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COVAR

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semver fix


VAR test fix


new: COVAR, ZSCORE, CORR, LINREG


versioning


refactoring
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Miha Kralj
2022-11-17 11:05:20 -08:00
parent fd2a686ba5
commit 73e3420379
59 changed files with 1225 additions and 1285 deletions
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docs/readme.md
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@@ -17,7 +17,6 @@ Quantitative TA Library (**QuanTAlib**) is an easy-to-use C# library for quantit
**QuanTAlib** is written with some specific design criteria in mind - some reasons why there is '_yet another C# TA library_':
- Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
- No usage of Decimal datatypes, LINQ, interface abstractions, or static classes with tons of methods (all for performance reasons)
- Supports both **historical data analysis** (working on bulk of historical arrays) and **real-time analysis** (adding one data item at the time without the need to re-calculate the whole history)
- Calculate early data right - no hiding of incomplete calculations with NaN values (unless explicitly requested with useNan: true), data is as valid as mathematically possible from the first value
- Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators)
@@ -56,9 +55,9 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⭐ BIAS - Bias | `BIAS_Series` ||| bias |
| ⭐ CORR - Pearson's Correlation Coefficient | `CORR_Series` | CORREL | GetCorrelation ||
| ⛔ COVAR - Covariance ||| GetCorrelation ||
| ⭐ ENTP - Entropy | `ENTP_Series` ||| entropy |
| ⭐ KURT - Kurtosis | `KURT_Series` ||| kurtosis |
| ⭐ COVAR - Covariance | `COVAR_Series` || GetCorrelation ||
| ⭐ ENTROPY - Entropy | `ENTROPY_Series` ||| entropy |
| ⭐ KURTOSIS - Kurtosis | `KURT_Series` ||| kurtosis |
| ⭐ LINREG - Linear Regression | `LINREG_Series` || GetSlope ||
| ⭐ MAD - Mean Absolute Deviation | `MAD_Series` || GetSma | mad |
| ⭐ MAPE - Mean Absolute Percent Error | `MAPE_Series` || GetSma ||
@@ -79,7 +78,7 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma | alma |
| ⛔ ARIMA - Autoregressive Integrated Moving Average |||||
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma | ema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` | EMA | GetEma | ema |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma ||
| ⛔ FRAMA - Fractal Adaptive Moving Average |||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average |||| fwma |