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Add R² and SMAPE error metrics with comprehensive tests and documentation
- 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.
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@@ -8,6 +8,10 @@
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<IsPackable>false</IsPackable>
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<IsTestProject>true</IsTestProject>
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<EnableDefaultCompileItems>false</EnableDefaultCompileItems>
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<!-- Coverage configuration for coverlet.msbuild -->
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<CollectCoverage>true</CollectCoverage>
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<CoverletOutputFormat>opencover</CoverletOutputFormat>
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<CoverletOutput>TestResults/coverage.opencover.xml</CoverletOutput>
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</PropertyGroup>
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<ItemGroup>
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@@ -17,6 +21,10 @@
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<ItemGroup>
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<PackageReference Include="coverlet.collector" Version="6.0.4" />
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<PackageReference Include="coverlet.msbuild" Version="6.0.2">
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<PrivateAssets>all</PrivateAssets>
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<IncludeAssets>runtime; build; native; contentfiles; analyzers</IncludeAssets>
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</PackageReference>
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<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0" />
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<PackageReference Include="xunit" Version="2.9.3" />
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<PackageReference Include="xunit.runner.visualstudio" Version="3.0.0">
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<Compile Include="IndicatorExtensions.cs" />
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</ItemGroup>
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</Project>
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</Project>
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