Commit Graph

599 Commits

Author SHA1 Message Date
Miha Kralj 0d85d820cd suppress S1192 in Directory.Build.props NoWarn for build-time silence 2026-03-04 10:31:31 -08:00
Miha Kralj 37eea8761b suppress S1192: guard clause exception messages are inline by convention 2026-03-04 10:29:51 -08:00
Miha Kralj ef330e527c fix: target quantalib.csproj instead of .slnx for inspectcode
Analysis of full .slnx (800+ files across 5 projects) still times out
even with --no-build. Target lib/quantalib.csproj directly to scope
analysis to the main library (~400 files). Consistent with proven
local inspectcode approach.
2026-03-04 10:03:50 -08:00
Miha Kralj 0868f20820 refactor: use --include=**.cs instead of --exclude for inspectcode
Per JetBrains docs, --exclude only filters report output, not scanning.
Switch to --include="**/*.cs" for cleaner SARIF with only C# results.
2026-03-04 10:01:37 -08:00
Miha Kralj 92ccb7e53a fix: resolve ReSharper InspectCode CI timeout
- Pre-build solution before inspectcode to avoid redundant 4-min internal build
- Add --no-build flag to jb inspectcode
- Add --exclude patterns for bin/obj/TestResults and binary artifacts
- Bump timeout-minutes from 15 to 20 as safety margin
2026-03-04 09:52:09 -08:00
Miha Kralj 4f22062f78 chore: bump version to 0.8.4 2026-03-04 08:50:29 -08:00
Miha Kralj 0d94b4df52 refactor: move sonar-suppressions.json to .github/ directory
Keeps CI config files consolidated under .github/.
Updated Publish.yml references accordingly.
2026-03-04 08:49:10 -08:00
Miha Kralj 7e72b0760e fix: restore sonar-suppressions.json for CI pipeline
File was accidentally deleted in repo cleanup (1910fdca).
Required by Codacy_Rule_Sync and Sonar_Analysis jobs.
2026-03-04 08:40:07 -08:00
Miha Kralj 56602c725d docs: fix README formatting 2026-03-03 22:12:23 -08:00
Miha Kralj f10baa6dfb docs: add license rationale, Python/PineScript guides, API updates
- Add docs/license.md with Apache 2.0 rationale and patent protection analysis
- Add docs/python.md and docs/pinescript.md platform guides
- Expand README license section with disclosure and link to rationale
- Update docs/api.md and docs/architecture.md
- Update Python bindings: helpers, all indicator modules, pyproject.toml
- Add Python tests for Arrow and Polars integration
- Update TValue core type and documentation
- Add fix_length_to_period tooling script
2026-03-03 22:11:35 -08:00
Miha Kralj 6f4e083811 fix: add environment 'pypi' to Publish_Package job for trusted publishing
PyPI trusted publisher OIDC token exchange failed because the workflow
job did not declare a GitHub environment. PyPI's trusted publisher config
requires environment claim to match. Added environment: pypi to the
Publish_Package job in Release.yml.
2026-03-03 13:15:17 -08:00
Miha Kralj 7737098a54 fix: suppress MA0077 on ref struct types and fix variable shadowing
ref struct types (BatchOutputs, BatchInputs, ScalarState, WorkBuffers)
cannot implement IEquatable<T> — C# prohibits interface implementation
on ref structs. Added #pragma warning disable/restore MA0077 at type
declaration level in AccBands.cs, Aberr.cs, Apz.cs (9 ref structs).

Renamed local 'output' to 'result' in Wma.Coverage.Tests.cs to avoid
shadowing the primary constructor ITestOutputHelper parameter (S1117/MA0084).
2026-03-03 12:42:42 -08:00
Miha Kralj 3e858ca39e chore: bump version to 0.8.2 2026-03-03 10:37:45 -08:00
Miha Kralj 50711933e1 chore: remove gitignored files from tracking, update channels
- Remove .vscode/, __pycache__/, publish binaries, and .dll/.pdb files from git tracking (now covered by .gitignore)
2026-03-03 10:33:23 -08:00
Miha Kralj 1910fdca93 chore: repo cleanup and code quality improvements
- Remove global.json (SDK pinning unnecessary)

- Remove nuget.config, move MyGet source to .csproj RestoreAdditionalProjectSources

- Gitignore ndepend/ entirely, move badges to docs/img/

- Update README.md and docs/ndepend.md badge paths

- Add NDepend project property to QuanTAlib.slnx

- Expand .editorconfig ReSharper/diagnostic suppressions

- Use ArgumentOutOfRangeException instead of ArgumentException

- Use discard _ for unused event sender parameters

- Remove quantalib.code-workspace and sonar-suppressions.json

- Add filter signature SVGs
2026-03-03 09:22:55 -08:00
Miha Kralj e1a6743bda fix: add .md extension to signature links in indicator docs 2026-03-03 08:45:25 -08:00
Miha Kralj d6c8dea98b docs: audit and fix all category _index.md files 2026-03-03 08:33:20 -08:00
Miha Kralj 751d9ff041 fix: Aberr tests expect ArgumentOutOfRangeException to match actual throws 2026-03-02 18:07:09 -08:00
Miha Kralj c23fbbd99f fix(frama): rewire Python export to use H/L arrays instead of single source 2026-03-02 15:56:12 -08:00
Miha Kralj fbdc9172cc fix(nlma): restore original Igorad cycle zone numerator (i-phase+1)
The cycle zone t parameter must use (i-phase+1) per original MQL4 NonLagMA v7.1.

Using (i-phase) eliminated the intentional discontinuity at the phase/cycle boundary, producing incorrect kernel weights visible in the signature SVG.
2026-03-02 15:03:38 -08:00
Miha Kralj f0f9382817 docs: add SVG signature wrapper .md pages, fix docsify links, minimize content margins 2026-03-02 14:55:34 -08:00
Miha Kralj 18694e337e feat: add length->period kwargs alias across all 168 indicator functions for pandas-ta compat 2026-03-02 10:00:29 -08:00
Miha Kralj ae7207c3d8 test: add Jma_Period_AffectsResult verifying period changes output across all modes 2026-03-02 09:11:48 -08:00
Miha Kralj 439b818201 fix: rebuild NativeAOT DLL after JMA power removal + add length kwargs alias 2026-03-01 22:37:56 -08:00
Miha Kralj fa77882be7 refactor: remove unused JMA power parameter from entire stack 2026-03-01 22:14:30 -08:00
Miha Kralj ce04e2792b fix: sync 28+ Python default params with C# constructors 2026-03-01 22:04:30 -08:00
Miha Kralj ce4416d388 fix(python): critical bug fixes across Python wrapper 2026-03-01 21:35:19 -08:00
Miha Kralj 9c03a5bbbe fix: stabilize platform wheel retagging and manylinux uploads 2026-03-01 18:31:45 -08:00
Miha Kralj d4d0646c4f feat: publish platform-tagged wheels for all target runtimes 2026-03-01 17:47:31 -08:00
Miha Kralj aa229caf99 fix: use supported macOS Intel runner label 2026-03-01 17:19:28 -08:00
Miha Kralj 7eff56e01c fix: run linux-arm64 wheel build on native ARM runner 2026-03-01 17:17:26 -08:00
Miha Kralj 0b52892288 ci: build and publish multi-platform wheels via release workflow 2026-03-01 17:04:27 -08:00
Miha Kralj bc531d392a feat: add Python wheel release pipeline and TestPyPI publish fixes 2026-03-01 16:20:41 -08:00
Miha Kralj 1b8e7e6155 fix: publish quantower_quantalib.dll release asset 2026-03-01 14:20:17 -08:00
Miha Kralj 07054ae20a refactor: centralize versioning and stabilize PMA validation 2026-03-01 14:07:14 -08:00
Miha Kralj 19df6763a9 fix: guard SonarLint ruleset refs with Exists() condition
.sonarlint/ is gitignored so CI and fresh clones lack these files. Unconditional CodeAnalysisRuleSet reference caused MSB3884 error which with /warnaserror broke Release builds and froze JB InspectCode.
2026-03-01 13:45:47 -08:00
Miha Kralj 89fa0757ef python ignore 2026-02-28 19:05:37 -08:00
Miha Kralj aa69f31a9f secrects exclusion 2026-02-28 18:54:42 -08:00
Miha Kralj 9fe9a8dab6 chore 2026-02-28 17:12:11 -08:00
Miha Kralj 42390aa22e Remove pandas_ta.tar.gz from the repository 2026-02-28 17:12:08 -08:00
Miha Kralj 768123d056 minor 2026-02-28 16:05:11 -08:00
Miha Kralj 83e9511261 python wrapper 2026-02-28 14:14:35 -08:00
Miha Kralj 82e0248eb0 test: refine robustness test to be more agnostic 2026-02-27 12:57:22 -08:00
Miha Kralj 769a923a24 test: setup common stability and robustness properties tracking 2026-02-27 12:50:05 -08:00
Miha Kralj 4ab3a7fb53 doc headers 2026-02-27 07:48:12 -08:00
Miha Kralj 8a1ba95173 validation and profiles 2026-02-26 22:02:52 -08:00
Miha Kralj 9ab37c1200 adding missing validations 2026-02-26 09:59:44 -08:00
Miha Kralj 467a8c1cef filters update 2026-02-23 17:27:35 -08:00
Miha Kralj 7253f61299 Add TRAMA implementation and comprehensive tests
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic.
- Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks.
- Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations).
- Enhanced documentation for TRAMA, including performance profiles and quality metrics.
- Updated workspace configuration by removing unnecessary folder references.
2026-02-21 20:45:38 -08:00
Miha Kralj 90d5638008 Add new moving average implementations: LTMA, MCNMA, NLMA, NMA, NYQMA, RAIN, and TRAMA
- LTMA (Linear Trend Moving Average): Introduces a predictive moving average using dual cascaded EMAs for trend estimation.
- MCNMA (McNicholl EMA): Implements a zero-lag TEMA using a cascaded EMA structure for enhanced responsiveness.
- NLMA (Non-Lag Moving Average): Utilizes a damped cosine kernel to achieve reduced lag in moving averages.
- NMA (Natural Moving Average): Adapts smoothing based on volatility profiles using a square-root kernel.
- NYQMA (Nyquist Moving Average): Applies the Nyquist-Shannon theorem to prevent aliasing in cascaded moving averages.
- RAIN (Rainbow Moving Average): Combines multiple SMA layers with weighted averages for multi-scale smoothing.
- TRAMA (Trend Regularity Adaptive Moving Average): Adapts smoothing based on the frequency of new highs and lows in price data.
2026-02-20 21:40:32 -08:00