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

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- 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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lib/volatility/atr/Atr.md
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@@ -29,10 +29,6 @@ Standard range ($High - Low$) fails when markets gap.
ATR correctly identifies the volatility as 12, not 3.
### Zero-Allocation Design
Our implementation is strictly zero-allocation on the hot path. We use a single `Rma` instance to smooth the calculated TR values.
## Mathematical Foundation
### 1. True Range (TR)
@@ -72,7 +68,7 @@ ATR is computationally cheap but mathematically robust.
## Validation
We validate against **TA-Lib** and **Skender.Stock.Indicators**.
Validation is performed against **TA-Lib** and **Skender.Stock.Indicators**.
- **Accuracy**: Matches external libraries to 9 decimal places.
- **Edge Cases**: Correctly handles the first bar (where $C_{t-1}$ is undefined) by using $H-L$.