Commit Graph
10 Commits
Author SHA1 Message Date
Miha Kralj 16a21a5b65 feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation
- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
2025-12-29 09:34:37 -08:00
Miha Kralj a82f6b7949 Refactor: Remove unnecessary using directives across multiple files
- Cleaned up code by removing unused using directives from various test and implementation files in the trends and volume directories.
- This includes files related to HMA, HTIT, JMA, KAMA, LSMA, MAMA, MGDI, PWMA, RMA, SMA, SSF, SUPER, T3, TEMA, TRIMA, USF, VIDYA, WMA, ATR, ADL, and ADOSC.
- Improved code readability and maintainability by streamlining imports.
2025-12-28 23:55:24 -08:00
Miha Kralj 3cc2726654 Refactor tests and implementations for various indicators
- Updated RsiIndicatorTests to ensure proper initialization and state checks.
- Added new tests for Rsx, Vel, and Adosc indicators to validate behavior under iterative corrections and edge cases (NaN, Infinity).
- Enhanced Bessel indicator tests and implementation with consistent formatting.
- Improved Ema and Pwma implementations by ensuring proper handling of values.
- Introduced mock classes for charting to facilitate testing without dependencies.
- Ensured all indicators produce consistent results across different modes of operation.
- Cleaned up code formatting and added missing commas for better readability.
2025-12-28 21:07:37 -08:00
Miha Kralj f2487ced04 Refactor tests and project files for improved consistency and clarity 2025-12-27 18:09:04 -08:00
Miha Kralj d7dbd7078a Refactor event handling and improve argument validation across indicators
- Updated event handler signatures to use TValueEventArgs for consistency in Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, and Atr classes.
- Enhanced argument validation by specifying parameter names in exceptions for clarity.
- Adjusted tests to align with new event handler signatures.
- Improved code readability and maintainability by using structured records and lambda expressions.
2025-12-27 15:46:28 -08:00
Miha Kralj d2a622bff9 test tolerances updated 2025-12-22 12:50:41 -08:00
Miha Kralj fd3065e7b9 fix: add validation for empty span in MinScalar and MaxScalar methods; ensure valid OHLC values in GBM calculations 2025-12-13 22:51:26 -08:00
Miha Kralj c1a476ed9c fix: update validation logic to prevent negative start index and improve error message for alpha parameter 2025-12-13 22:16:29 -08:00
Miha Kralj 79dcbcaddd Refactor validation tests to improve tolerance handling and clarify validation logic for TEMA and VIDYA indicators 2025-12-12 19:03:23 -08:00
Miha Kralj cea3e0c46d Refactor validation tests for various indicators to utilize shared test data structure 2025-12-12 13:47:57 -08:00