Commit Graph

106 Commits

Author SHA1 Message Date
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
---

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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
---

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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
---

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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.

---

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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