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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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lib/QuanTAlib.Tests.csproj
+8
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@@ -9,10 +9,18 @@
<IsTestProject>true</IsTestProject>
<NoWarn>$(NoWarn);CS8892</NoWarn>
<EnableDefaultCompileItems>false</EnableDefaultCompileItems>
<!-- Coverage configuration for coverlet.msbuild -->
<CollectCoverage>true</CollectCoverage>
<CoverletOutputFormat>opencover</CoverletOutputFormat>
<CoverletOutput>TestResults/coverage.opencover.xml</CoverletOutput>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="coverlet.collector" Version="6.0.4" />
<PackageReference Include="coverlet.msbuild" Version="6.0.2">
<PrivateAssets>all</PrivateAssets>
<IncludeAssets>runtime; build; native; contentfiles; analyzers</IncludeAssets>
</PackageReference>
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="18.0.1" />
<PackageReference Include="OoplesFinance.StockIndicators" Version="1.1.1" />