macos dev update

lib/averages/_list.md

@@ -0,0 +1,33 @@
+✔️ AFIRMA - Adaptive FIR Moving Average
+✔️ ALMA - Arnaud Legoux Moving Average
+✔️ DEMA - Double Exponential Moving Average
+✔️ DSMA - Dynamic Simple Moving Average
+✔️ DWMA - Dynamic Weighted Moving Average
+✔️ EMA - Exponential Moving Average
+✔️ EPMA - Endpoint Moving Average
+✔️ FRAMA - Fractal Adaptive Moving Average
+✔️ FWMA - Forward Weighted Moving Average
+✔️ GMA - Gaussian Moving Average
+✔️ HMA - Hull Moving Average
+✔️ HTIT - Hilbert Transform Instantaneous Trendline
+✔️ HWMA - Hann Weighted Moving Average
+✔️ JMA - Jurik Moving Average
+✔️ KAMA - Kaufman Adaptive Moving Average
+✔️ LTMA - Linear Time Moving Average
+✔️ MAAF - Moving Average Adaptive Filter
+✔️ MAMA - MESA Adaptive Moving Average
+✔️ MGDI - McGinley Dynamic Indicator
+✔️ MMA - Modified Moving Average
+✔️ PWMA - Parabolic Weighted Moving Average
+✔️ QEMA - Quick Exponential Moving Average
+✔️ REMA - Regularized Exponential Moving Average
+✔️ RMA - Running Moving Average
+✔️ SINEMA - Sine-weighted Moving Average
+✔️ SMA - Simple Moving Average
+✔️ SMMA - Smoothed Moving Average
+✔️ T3 - Triple Exponential Moving Average (T3)
+✔️ TEMA - Triple Exponential Moving Average
+✔️ TRIMA - Triangular Moving Average
+✔️ VIDYA - Variable Index Dynamic Average
+✔️ WMA - Weighted Moving Average
+✔️ ZLEMA - Zero-Lag Exponential Moving Average

lib/errors/Huber.cs

@@ -1,12 +1,12 @@
 namespace QuanTAlib;
 
-public class Huberloss : AbstractBase
+public class Huber : AbstractBase
 {
     private readonly CircularBuffer _actualBuffer;
     private readonly CircularBuffer _predictedBuffer;
     private readonly double _delta;
 
-    public Huberloss(int period, double delta = 1.0)
+    public Huber(int period, double delta = 1.0)
     {
         if (period < 1)
         {
@@ -24,7 +24,7 @@ public class Huberloss : AbstractBase
         Init();
     }
 
-    public Huberloss(object source, int period, double delta = 1.0) : this(period, delta)
+    public Huber(object source, int period, double delta = 1.0) : this(period, delta)
     {
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));

lib/errors/_list.md

@@ -0,0 +1,16 @@
+✔️ HUBER - Huber Loss
+✔️ MAE - Mean Absolute Error
+✔️ MAPD - Mean Absolute Percentage Deviation
+✔️ MAPE - Mean Absolute Percentage Error
+✔️ MASE - Mean Absolute Scaled Error
+✔️ MDA - Mean Directional Accuracy
+✔️ ME - Mean Error
+✔️ MPE - Mean Percentage Error
+✔️ MSE - Mean Squared Error
+✔️ MSLE - Mean Squared Logarithmic Error
+✔️ RAE - Relative Absolute Error
+✔️ RMSE - Root Mean Squared Error
+✔️ RMSLE - Root Mean Squared Logarithmic Error
+✔️ RSE - Relative Squared Error
+✔️ RSQUARED - R-Squared (Coefficient of Determination)
+✔️ SMAPE - Symmetric Mean Absolute Percentage Error

lib/momentum/_list.md

@@ -0,0 +1,16 @@
+ADX - Average Directional Movement Index
+ADXR - Average Directional Movement Index
+APO - Absolute Price Oscillator
+DMI - Directional Movement Index
+DMX - Jurik Directional Movement Index
+DPO - Detrended Price Oscillator
+MACD - Moving Average Convergence/Divergence
+MOM - Momentum
+PMO - Price Momentum Oscillator
+PO - Price Oscillator
+PPO - Percentage Price Oscillator
+PRS - Price Relative Strength
+ROC - Rate of Change
+TRIX - 1-day ROC of TEMA
+VEL - Jurik Signal Velocity
+VORTEX - Vortex Indicator

lib/oscillators/Cmo.cs

@@ -20,6 +20,17 @@ public class Cmo : AbstractBase
         Name = $"CMO({period})";
     }
 
+    /// <summary>
+    /// Initializes a new instance of the CMO class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The number of data points to consider.</param>
+    public Cmo(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -54,7 +65,6 @@ public class Cmo : AbstractBase
         {
             _sumH.Add(0, Input.IsNew);
             _sumL.Add(-diff, Input.IsNew);
-
         }
 
         // Calculate sums for the specified period only
@@ -67,4 +77,3 @@ public class Cmo : AbstractBase
             0.0;
     }
 }
-

lib/oscillators/Rsi.cs

@@ -22,6 +22,17 @@ public class Rsi : AbstractBase
         Name = $"RSI({period})";
     }
 
+    /// <summary>
+    /// Initializes a new instance of the RSI class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The number of data points to consider.</param>
+    public Rsi(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -53,10 +64,7 @@ public class Rsi : AbstractBase
         _avgLoss.Calc(loss, IsNew: Input.IsNew);
 
         double rsi = (_avgLoss.Value > 0) ? 100 - (100 / (1 + (_avgGain.Value / _avgLoss.Value))) : 100;
-        
 
         return rsi;
-
-
     }
 }

lib/oscillators/Rsx.cs

@@ -24,6 +24,19 @@ public class Rsx : AbstractBase
         Name = $"RSX({period})";
     }
 
+    /// <summary>
+    /// Initializes a new instance of the RSX class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The number of data points to consider.</param>
+    /// <param name="phase">The phase parameter.</param>
+    /// <param name="factor">The factor parameter.</param>
+    public Rsx(object source, int period, int phase = 0, double factor = 0.55) : this(period, phase, factor)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
     protected override void ManageState(bool isNew)
     {
         if (isNew)
@@ -58,7 +71,5 @@ public class Rsx : AbstractBase
         double rsx = _rsx.Calc(rsi, Input.IsNew);
 
         return rsx;
-
-
     }
 }

lib/oscillators/_list.md

@@ -0,0 +1,29 @@
+AC - Acceleration Oscillator
+AO - Awesome Oscillator
+AROON - Aroon oscillator
+BOP - Balance of Power
+CCI - Commodity Channel Index
+CFO - Chande Forcast Oscillator
+✔️ CMO - Chande Momentum Oscillator
+CHOP - Choppiness Index
+COG - Ehler's Center of Gravity
+COPPOCK - Coppock Curve
+CRSI - Connor RSI
+CTI - Ehler's Correlation Trend Indicator
+DOSC - Derivative Oscillator
+EFI - Elder Ray's Force Index
+FISHER - Fisher Transform
+FOSC - Forecast Oscillator
+GATOR - Williams Alliator Oscillator
+KDJ - KDJ Indicator (trend reversal)
+KRI - Kairi Relative Index
+✔️ RSI - Relative Strength Index
+✔️ RSX - Jurik Trend Strength Index
+RVGI - Relative Vigor Index
+SMI - Stochastic Momentum Index
+SRSI - Stochastic RSI
+STC - Schaff Trend Cycle
+STOCH - Stochastic Oscillator
+TSI - True Strength Index
+UO - Ultimate Oscillator
+WILLR - Larry Williams' %R

lib/statistics/_list.md

@@ -0,0 +1,20 @@
+BETA - Beta coefficient
+CORR - Correlation Coefficient
+✔️ CURVATURE - Rate of Change in Direction or Slope
+✔️ ENTROPY - Measure of Uncertainty or Disorder
+HUBER - Huber Loss
+HURST - Hurst Exponent
+✔️ KURTOSIS - Measure of Tails/Peakedness
+✔️ MAX - Maximum with exponential decay
+✔️ MEDIAN - Middle value
+✔️ MIN - Minimum with exponential decay
+✔️ MODE - Most Frequent Value
+✔️ PERCENTILE - Rank Order
+RSQUARED - Coefficient of Determination R-Squared
+✔️ SKEW - Skewness, asymmetry of distribution
+✔️ SLOPE - Rate of Change, Linear Regression
+✔️ STDDEV - Standard Deviation, Measure of Spread
+THEIL - Theil's U Statistics
+TSF - Time Series Forecast
+✔️ VARIANCE - Average of Squared Deviations
+✔️ ZSCORE - Standardized Score

lib/volatility/Hv.cs

@@ -9,7 +9,7 @@ namespace QuanTAlib;
 /// both annualized and non-annualized volatility measures. The calculation uses a sample
 /// standard deviation formula and assumes 252 trading days in a year for annualization.
 /// </remarks>
-public class Historical : AbstractBase
+public class Hv : AbstractBase
 {
     private readonly int Period;
     private readonly bool IsAnnualized;
@@ -25,7 +25,7 @@ public class Historical : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-    public Historical(int period, bool isAnnualized = true)
+    public Hv(int period, bool isAnnualized = true)
     {
         if (period < 2)
         {
@@ -46,7 +46,7 @@ public class Historical : AbstractBase
     /// <param name="source">The source object to subscribe to for value updates.</param>
     /// <param name="period">The period over which to calculate historical volatility.</param>
     /// <param name="isAnnualized">Whether to annualize the volatility (default is true).</param>
-    public Historical(object source, int period, bool isAnnualized = true) : this(period, isAnnualized)
+    public Hv(object source, int period, bool isAnnualized = true) : this(period, isAnnualized)
     {
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));

lib/volatility/Rv.cs

@@ -9,7 +9,7 @@ namespace QuanTAlib;
 /// both annualized and non-annualized volatility measures. The calculation uses a rolling
 /// sum of squared returns for efficiency and assumes 252 trading days in a year for annualization.
 /// </remarks>
-public class Realized : AbstractBase
+public class Rv : AbstractBase
 {
     private readonly int Period;
     private readonly bool IsAnnualized;
@@ -25,7 +25,7 @@ public class Realized : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-    public Realized(int period, bool isAnnualized = true)
+    public Rv(int period, bool isAnnualized = true)
     {
         if (period < 2)
         {
@@ -39,6 +39,18 @@ public class Realized : AbstractBase
         Init();
     }
 
+    /// <summary>
+    /// Initializes a new instance of the Realized class with a data source.
+    /// </summary>
+    /// <param name="source">The source object that publishes data.</param>
+    /// <param name="period">The period over which to calculate realized volatility.</param>
+    /// <param name="isAnnualized">Whether to annualize the volatility (default is true).</param>
+    public Rv(object source, int period, bool isAnnualized = true) : this(period, isAnnualized)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+    }
+
     /// <summary>
     /// Initializes the Realized instance by clearing buffers and resetting calculation variables.
     /// </summary>
@@ -113,4 +125,4 @@ public class Realized : AbstractBase
         IsHot = _index >= WarmupPeriod;
         return volatility;
     }
-}
+}

lib/volatility/_list.md

@@ -0,0 +1,34 @@
+ADR - Average Daily Range
+AP - Andrew's Pitchfork
+✔️ ATR - Average True Range
+ATRP - Average True Range Percent
+ATRS - ATR Trailing Stop
+BB - Bollinger Bands®
+CCV - Close-to-Close Volatility
+CE - Chandelier Exit
+CV - Conditional Volatility (ARCH/GARCH)
+CVI - Chaikin's Volatility
+DC - Donchian Channels
+FCB - Fractal Chaos Bands
+GKV - Garman-Klass Volatility
+HLV - High-Low Volatility
+✔️ HV - Historical Volatility
+ICH - Ichimoku Cloud
+✔️ JVOLTY - Jurik Volatility
+KC - Keltner Channels
+NATR - Normalized Average True Range
+PCH - Price Channel Indicator
+PSAR - Parabolic Stop and Reverse
+PV - Parkinson Volatility
+RSV - Rogers-Satchell Volatility
+✔️ RV - Realized Volatility
+RVI - Relative Volatility Index
+STARC - Starc Bands
+SV - Stochastic Volatility
+TR - True Range
+UI - Ulcer Index
+VC - Volatility Cone
+VOV - Volatility of Volatility
+VR - Volatility Ratio
+VS - Volatility Stop
+YZV - Yang-Zhang Volatility

lib/volume/_list.md

@@ -0,0 +1,18 @@
+ADL - Chaikin Accumulation Distribution Line
+ADOSC - Chaikin Accumulation Distribution Oscillator
+AOBV - Archer On-Balance Volume
+CMF - Chaikin Money Flow
+EOM - Ease of Movement
+KVO - Klinger Volume Oscillator
+MFI - Money Flow Index
+NVI - Negative Volume Index
+OBV - On-Balance Volume
+PVI - Positive Volume Index
+PVOL - Price-Volume
+PVO - Percentage Volume Oscillator
+PVR - Price Volume Rank
+PVT - Price Volume Trend
+TVI - Trade Volume Index
+VP - Volume Profile
+VWAP - Volume Weighted Average Price
+VWMA - Volume Weighted Moving Average