Refactor documentation for various filters and indicators to enhance clarity and consistency

- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features.
- Added a new Qodana configuration file for code analysis.
- Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.
This commit is contained in:
Miha Kralj
2025-12-31 23:39:47 -08:00
parent 11f4ec2497
commit d493bfd42f
175 changed files with 11977 additions and 897 deletions
+14 -14
View File
@@ -14,10 +14,10 @@ MdAPE first normalizes each error as a percentage of the actual value, then find
### Properties
- **Scale-independent**: Comparable across different data magnitudes
- **Outlier-robust**: Extreme errors don't skew results
- **Percentage-based**: Results are interpretable as "typical % error"
- **Non-negative**: MdAPE ≥ 0, with 0 indicating perfect prediction
* **Scale-independent**: Comparable across different data magnitudes
* **Outlier-robust**: Extreme errors don't skew results
* **Percentage-based**: Results are interpretable as "typical % error"
* **Non-negative**: MdAPE ≥ 0, with 0 indicating perfect prediction
## Mathematical Foundation
@@ -28,8 +28,8 @@ For each observation, calculate the percentage error:
$$e_i = \frac{|y_i - \hat{y}_i|}{|y_i|} \times 100$$
Where:
- $y_i$ = actual value
- $\hat{y}_i$ = predicted value
* $y_i$ = actual value
* $\hat{y}_i$ = predicted value
### 2. Median Calculation
@@ -116,14 +116,14 @@ Mdape.Batch(actualSpan, predictedSpan, outputSpan, period: 20);
## Edge Cases
- **Zero Actual Values**: Substitutes with small epsilon to avoid division by zero
- **NaN Handling**: Uses last valid value substitution
- **Single Input**: Not supported (requires two series)
- **Period = 1**: Returns current absolute percentage error
- **All Perfect**: Returns 0%
* **Zero Actual Values**: Substitutes with small epsilon to avoid division by zero
* **NaN Handling**: Uses last valid value substitution
* **Single Input**: Not supported (requires two series)
* **Period = 1**: Returns current absolute percentage error
* **All Perfect**: Returns 0%
## Related Indicators
- [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error (uses mean)
- [MdAE](../mdae/Mdae.md) - Median Absolute Error (non-percentage)
- [SMAPE](../smape/Smape.md) - Symmetric MAPE (different normalization)
* [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error (uses mean)
* [MdAE](../mdae/Mdae.md) - Median Absolute Error (non-percentage)
* [SMAPE](../smape/Smape.md) - Symmetric MAPE (different normalization)