Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation

- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source.
- Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios.
- Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup.
- Removed legacy SGMA implementation and tests to streamline the codebase.
- Updated project files to include new indicator and tests in the build process.
- Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
This commit is contained in:
Miha Kralj
2026-02-13 21:44:45 -08:00
parent 951842acca
commit dfeb23bf3d
81 changed files with 13629 additions and 2041 deletions
+6
View File
@@ -70,6 +70,8 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Bollinger Bands** | Bbands | ✔️ | ✔️ | ✔️ | ❔ |
| **Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
| **Camarilla Pivot Points** | Pivotcam | - | - | - | ❔ |
| **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | ✔️ | - | - |
| **Chande Kroll Stop** | [Ckstop](../lib/reversals/ckstop/Ckstop.md) | - | - | - | - |
| **Chaikin Money Flow** | Cmf | - | - | ✔️ | ❔ |
| **Chaikin Volatility** | [Cvi](../lib/volatility/cvi/Cvi.md) | - | ✔️ | - | ❔ |
| **Chande Forecast Oscillator** | [Cfo](../lib/oscillators/cfo/Cfo.md) | - | ✔️ | - | ❔ |
@@ -143,6 +145,7 @@ No external reference exists. Implementation verified through unit tests, edge c
| **Hull Moving Average** | [Hma](../lib/trends/hma/hma.md) | - | ✔️ | ✔️ | [⚠️](../lib/trends/hma/hma.md#external-library-discrepancies) |
| **Hurst Exponent** | Hurst | - | - | ✔️ | ❔ |
| **Ichimoku Cloud** | Ichimoku | - | - | ✔️ | ❔ |
| **Impulse (Elder)** | [Impulse](../lib/dynamics/impulse/Impulse.md) | - | - | - | - |
| **Inertia** | [Inertia](../lib/oscillators/inertia/Inertia.md) | - | - | - | ❔ |
| **Interquartile Range** | Iqr | - | - | - | - |
| **Intraday Intensity Index** | [Iii](../lib/volume/iii/Iii.md) | - | - | - | - |
@@ -310,6 +313,9 @@ No external reference exists. Implementation verified through unit tests, edge c
| :-------- | :-------- | :-----: | :----: | :---: | :-----: |
| **Autocorrelation Function** | [Acf](../lib/statistics/acf/Acf.md) | - | - | - | - |
| **Covariance** | [Covariance](../lib/statistics/covariance/Covariance.md) | - | - | - | - |
| **Entropy (Shannon)** | [Entropy](../lib/statistics/entropy/Entropy.md) | - | - | - | - |
| **Geometric Mean** | [Geomean](../lib/statistics/geomean/Geomean.md) | ✔️ | - | - | - |
| **Granger Causality** | [Granger](../lib/statistics/granger/Granger.md) | - | - | - | - |
| **Median (Statistical)** | [Median](../lib/statistics/median/Median.md) | ✔️ | - | - | - |
| **Skewness** | [Skew](../lib/statistics/skew/Skew.md) | ✔️ | - | - | - |
| **Standard Deviation** | [StdDev](../lib/statistics/stddev/StdDev.md) | ✔️ | ✔️ | ✔️ | ✔️ |