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https://github.com/mihakralj/QuanTAlib.git
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test: setup common stability and robustness properties tracking
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@@ -33,6 +33,9 @@ public sealed class Edcf : AbstractBase
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private State _s;
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private State _ps;
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/// <summary>
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/// Initializes an Ehlers Distance Coefficient Filter.
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/// </summary>
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/// <param name="length">Filter window length (≥ 2). Default: 15.</param>
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public Edcf(int length = 15)
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{
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@@ -51,6 +54,9 @@ public sealed class Edcf : AbstractBase
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Name = $"Edcf({_length})";
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}
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/// <summary>
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/// Initializes an EDCF indicator and subscribes it to a source publisher.
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/// </summary>
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/// <param name="source">Input data source for event-based chaining.</param>
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/// <param name="length">Filter window length (≥ 2). Default: 15.</param>
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public Edcf(ITValuePublisher source, int length = 15) : this(length)
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@@ -191,4 +191,4 @@ public class GaussValidationTests : IDisposable
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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@@ -154,4 +154,4 @@ public class HpfValidationTests : IDisposable
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int finiteCount = values.Count(v => double.IsFinite(v));
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Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
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}
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}
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}
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