Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup

- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
This commit is contained in:
Miha Kralj
2025-12-21 14:37:44 -08:00
parent 54c309e5cf
commit a7b7207801
65 changed files with 1766 additions and 482 deletions
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@@ -16,14 +16,6 @@ The SSF is an Infinite Impulse Response (IIR) filter.
- **Butterworth Characteristic**: Maximally flat passband response, minimizing distortion of the trend.
- **Minimal Lag**: Despite its smoothing power, it reacts relatively quickly to significant price changes.
### Zero-Allocation Design
Our implementation is optimized for high-frequency trading.
- **State**: Tracks only the previous two SSF values (`SSF[1]`, `SSF[2]`).
- **O(1) Complexity**: Constant time update regardless of period.
- **No Buffers**: Uses a compact state struct, no heap allocations in the hot path.
## Mathematical Foundation
The filter coefficients are derived from the desired cutoff period: