mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-18 02:28:05 +00:00
Add Standardize class for Z-Score normalization and update project files
- Implemented the Standardize class for calculating Z-Score normalization over a specified lookback period. - Updated NDepend badge SVG files to reflect new metrics. - Modified NDepend project files to reference the updated solution file name. - Removed outdated documentation files related to indicator proposals and channel documentation remediation. - Updated workspace configuration to point to the new solution file.
This commit is contained in:
Miha Kralj
@@ -1,90 +0,0 @@
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# [CODE: Full name of the indicator]
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> short witty quote or insight about the indicator
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One paragraph describing the indicator and its purpose to a trader.
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## API
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**Class**: `[ClassName]`
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| Parameter | Type | Default | Range | Description |
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| :--- | :--- | :--- | :--- | :--- |
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| `period` | `int` | `14` | `>0` | The window size for the calculation. |
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| `input` | `TValue` | — | `any` | Initial input source (optional). |
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**Properties**
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- `Value` (`double`): The current value of the indicator.
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- `IsHot` (`bool`): Returns `true` if valid data is available (warmup complete).
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**Methods**
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- `Calc(TValue input)`: Updates the indicator with a new data point and returns the result.
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## C# Example
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```csharp
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using QuanTAlib;
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// Initialize
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var indicator = new [ClassName](period: 14);
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// Update Loop
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foreach (var bar in quotes)
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{
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var result = indicator.Calc(bar.Close);
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// Use valid results
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if (indicator.IsHot)
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{
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Console.WriteLine($"{bar.Date}: {result.Value}");
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}
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}
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```
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## Historical Context
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2-3 paragraphs about the origin of the indicator, who created it, and any relevant historical context. This should include the motivation behind its creation and how it fits into the broader landscape of technical analysis.
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## Architecture & Physics
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High-level description of calculation steps - both standard/naive and the optimized version. Use Mermaid diagram describing calculation pipeline if indicator is complex.
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### Calculation Step 1..n
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Mathematical formulas in LaTeX format, followed by with explanations of what each variable represents and how it contributes to the final output.
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## Performance Profile
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Describe the computational complexity of the indicator, including any optimizations that have been made. Explain if original is O(n) and how it was optimized to O(1) or O(log n) if applicable.
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### Operation Count - Single value
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| Operation | Count | Cost (cycles) | Subtotal |
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| :--- | :---: | :---: | :---: |
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| SUB (Sum - oldest) | 1 | 1 | 1 |
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| ADD (Sum + newest) | 1 | 1 | 1 |
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| DIV (Sum / N) | 1 | 15 | 15 |
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| **Total** | **3** | — | **~17 cycles** |
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### Operation Count - Batch processing
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Explain if/why vectorization accelerates calculations.
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| Operation | Scalar Ops | SIMD Ops (AVX-512) | Acceleration |
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| :--- | :---: | :---: | :---: |
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| Initial N-sum | N | N/8 | 8× |
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| Running update (per bar) | 3 | ~1 | ~3× |
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## Validation
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What are validation sources - if any. If no external sources, describe how the indicator was validated.
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| Library | Status | Notes |
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| :--- | :--- | :--- |
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| **TA-Lib** | ✅ | Matches `TA_FUNC` |
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| **Skender** | ✅ | Matches `Indicator` |
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| **Pandas-TA**| ✅ | Matches `ta.func` |
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## Usage & Pitfalls
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* List of practical tips for using the indicator effectively, including common pitfalls to avoid.
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@@ -1,349 +0,0 @@
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# Channel Indicators Documentation Remediation Plan
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## Template Reference
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Template: [`.github/DOCS_TPL.md`](.github/DOCS_TPL.md)
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### Required Sections per DOCS_TPL.md
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1. **Title**: `# [CODE: Full name of the indicator]`
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2. **Quote**: `> short witty quote or insight about the indicator`
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3. **Description**: One paragraph describing the indicator and its purpose to a trader
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4. **Historical Context**: 2-3 paragraphs about origin, creator, relevant history
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5. **Architecture & Physics**: High-level calculation description with optional Mermaid diagram
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6. **Calculation Steps**: Mathematical formulas in LaTeX format with explanations
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7. **Performance Profile**:
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- Operation Count table (streaming): `Operation | Count | Cost (cycles) | Subtotal`
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- Operation Count table (batch): `Scalar Ops | SIMD Ops | Acceleration`
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8. **Validation**: Library comparison table with status and notes
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9. **Usage & Pitfalls**: List of practical tips
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10. **API**: Mermaid class diagram + parameter table + properties + methods
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11. **C# Example**: Standard boilerplate code example
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---
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## Gap Analysis Matrix
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| File | Title | Quote | Desc | History | Arch | Perf Tables | Validation | Pitfalls | API Mermaid | C# Example | Status |
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|------|:-----:|:-----:|:----:|:-------:|:----:|:-----------:|:----------:|:--------:|:-----------:|:----------:|:------:|
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| abber | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ COMPLIANT |
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| accbands | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ COMPLIANT |
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| apchannel | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ COMPLIANT |
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| apz | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ COMPLIANT |
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| atrbands | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ COMPLIANT |
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| bbands | ✅ | ❌ | ✅ | ❌ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| dchannel | ✅ | ❌ | ✅ | ✅ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| decaychannel | ✅ | ❌ | ✅ | ❌ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| fcb | ✅ | ❌ | ✅ | ❌ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| jbands | ✅ | ❌ | ✅ | ❌ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| kchannel | ✅ | ❌ | ✅ | ❌ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| maenv | ✅ | ❌ | ✅ | ❌ | ✅ | 🟡 | 🟡 | ❌ | ❌ | ✅ | 🔴 NEEDS WORK |
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| mmchannel | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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| pchannel | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ COMPLIANT |
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| regchannel | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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| sdchannel | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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| starchannel | ✅ | ❌ | ✅ | ❌ | ✅ | ✅ | ❌ | ✅ | ❌ | ❌ | 🔴 NEEDS WORK |
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| stbands | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ❌ | ✅ | 🟡 MINOR |
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| ubands | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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| uchannel | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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| vwapbands | ✅ | ❌ | ✅ | ❌ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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| vwapsd | ✅ | ❌ | ✅ | ❌ | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | 🟡 MINOR |
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**Legend:**
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- ✅ = Present and compliant
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- 🟡 = Partially present (not in template format)
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- ❌ = Missing
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- 🔴 = Needs significant work
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- 🟡 = Minor fixes needed
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---
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## Detailed Remediation Per File
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### 🔴 HIGH PRIORITY (Major Template Gaps)
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#### 1. bbands.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile exists but not in standard table format
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- Validation exists but in prose, not table format
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**Actions Required:**
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1. Add quote: `> "Two standard deviations contain 95% of price action—until they don't."`
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2. Add Historical Context: John Bollinger developed in early 1980s, registered trademark
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3. Reformat Performance Profile with Operation Count tables
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4. Add Usage & Pitfalls bullet list
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5. Add API Mermaid class diagram
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---
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#### 2. dchannel.md
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**Missing Sections:**
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- Quote after title
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile in prose, not table format
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- Validation in prose, not table format
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**Actions Required:**
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1. Add quote: `> "The Turtles made millions with a simple rule: buy the 20-day high, sell the 20-day low."`
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2. Reformat Performance Profile with Operation Count tables
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3. Reformat Validation as table
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4. Add Usage & Pitfalls section
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5. Add API Mermaid class diagram
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---
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#### 3. decaychannel.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile in prose, not table format
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- Validation in prose, not table format
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**Actions Required:**
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1. Add quote: `> "Support and resistance have half-lives—the question is when they decay into irrelevance."`
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2. Add Historical Context: QuanTAlib innovation combining Donchian with radioactive decay modeling
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3. Reformat Performance Profile with Operation Count tables
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4. Reformat Validation as table
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5. Add Usage & Pitfalls section
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6. Add API Mermaid class diagram
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---
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#### 4. fcb.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile in prose, not table format
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- Validation in prose, not table format
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**Actions Required:**
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1. Add quote: `> "Not all highs are created equal. Fractals filter the noise from the structure."`
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2. Add Historical Context: Bill Williams Chaos Theory, published in Trading Chaos
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3. Reformat Performance Profile with Operation Count tables
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4. Reformat Validation as table
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5. Add Usage & Pitfalls section
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6. Add API Mermaid class diagram
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---
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#### 5. jbands.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile in prose, not table format
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- Validation in prose, not table format
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**Actions Required:**
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1. Add quote: `> "Snap to extremes, decay to the mean—markets have plasticity."`
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2. Add Historical Context: Mark Jurik proprietary research, MESA Software
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3. Reformat Performance Profile with Operation Count tables
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4. Reformat Validation as table
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5. Add Usage & Pitfalls section
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6. Add API Mermaid class diagram
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---
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#### 6. kchannel.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile in prose, not table format
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- Validation in prose, not table format
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**Actions Required:**
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1. Add quote: `> "True Range reveals what close-to-close volatility hides—the overnight gaps."`
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2. Add Historical Context: Chester Keltner 1960, Linda Bradford Raschke modernized with ATR
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3. Reformat Performance Profile with Operation Count tables
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4. Reformat Validation as table
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5. Add Usage & Pitfalls section
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6. Add API Mermaid class diagram
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---
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#### 7. maenv.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section
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- Usage & Pitfalls section
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- API Mermaid class diagram
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**Current Issues:**
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- Performance Profile in prose, not table format
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- Validation in prose, not table format
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**Actions Required:**
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1. Add quote: `> "Fixed envelopes assume volatility is constant. Markets disagree."`
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2. Add Historical Context: One of the earliest technical analysis tools, predates computers
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3. Reformat Performance Profile with Operation Count tables
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4. Reformat Validation as table
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5. Add Usage & Pitfalls section
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6. Add API Mermaid class diagram
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---
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#### 8. starchannel.md
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**Missing Sections:**
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- Quote after title
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- Historical Context section (has Overview but not Historical Context format)
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- Validation table (only references but no actual validation)
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- API Mermaid class diagram
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- C# Example
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**Actions Required:**
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1. Add quote: `> "ATR knows how far price can travel—STARC channels show where."`
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2. Convert Overview and Purpose to single paragraph Description
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3. Add Historical Context: Manning Stoller development
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4. Add Validation table
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5. Add API Mermaid class diagram
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6. Add C# Example
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---
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### 🟡 MINOR PRIORITY (API/Example Gaps Only)
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These files are mostly compliant but missing the API Mermaid diagram and/or C# Example:
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#### 9. mmchannel.md
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- Add API Mermaid class diagram
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- Add C# Example section
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#### 10. regchannel.md
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- Add API Mermaid class diagram
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- Add C# Example section
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#### 11. sdchannel.md
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- Add API Mermaid class diagram
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- Add C# Example section
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#### 12. stbands.md
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- Add API Mermaid class diagram (has usage example but not in formal format)
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#### 13. ubands.md
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- Add API Mermaid class diagram
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- Add C# Example section (has API usage notes but not formal example)
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#### 14. uchannel.md
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- Add API Mermaid class diagram
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- Add C# Example section
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#### 15. vwapbands.md
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- Add Quote after title
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- Convert Overview and Purpose to single paragraph
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- Add Historical Context section
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- Add API Mermaid class diagram
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- Add C# Example section
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#### 16. vwapsd.md
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- Add Quote after title
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- Convert Overview and Purpose to single paragraph
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- Add Historical Context section
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- Add API Mermaid class diagram
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- Add C# Example section
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---
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## Summary Statistics
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| Category | Count | Files |
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|----------|:-----:|-------|
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| ✅ Fully Compliant | 6 | abber, accbands, apchannel, apz, atrbands, pchannel |
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| 🟡 Minor Gaps | 10 | mmchannel, regchannel, sdchannel, stbands, ubands, uchannel, vwapbands, vwapsd |
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| 🔴 Major Gaps | 8 | bbands, dchannel, decaychannel, fcb, jbands, kchannel, maenv, starchannel |
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**Total Files:** 22 (including _index.md)
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**Files Needing Updates:** 16
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---
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## Implementation Priority
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### Phase 1: High Priority (Most Visible Indicators)
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1. **bbands.md** - Bollinger Bands is extremely popular
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2. **kchannel.md** - Keltner Channels frequently used
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3. **dchannel.md** - Donchian Channels (Turtle Trading fame)
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### Phase 2: Medium Priority
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4. **decaychannel.md**
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5. **fcb.md**
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6. **jbands.md**
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7. **maenv.md**
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8. **starchannel.md**
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### Phase 3: Minor Updates
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9-16. Add API Mermaid diagrams and C# Examples to remaining files
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---
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## Mermaid Class Diagram Template
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Use this template for all API sections:
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```mermaid
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classDiagram
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class IndicatorName {
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+Name : string
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+WarmupPeriod : int
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+Upper : TValue
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+Lower : TValue
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+Last : TValue
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+IsHot : bool
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+Update[TBar bar] TValue
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+Update[TBarSeries source] TSeries
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+Prime[TBarSeries source] void
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}
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```
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---
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## C# Example Template
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```csharp
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using QuanTAlib;
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// Initialize
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var indicator = new IndicatorName(period: 20);
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// Update Loop
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foreach (var bar in bars)
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{
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var result = indicator.Update(bar);
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if (indicator.IsHot)
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{
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Console.WriteLine($"{bar.Time}: Mid={result.Value:F2} Upper={indicator.Upper.Value:F2} Lower={indicator.Lower.Value:F2}");
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}
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}
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```
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Reference in New Issue
Block a user