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Add validation tests for various volume and momentum indicators

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- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator.
- Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior.
- Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match.
- Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes.
- Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume.
- Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
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Miha Kralj
2026-02-12 19:43:09 -08:00
parent 92709ef2ed
commit 951842acca
56 changed files with 12350 additions and 359 deletions
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docs/indicators.md
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@@ -116,9 +116,14 @@ Bounded indicators that oscillate around a centerline or between fixed extremes.
| [**PGO**](../lib/oscillators/pgo/Pgo.md) | Pretty Good Oscillator | ATR-normalized SMA displacement |
| [**SMI**](../lib/oscillators/smi/Smi.md) | Stochastic Momentum Index | Distance from range midpoint (K/D lines) |
| [**STOCH**](../lib/oscillators/stoch/Stoch.md) | Stochastic Oscillator | Close within N-period H/L range (%K/%D) |
| [**STOCHF**](../lib/oscillators/stochf/Stochf.md) | Stochastic Fast | Unsmoothed Stochastic (%K/%D, SMA smoothing only) |
| [**STOCHRSI**](../lib/oscillators/stochrsi/Stochrsi.md) | Stochastic RSI | Stochastic applied to RSI (%K/%D) |
| [**TRIX**](../lib/oscillators/trix/Trix.md) | Triple Exponential Average | ROC of triple-smoothed EMA |
| [**MACD**](../lib/momentum/macd/Macd.md) | MACD | EMA crossover system |
| [**RSI**](../lib/momentum/rsi/Rsi.md) | Relative Strength Index | Bounded 0-100 momentum |
| [**ULTOSC**](../lib/oscillators/ultosc/Ultosc.md) | Ultimate Oscillator | Multi-timeframe weighted |
| [**TTM_WAVE**](../lib/oscillators/ttm_wave/TtmWave.md) | TTM Wave | Fibonacci-period MACD composite (A/B/C waves) |
| [**WILLR**](../lib/oscillators/willr/Willr.md) | Williams %R | Inverse Stochastic (-100 to 0) |
### Dynamics