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
+4 -4
View File
@@ -11,7 +11,7 @@ RSE computes a ratio of summed squared errors. The numerator is the residual sum
### Interpretation Guide
| RSE Value | R² Value | Interpretation |
|:----------|:---------|:---------------|
| :-------- | :------- | :------------- |
| **RSE = 0** | **R² = 1** | Perfect predictions |
| **RSE < 1** | **R² > 0** | Better than mean predictor |
| **RSE = 1** | **R² = 0** | Same as mean predictor |
@@ -42,7 +42,7 @@ $$R^2 = 1 - \text{RSE}$$
## Performance Profile
| Metric | Score | Notes |
|:-------|:------|:------|
| :----- | :---- | :---- |
| **Throughput** | ~40 ns/bar | Three running sums maintained |
| **Allocations** | 0 | Zero-allocation implementation |
| **Complexity** | O(1) | Constant time per update |
@@ -86,7 +86,7 @@ Rse.Batch(actualSpan, predictedSpan, outputSpan, 14);
## RSE vs R² Quick Reference
| Scenario | RSE | R² | Quality |
|:---------|:----|:---|:--------|
| :------- | :-- | :- | :------ |
| Perfect model | 0.00 | 1.00 | Excellent |
| Very good model | 0.05 | 0.95 | Very good |
| Good model | 0.20 | 0.80 | Good |
@@ -97,7 +97,7 @@ Rse.Batch(actualSpan, predictedSpan, outputSpan, 14);
## Comparison with RAE
| Property | RSE | RAE |
|:---------|:----|:----|
| :------- | :-- | :-- |
| **Error type** | Squared (L2) | Absolute (L1) |
| **Outlier sensitivity** | High | Low |
| **Related to** | R² | — |