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
+16 -16
View File
@@ -14,12 +14,12 @@ ME preserves the sign of errors, allowing positive and negative errors to cancel
### Properties
- **Can be negative**: ME can be positive, negative, or zero
- **Positive ME**: Model under-predicts (actual > predicted on average)
- **Negative ME**: Model over-predicts (actual < predicted on average)
- **Zero ME**: No systematic bias (but not necessarily accurate)
- **Same units**: ME is in the same units as the original data
- **Cancellation**: Errors can cancel out, hiding large individual errors
* **Can be negative**: ME can be positive, negative, or zero
* **Positive ME**: Model under-predicts (actual > predicted on average)
* **Negative ME**: Model over-predicts (actual < predicted on average)
* **Zero ME**: No systematic bias (but not necessarily accurate)
* **Same units**: ME is in the same units as the original data
* **Cancellation**: Errors can cancel out, hiding large individual errors
## Mathematical Foundation
@@ -31,8 +31,8 @@ $$e_i = y_i - \hat{y}_i$$
Where:
- $y_i$ = actual value
- $\hat{y}_i$ = predicted value
* $y_i$ = actual value
* $\hat{y}_i$ = predicted value
### 2. Mean Calculation
@@ -131,14 +131,14 @@ Always use ME alongside MAE or MSE to get a complete picture.
## Edge Cases
- **Identical Values**: Returns 0 when actual equals predicted
- **NaN Handling**: Uses last valid value substitution
- **Single Input**: Not supported (requires two series)
- **Period = 1**: Returns current signed error
- **Balanced Errors**: Can return 0 even with large individual errors
* **Identical Values**: Returns 0 when actual equals predicted
* **NaN Handling**: Uses last valid value substitution
* **Single Input**: Not supported (requires two series)
* **Period = 1**: Returns current signed error
* **Balanced Errors**: Can return 0 even with large individual errors
## Related Indicators
- [MAE](../mae/Mae.md) - Mean Absolute Error (magnitude only)
- [MSE](../mse/Mse.md) - Mean Squared Error
- [MPE](../mpe/Mpe.md) - Mean Percentage Error (relative bias)
* [MAE](../mae/Mae.md) - Mean Absolute Error (magnitude only)
* [MSE](../mse/Mse.md) - Mean Squared Error
* [MPE](../mpe/Mpe.md) - Mean Percentage Error (relative bias)