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Add TRAMA implementation and comprehensive tests

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- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic.
- Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks.
- Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations).
- Enhanced documentation for TRAMA, including performance profiles and quality metrics.
- Updated workspace configuration by removing unnecessary folder references.
This commit is contained in:
Miha Kralj
2026-02-21 20:45:38 -08:00
parent 90d5638008
commit 7253f61299
199 changed files with 29577 additions and 234 deletions
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lib/_index.md
+23 -23
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@@ -4,10 +4,10 @@
| Category | Count | Description |
| :--- | :---: | :--- |
| [Trends (FIR)](trends_FIR/_index.md) | 29 | Finite Impulse Response moving averages |
| [Trends (IIR)](trends_IIR/_index.md) | 42 | Infinite Impulse Response moving averages |
| [Filters](filters/_index.md) | 39 | Signal processing filters |
| [Oscillators](oscillators/_index.md) | 37 | Indicators that fluctuate around a center line |
| [Trends (FIR)](trends_FIR/_index.md) | 32 | Finite Impulse Response moving averages |
| [Trends (IIR)](trends_IIR/_index.md) | 37 | Infinite Impulse Response moving averages |
| [Filters](filters/_index.md) | 37 | Signal processing filters |
| [Oscillators](oscillators/_index.md) | 40 | Indicators that fluctuate around a center line |
| [Dynamics](dynamics/_index.md) | 18 | Trend strength and direction indicators |
| [Momentum](momentum/_index.md) | 17 | Momentum-based indicators |
| [Volatility](volatility/_index.md) | 26 | Volatility estimators and indicators |
@@ -16,10 +16,10 @@
| [Channels](channels/_index.md) | 23 | Price channels and bands |
| [Cycles](cycles/_index.md) | 16 | Cycle analysis and signal processing |
| [Reversals](reversals/_index.md) | 12 | Pattern recognition and reversal detection |
| [Forecasts](forecasts/_index.md) | 2 | Predictive indicators |
| [Forecasts](forecasts/_index.md) | 1 | Predictive indicators |
| [Errors](errors/_index.md) | 26 | Error metrics and loss functions |
| [Numerics](numerics/_index.md) | 29 | Mathematical transformations |
| **Total** | **377** | |
| [Numerics](numerics/_index.md) | 30 | Mathematical transformations |
| **Total** | **376** | |
## All Indicators
@@ -37,7 +37,7 @@
| ADXVMA | ADX Variable MA | Trends (IIR) |
| [ADXR](dynamics/adxr/Adxr.md) | Average Directional Movement Rating | Dynamics |
| [AFIRMA](forecasts/afirma/Afirma.md) | Adaptive FIR Moving Average | Forecasts |
| [AGC](filters/agc/Agc.md) | Ehlers Automatic Gain Control | Filters |
| [AGC](numerics/agc/Agc.md) | Ehlers Automatic Gain Control | Numerics |
| AHRENS | Ahrens MA | Trends (IIR) |
| [ALAGUERRE](filters/alaguerre/ALaguerre.md) | Ehlers Adaptive Laguerre Filter | Filters |
| [ALLIGATOR](dynamics/alligator/Alligator.md) | Williams Alligator | Dynamics |
@@ -57,7 +57,7 @@
| [BBANDS](channels/bbands/Bbands.md) | Bollinger Bands | Channels |
| [ATRN](volatility/atrn/Atrn.md) | ATR Normalized | Volatility |
| [ATRP](volatility/atrp/Atrp.md) | ATR Percent | Volatility |
| BBI | Bulls Bears Index | Oscillators |
| [BBI](oscillators/bbi/Bbi.md) | Bulls Bears Index | Oscillators |
| [BBB](oscillators/bbb/Bbb.md) | Bollinger %B | Oscillators |
| [BBS](oscillators/bbs/Bbs.md) | Bollinger Band Squeeze | Oscillators |
| [BBW](volatility/bbw/Bbw.md) | Bollinger Band Width | Volatility |
@@ -76,12 +76,13 @@
| [BUTTER2](filters/butter2/Butter2.md) | Ehlers 2-Pole Butterworth Filter | Filters |
| [BUTTER3](filters/butter3/Butter3.md) | Ehlers 3-Pole Butterworth Filter | Filters |
| [BWMA](trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Trends (FIR) |
| CCOR | Ehlers Correlation Cycle | Cycles |
| [CCOR](cycles/ccor/Ccor.md) | Ehlers Correlation Cycle | Cycles |
| [CCI](momentum/cci/Cci.md) | Commodity Channel Index | Momentum |
| [CCV](volatility/ccv/Ccv.md) | Close-to-Close Volatility | Volatility |
| CCYC | Ehlers Cyber Cycle | Cycles |
| [CFB](momentum/cfb/Cfb.md) | Composite Fractal Behavior | Momentum |
| [CFO](oscillators/cfo/Cfo.md) | Chande Forecast Oscillator | Oscillators |
| [CCYC](cycles/ccyc/Ccyc.md) | Ehlers Cyber Cycle | Cycles |
| [CG](cycles/cg/Cg.md) | Ehlers Center of Gravity | Cycles |
| [CHANDELIER](reversals/chandelier/Chandelier.md) | Chandelier Exit | Reversals |
| [CHANGE](numerics/change/Change.md) | Percentage Change | Numerics |
@@ -154,7 +155,6 @@
| [HIGHEST](numerics/highest/Highest.md) | Rolling Maximum | Numerics |
| [HLV](volatility/hlv/Hlv.md) | High-Low Volatility | Volatility |
| [HOLT](trends_IIR/holt/Holt.md) | Holt Exponential Smoothing | Trends (IIR) |
| HW | Holt-Winters Triple Smoothing | Trends (IIR) |
| [HMA](trends_FIR/hma/Hma.md) | Hull MA | Trends (FIR) |
| [HOMOD](cycles/homod/Homod.md) | Ehlers Homodyne Discriminator | Cycles |
| [HP](filters/hp/Hp.md) | Hodrick-Prescott | Filters |
@@ -168,7 +168,7 @@
| [HUBER](errors/huber/Huber.md) | Huber Loss | Errors |
| [HURST](statistics/hurst/Hurst.md) | Hurst Exponent | Statistics |
| [HV](volatility/hv/Hv.md) | Historical Volatility | Volatility |
| [HWMA](trends_FIR/hwma/Hwma.md) | Holt-Winters MA | Trends (FIR) |
| [HWMA](trends_IIR/hwma/Hwma.md) | Holt-Winters MA | Trends (IIR) |
| [ICHIMOKU](dynamics/ichimoku/Ichimoku.md) | Ichimoku Cloud | Dynamics |
| IFFT | Inverse Fast Fourier Transform | Numerics |
| ILRS | Integral of LinReg Slope | Trends (FIR) |
@@ -197,7 +197,7 @@
| KST | KST Oscillator | Oscillators |
| [KURTOSIS](statistics/kurtosis/Kurtosis.md) | Kurtosis | Statistics |
| [KVO](volume/kvo/Kvo.md) | Klinger Volume Oscillator | Volume |
| LEMA | Leader EMA | Trends (IIR) |
| [LEMA](trends_IIR/lema/Lema.md) | Leader EMA | Trends (IIR) |
| [LINEARTRANS](numerics/lineartrans/Lineartrans.md) | Linear Transform | Numerics |
| [LINREG](statistics/linreg/LinReg.md) | Linear Regression | Statistics |
| [LOESS](filters/loess/Loess.md) | LOESS Smoothing | Filters |
@@ -211,7 +211,7 @@
| [MAAPE](errors/maape/Maape.md) | Mean Arctangent APE | Errors |
| [MACD](momentum/macd/Macd.md) | Moving Average Convergence Divergence | Momentum |
| [MAE](errors/mae/Mae.md) | Mean Absolute Error | Errors |
| MCNMA | McNicholl EMA | Trends (IIR) |
| [MCNMA](trends_IIR/mcnma/Mcnma.md) | McNicholl EMA | Trends (IIR) |
| [MAENV](channels/maenv/maenv.md) | Moving Average Envelope | Channels |
| [MAMA](trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Trends (IIR) |
| [MAVP](trends_IIR/mavp/Mavp.md) | Moving Average Variable Period | Trends (IIR) |
@@ -227,7 +227,6 @@
| [MFI](volume/mfi/Mfi.md) | Money Flow Index | Volume |
| [MGDI](trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic Indicator | Trends (IIR) |
| [MIDPOINT](numerics/midpoint/Midpoint.md) | Midrange | Numerics |
| MLP | Multilayer Perceptron | Forecasts |
| [MMA](trends_IIR/mma/Mma.md) | Modified MA | Trends (IIR) |
| MODF | Modular Filter | Filters |
| [MMCHANNEL](channels/mmchannel/Mmchannel.md) | Min-Max Channel | Channels |
@@ -241,13 +240,13 @@
| [NATR](volatility/natr/Natr.md) | Normalized ATR | Volatility |
| NORMDIST | Normal Distribution | Numerics |
| [NORMALIZE](numerics/normalize/Normalize.md) | Min-Max Normalization | Numerics |
| NLMA | Non-Lag Moving Average | Trends (IIR) |
| NMA | Natural Moving Average | Trends (IIR) |
| NLMA | Non-Lag Moving Average | Trends (FIR) |
| [NMA](trends_IIR/nma/Nma.md) | Natural Moving Average | Trends (IIR) |
| [NOTCH](filters/notch/Notch.md) | Notch Filter | Filters |
| NW | Nadaraya-Watson Kernel Regression | Filters |
| [ONEEURO](filters/oneeuro/OneEuro.md) | One Euro Filter | Filters |
| [NVI](volume/nvi/Nvi.md) | Negative Volume Index | Volume |
| NYQMA | Nyquist MA | Trends (IIR) |
| NYQMA | Nyquist MA | Trends (FIR) |
| [OBV](volume/obv/Obv.md) | On Balance Volume | Volume |
| [PACF](statistics/pacf/Pacf.md) | Partial Autocorrelation Function | Statistics |
| PARZEN | Parzen Window MA | Trends (FIR) |
@@ -260,7 +259,7 @@
| [PIVOTEXT](reversals/pivotext/Pivotext.md) | Extended Traditional Pivots | Reversals |
| [PIVOTFIB](reversals/pivotfib/Pivotfib.md) | Fibonacci Pivot Points | Reversals |
| [PIVOTWOOD](reversals/pivotwood/Pivotwood.md) | Woodie's Pivot Points | Reversals |
| [PMA](trends_IIR/pma/Pma.md) | Predictive Moving Average | Trends (IIR) |
| [PMA](trends_FIR/pma/Pma.md) | Predictive Moving Average | Trends (FIR) |
| [PMO](momentum/pmo/Pmo.md) | Price Momentum Oscillator | Momentum |
| POISSONDIST | Poisson Distribution | Numerics |
| POLYFIT | Polynomial Fitting | Statistics |
@@ -282,9 +281,9 @@
| [QUANTILE](statistics/quantile/Quantile.md) | Quantile | Statistics |
| [QUANTILELOSS](errors/quantileloss/QuantileLoss.md) | Quantile Loss | Errors |
| [RAE](errors/rae/Rae.md) | Relative Absolute Error | Errors |
| RAIN | Rainbow MA | Trends (IIR) |
| RAIN | Rainbow MA | Trends (FIR) |
| [REGCHANNEL](channels/regchannel/Regchannel.md) | Regression Channels | Channels |
| REFLEX | Ehlers Reflex Indicator | Filters |
| REFLEX | Ehlers Reflex Indicator | Oscillators |
| [RELU](numerics/relu/Relu.md) | Rectified Linear Unit | Numerics |
| [REMA](trends_IIR/rema/Rema.md) | Regularized Exponential MA | Trends (IIR) |
| [REVERSEEMA](trends_IIR/reverseema/ReverseEma.md) | Reverse EMA | Trends (IIR) |
@@ -308,6 +307,7 @@
| RWMA | Range Weighted MA | Trends (FIR) |
| [SDCHANNEL](channels/sdchannel/Sdchannel.md) | Standard Deviation Channel | Channels |
| SAK | Ehlers Swiss Army Knife | Filters |
| [SAM](momentum/sam/Sam.md) | Smoothed Adaptive Momentum | Momentum |
| SAM | Smoothed Adaptive Momentum | Momentum |
| [SGF](filters/sgf/Sgf.md) | Savitzky-Golay Filter | Filters |
| [SGMA](trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Trends (FIR) |
@@ -347,8 +347,8 @@
| [THEIL](statistics/theil/Theil.md) | Theil Index | Statistics |
| [THEILU](errors/theilu/Theilu.md) | Theil's U Statistic | Errors |
| [TR](volatility/tr/Tr.md) | True Range | Volatility |
| TRAMA | Trend Regularity Adaptive MA | Trends (IIR) |
| [TRENDFLEX](trends_IIR/trendflex/Trendflex.md) | Ehlers Trendflex | Trends (IIR) |
| [TRAMA](trends_IIR/trama/Trama.md) | Trend Regularity Adaptive MA | Trends (IIR) |
| [TRENDFLEX](oscillators/trendflex/Trendflex.md) | Ehlers Trendflex | Oscillators |
| TRIM | Trimmed Mean MA | Statistics |
| [TRIMA](trends_FIR/trima/Trima.md) | Triangular MA | Trends (FIR) |
| [TSF](trends_FIR/tsf/Tsf.md) | Time Series Forecast | Trends (FIR) |