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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
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@@ -96,10 +96,11 @@ public class VarianceTests
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int period = 10;
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int count = 1000;
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var data = new double[count];
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var random = new Random(123);
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var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
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for (int i = 0; i < count; i++)
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{
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data[i] = random.NextDouble() * 100;
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data[i] = gbm.Next().Close;
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}
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// Iterative
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