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Enhance documentation and validation for various indicators

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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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lib/trends/trima/Trima.Validation.Tests.cs
+4 -4
View File
@@ -49,7 +49,7 @@ public class TrimaValidationTests
var sResult = quotes2.GetSma(p2).ToList();
// Compare last 100 records
ValidationHelper.VerifyData(qResult, sResult, x => x.Sma);
ValidationHelper.VerifyData(qResult, sResult, x => x.Sma, tolerance: ValidationHelper.SkenderTolerance);
}
_output.WriteLine("TRIMA Batch(TSeries) validated successfully against Skender Composite SMA");
}
@@ -75,7 +75,7 @@ public class TrimaValidationTests
int lookback = TALib.Functions.TrimaLookback(period);
// Compare last 100 records
ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.OoplesTolerance);
ValidationHelper.VerifyData(qResult, output, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
}
_output.WriteLine("TRIMA Batch(TSeries) validated successfully against TA-Lib");
}
@@ -109,7 +109,7 @@ public class TrimaValidationTests
var tResult = outputs[0];
// Compare last 100 records
ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.OoplesTolerance);
ValidationHelper.VerifyData(qResult, tResult, lookback, tolerance: ValidationHelper.TulipTolerance);
}
_output.WriteLine("TRIMA Batch(TSeries) validated successfully against Tulip");
}
@@ -135,7 +135,7 @@ public class TrimaValidationTests
int lookback = TALib.Functions.TrimaLookback(period);
// Compare last 100 records
ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.OoplesTolerance);
ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback, tolerance: ValidationHelper.TalibTolerance);
}
_output.WriteLine("TRIMA Span validated successfully against TA-Lib");
}
lib/trends/trima/Trima.md
+16 -1
View File
@@ -32,9 +32,24 @@ $$ TRIMA = SMA(SMA(Price, P_1), P_2) $$
## Performance Profile
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 10 | High; O(1) calculation via cascaded SMAs. |
| **Allocations** | 0 | Zero-allocation in hot paths. |
| **Complexity** | O(1) | Constant time regardless of period. |
| **Accuracy** | 10 | Matches TA-Lib exactly. |
| **Timeliness** | 2 | Significant lag; double smoothing delays signals. |
| **Overshoot** | 0 | Never overshoots the input data range. |
| **Smoothness** | 9 | Very smooth; triangular weighting suppresses noise. |
## Validation
Validated against TA-Lib (`TA_TRIMA`) and Skender.Stock.Indicators.
| Library | Status | Notes |
| :--- | :--- | :--- |
| **TA-Lib** | ✅ | Matches `TA_TRIMA` exactly. |
| **Skender** | ✅ | Matches composite `SMA(SMA)` logic. |
| **Tulip** | ✅ | Matches `trima` exactly. |
| **Ooples** | N/A | Not implemented. |
### Common Pitfalls