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Add R² and SMAPE error metrics with comprehensive tests and documentation

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- Introduced R² (Coefficient of Determination) metric with detailed mathematical foundation, performance profile, and usage examples.
- Implemented SMAPE (Symmetric Mean Absolute Percentage Error) metric, addressing asymmetry in MAPE with symmetric error calculations.
- Added unit tests for SMAPE covering various scenarios including edge cases and input validation.
- Enhanced Dema class to correctly handle event publishing with isNew parameter.
- Updated Quantower test project to include coverage configuration for better test reporting.
This commit is contained in:
Miha Kralj
2025-12-29 20:58:21 -08:00
parent 4dbb093892
commit bf611d319f
50 changed files with 11327 additions and 21 deletions
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Directory.Build.props
+9
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@@ -56,6 +56,15 @@
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</PropertyGroup>
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<CoverletOutputFormat>opencover</CoverletOutputFormat>
<CoverletOutput>$(MSBuildProjectDirectory)/TestResults/</CoverletOutput>
<ExcludeByFile>**/*.Designer.cs,**/*.g.cs,**/*.g.i.cs</ExcludeByFile>
<Exclude>[xunit.*]*,[*.Tests]*</Exclude>
</PropertyGroup>
<ItemGroup>
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