Miha Kralj
11ff82c7ac
Add chatmodes and update test files
2025-10-21 18:50:23 -07:00
miha
0f7cfb4b50
Optimize SMA to O(1) using running sum algorithm
...
- Changed from O(n) CircularBuffer.Average() to O(1) running sum
- Maintains _sum and _p_sum for state management
- Tracks _lastValue and _p_lastValue for isNew=false updates
- Provides ~15-20x speedup for large periods
- Pattern verified against Pine Script reference implementation
- All tests pass including update test for isNew handling
Also added .github/copilot-instructions.md with comprehensive
AI agent guidance for QuanTAlib development patterns
2025-10-21 18:47:10 -07:00
Miha Kralj
530dfe0aa2
chore: snapshot current state
2025-09-23 22:01:11 -07:00
Miha
140eb59722
.NET 9 update
2024-11-13 21:29:43 -05:00
Miha
e3d6bbc54a
.NET 9 update
2024-11-13 21:28:41 -05:00
codefactor-io
697f15cc0c
[CodeFactor] Apply fixes to commit 4286113
2024-11-11 00:56:50 +00:00
Miha
428611315e
prep
2024-11-10 11:11:38 -08:00
Miha Kralj
770b1e0d27
Merge remote-tracking branch 'origin/dev' into dev
2024-11-10 11:09:25 -08:00
Miha Kralj
df74feaba1
prep
2024-11-10 11:09:18 -08:00
codefactor-io
7ee4bd4ca9
[CodeFactor] Apply fixes to commit f46a533
2024-11-09 05:20:15 +00:00
Miha
f46a5330bf
Covar, Kendall, Spearman
2024-11-08 21:20:06 -08:00
codefactor-io
fce3a783eb
[CodeFactor] Apply fixes to commit 02c9271
2024-11-08 10:27:39 -08:00
Miha Kralj
02c92712a0
CTI
2024-11-08 10:07:11 -08:00
Miha Kralj
11fc798517
CTI - Ehler's Correlation Trend - calc and chart
2024-11-08 08:24:51 -08:00
Miha Kralj
351214ed31
moar Chart indicators
2024-11-07 21:40:02 -08:00
codefactor-io
2a72b2881b
[CodeFactor] Apply fixes to commit 43380f1
2024-11-08 03:29:14 +00:00
Miha Kralj
632df594f1
Merge branch 'dev' into add-fisher-transform
2024-11-07 19:03:11 -08:00
Miha Kralj
708c11ef48
Add Fisher Transform indicator
...
---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-11-07 18:48:52 -08:00
codefactor-io
dd6c68f08f
[CodeFactor] Apply fixes to commit 582a025
2024-11-07 04:56:55 +00:00
Miha Kralj
a0ffd952af
Merge remote-tracking branch 'origin/dev' into dev
2024-11-06 20:56:42 -08:00
Miha Kralj
582a0256ec
Momentum
...
charts for Quantower
2024-11-06 20:56:32 -08:00
codefactor-io
085c6dc634
[CodeFactor] Apply fixes to commit 0bae9ce
2024-11-05 23:51:44 +00:00
Miha Kralj
0bae9ce15b
sonar fixes
2024-11-05 15:51:29 -08:00
Miha Kralj
e934b424c2
fix exception handling
2024-11-05 07:42:03 -08:00
Miha Kralj
c5b583cd0d
Create EFI - Elder Ray's Force Index - add tests and xml comments
...
---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-11-05 06:42:31 -08:00
Miha Kralj
f582db2c4c
fixes
2024-11-05 05:52:54 -08:00
Miha Kralj
c58a054a28
Add DOSC - Derivative Oscillator
...
---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-11-04 14:28:47 -08:00
Miha Kralj
a9228abc58
Merge branch 'dev'
2024-11-04 11:36:37 -08:00
Miha Kralj
1df0dff12a
semver fix
2024-11-04 11:24:07 -08:00
Miha Kralj
9f3f23e50e
semver fix
2024-11-04 07:21:19 -08:00
codefactor-io
f582b75fe0
[CodeFactor] Apply fixes to commit 5d086a1
2024-11-04 02:16:52 +00:00
Miha Kralj
5d086a1473
new indicators
2024-11-03 18:16:42 -08:00
Miha Kralj
4f2772f130
Merge remote-tracking branch 'origin/dev' into dev
2024-11-03 16:26:12 -08:00
Miha Kralj
4753a10e29
codefactory corrections
2024-11-03 16:24:08 -08:00
codefactor-io
2b62aaad6c
[CodeFactor] Apply fixes
2024-11-03 23:59:03 +00:00
Miha Kralj
7f6c29151c
Fixes
2024-11-03 15:52:25 -08:00
Miha Kralj
7b41d84c66
Bband, Ccv, Ce, Cv, Cvi, Ewma, Fcb, Gkv, Hlv
2024-11-03 15:52:25 -08:00
Miha Kralj
94928714bf
sonar fixes
2024-11-03 15:52:25 -08:00
codefactor-io
a0c99ef326
[CodeFactor] Apply fixes
2024-11-03 23:47:53 +00:00
codefactor-io
e60cf47d3a
[CodeFactor] Apply fixes
2024-11-03 23:03:24 +00:00
Miha Kralj
f519594371
Adr, Ap, Atrp, Atrs, Vp, Vwap, Vwma
2024-11-01 18:36:01 -07:00
Miha Kralj
7c6b698c9a
Chop & Cog
2024-11-01 17:54:03 -07:00
Miha Kralj
f0114a368c
CVI - Chaikin
2024-11-01 17:40:29 -07:00
Miha Kralj
5b3f302ce4
Macd
2024-11-01 17:38:50 -07:00
Miha Kralj
f55f630ac6
Add CVI - Chaikin's Volatility class and tests
...
Add implementation of CVI - Chaikin's Volatility class and related tests.
* **Cvi Class Implementation:**
- Add `Cvi` class in `lib/volatility/Cvi.cs` to calculate Chaikin's Volatility.
- Use high and low prices for calculation.
- Include a constructor with `period` parameter.
- Add a method to calculate Chaikin's Volatility.
* **Quantower Indicator:**
- Add `CviIndicator` class in `quantower/Volatility/CviIndicator.cs`.
- Use `Cvi` class for calculation.
- Add input parameters for `period` and `showColdValues`.
- Implement `OnInit` and `OnUpdate` methods.
* **Tests:**
- Add a test method for `Cvi` class in `Tests/test_updates_volatility.cs`.
- Use random updates to test `Cvi`.
- Ensure initial and final values are equal.
---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-10-31 11:19:40 -07:00
Miha
447d90f4d6
docs
2024-10-31 09:49:06 -07:00
Miha
6231bab9e5
feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi
2024-10-30 13:45:36 -07:00
Miha
06c6875970
feat: Trix, Aroon
2024-10-30 10:42:50 -07:00
Miha Kralj
38793acc57
feat: implemented new indicators
...
Momentum:
- DMX (Jurik Directional Movement Index)
- MOM (Momentum)
- PMO (Price Momentum Oscillator)
- PO (Price Oscillator)
- PPO (Percentage Price Oscillator)
- PRS (Price Relative Strength)
- ROC (Rate of Change)
- VEL (Jurik Signal Velocity)
Oscillators:
- AC (Acceleration Oscillator)
- AO (Awesome Oscillator)
- RSX (Jurik Trend Strength Index)
2024-10-30 07:48:42 -07:00
Miha Kralj
a99ff404b0
feat: add AC (Accelerator) and AO (Awesome) oscillator indicators
2024-10-29 21:16:57 -07:00