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test: setup common stability and robustness properties tracking

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Miha Kralj
2026-02-27 12:50:05 -08:00
parent 4ab3a7fb53
commit 769a923a24
287 changed files with 1314 additions and 867 deletions
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lib/statistics/correlation/Correlation.md
+4 -4
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@@ -3,9 +3,9 @@
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
| **Inputs** | Source (close) |
| **Inputs** | Two series (X, Y) |
| **Parameters** | `period` (default 20) |
| **Outputs** | Single series (Correlation) |
| **Outputs** | Single series (Pearson r) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period` bars |
@@ -15,7 +15,7 @@
- Parameterized by `period` (default 20).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
- Validated against TradingView reference behavior and mathematical invariants.
> "Correlation is not causation, but it sure is a hint. The market doesn't care why two instruments move together—only that they do, and whether that relationship will persist long enough for you to profit from it."
@@ -219,7 +219,7 @@ double[] pricesA = new double[1000];
double[] pricesB = new double[1000];
double[] output = new double[1000];
// ... populate inputs ...
Correlation.Calculate(pricesA.AsSpan(), pricesB.AsSpan(), output.AsSpan(), period: 20);
Correlation.Batch(pricesA.AsSpan(), pricesB.AsSpan(), output.AsSpan(), period: 20);
```
### Bar Correction Support