |
| **QuanTAlib** | ✅ | Validated. |
| **TA-Lib** | N/A | Not implemented. |
| **Skender** | ✅ | Matches `GetSuperTrend` exactly. |
| **Tulip** | N/A | Not implemented. |
| **Ooples** | ❌ | Diverges significantly due to initialization logic. |
### Common Pitfalls