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Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code.

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This commit is contained in:
Miha Kralj
2026-02-20 18:44:56 -08:00
parent 3dd05f23e4
commit cbeefc9d64
283 changed files with 23963 additions and 3838 deletions
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lib/volatility/rvi/Rvi.Tests.cs
+2 -10
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@@ -530,18 +530,10 @@ public class RviTests
public void Batch_LargeDataset_NoStackOverflow()
{
const int dataLen = 10000;
double[] prices = new double[dataLen];
var bars = new GBM(seed: 42).Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double[] prices = bars.CloseValues.ToArray();
double[] output = new double[dataLen];
// Fill with realistic data
double price = 100.0;
var rng = new Random(42);
for (int i = 0; i < dataLen; i++)
{
price *= 1.0 + (rng.NextDouble() - 0.5) * 0.02;
prices[i] = price;
}
Rvi.Batch(prices, output, stdevLength: 10, rmaLength: 14);
// Verify all outputs are valid
lib/volatility/tr/Tr.Tests.cs
+4 -19
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@@ -453,27 +453,12 @@ public class TrTests
public void Batch_LargeDataset_NoStackOverflow()
{
const int dataLen = 10000;
double[] highs = new double[dataLen];
double[] lows = new double[dataLen];
double[] closes = new double[dataLen];
var bars = new GBM(seed: 42).Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double[] highs = bars.HighValues.ToArray();
double[] lows = bars.LowValues.ToArray();
double[] closes = bars.CloseValues.ToArray();
double[] output = new double[dataLen];
// Fill with realistic data
double price = 100.0;
var rng = new Random(42);
for (int i = 0; i < dataLen; i++)
{
double volatility = 0.02;
double high = price * (1 + rng.NextDouble() * volatility);
double low = price * (1 - rng.NextDouble() * volatility);
double close = low + rng.NextDouble() * (high - low);
highs[i] = high;
lows[i] = low;
closes[i] = close;
price = close;
}
Tr.Batch(highs, lows, closes, output);
// Verify all outputs are valid
lib/volatility/ui/Ui.Tests.cs
+2 -11
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@@ -487,19 +487,10 @@ public class UiTests
public void Batch_LargeDataset_NoStackOverflow()
{
const int dataLen = 10000;
double[] source = new double[dataLen];
var bars = new GBM(seed: 42).Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double[] source = bars.CloseValues.ToArray();
double[] output = new double[dataLen];
// Fill with realistic data
double price = 100.0;
var rng = new Random(42);
for (int i = 0; i < dataLen; i++)
{
double change = (rng.NextDouble() - 0.5) * 2; // -1% to +1%
price *= (1 + change / 100);
source[i] = price;
}
Ui.Batch(source, output, DefaultPeriod);
// Verify all outputs are valid
lib/volatility/vov/Vov.Tests.cs
+2 -11
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@@ -614,19 +614,10 @@ public class VovTests
public void Batch_LargeDataset_NoStackOverflow()
{
const int dataLen = 10000;
double[] source = new double[dataLen];
var bars = new GBM(seed: 42).Fetch(dataLen, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
double[] source = bars.CloseValues.ToArray();
double[] output = new double[dataLen];
// Fill with realistic data
double price = 100.0;
var rng = new Random(42);
for (int i = 0; i < dataLen; i++)
{
double change = (rng.NextDouble() - 0.5) * 2; // -1% to +1%
price *= (1 + change / 100);
source[i] = price;
}
Vov.Batch(source, output, DefaultVolatilityPeriod, DefaultVovPeriod);
// Verify all outputs are valid