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tests and cleanup

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Miha Kralj
2024-10-11 18:02:09 -07:00
parent 839313c9f2
commit cc45cebeb4
96 changed files with 3640 additions and 327 deletions
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docs/indicators/indicators.md
+16 -16
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@@ -13,7 +13,7 @@
|OHLC4 - Average Price|`️.OHLC4`|CandlePart.OHLC4|AvgPrice||
|HLCC4 - Weighted Price|`️.HLCC4`||WclPrice||
|<br>||||
|**STATISTICS AND NUMERICAL ANALYSIS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|**STATISTICS, ERRORS AND NUMERICAL ANALYSIS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|BETA - Beta coefficient|||||
|CORR - Correlation Coefficient|||||
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
@@ -21,28 +21,28 @@
|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
|HUBER - Huber Loss|||||
|MAX - Maximum with exponential decay|`Max`||||
|MAE - Mean Absolute Error|||||
|MAPD - Mean Absolute Percentage Deviation|||||
|MAPE - Mean Absolute Percentage Error|||||
|MASE - Mean Absolute Scaled Error|||||
|MAE - Mean Absolute Error|`Mae`||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
|MAPE - Mean Absolute Percentage Error|`Mape`||||
|MASE - Mean Absolute Scaled Error|`Mase`||||
|MDA - Mean Directional Accuracy|||||
|ME - Mean Error|||||
|ME - Mean Error|`Me`||||
|MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`||||
|MODE - Most Frequent Value|`Mode`||||
|MPE - Pean Percentage Error|||||
|MSE - Mean Squared Error|||||
|MSLE - Mean Squared Logarithmic Error|||||
|MPE - Pean Percentage Error|`Mpe`||||
|MSE - Mean Squared Error|`Mse`||||
|MSLE - Mean Squared Logarithmic Error|`Msle`||||
|PERCENTILE - Rank Order|`Percentile`||||
|RSQUARED - Coefficient of Determination R-Squared|||||
|RAE - Relative Absolute Error|||||
|RMSE - Root Mean Squared Error|||||
|RSE - Relateive Squared Error|||||
|RMSLE - Root Mean Squared Logarithmic Error|||||
|RAE - Relative Absolute Error|`Rae`||||
|RMSE - Root Mean Squared Error|`Rmse`||||
|RSE - Relateive Squared Error|`Rse`||||
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
|SKEW - Skewness, asymmetry of distribution|`Skew`||||
|SLOPE - Rate of Change, Linear Regression|`Slope`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|||||
|STDDEV - Standard Deviation, Measure of Spread|||||
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
|THEIL - Theil's U Statistics|||||
|VARIANCE - Average of Squared Deviations|`Variance`||||
|ZSCORE - Standardized Score|`Zscore`||||
@@ -87,7 +87,7 @@
|TSF - Time Series Forecast|||`✔️`|`✔️`|
|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
|VORTEX - Vortex Indicator||`✔️`|||
|WMA - Weighted Moving Average|`Wma`|`✔️`|`✔️`|`✔️`|
|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
|<br>||||
|**VOLATILITY INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|