feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation

feat(trends): implement IDisposable in Bessel and Conv classes to manage event subscriptions
fix(trends): add validation for period and parameters in Kama and MGDI calculations
fix(trends): clamp logarithmic calculations in JMA to avoid -Infinity
This commit is contained in:
Miha Kralj
2025-12-25 20:18:14 -08:00
parent df598c810d
commit ac8b2dbb3f
20 changed files with 281 additions and 187 deletions
+3 -2
View File
@@ -96,10 +96,11 @@ public class VarianceTests
int period = 10;
int count = 1000;
var data = new double[count];
var random = new Random(123);
var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
for (int i = 0; i < count; i++)
{
data[i] = random.NextDouble() * 100;
data[i] = gbm.Next().Close;
}
// Iterative