Commit Graph
4 Commits
Author SHA1 Message Date
Miha Kralj 1f80cfda74 feat: Implement SIMD-optimized Multi-Period Simple Moving Average (SMA) with RingBuffer
- Added SmaVector class for calculating multiple SMAs in parallel using SIMD.
- Introduced RingBuffer class for efficient circular buffer management with running sum.
- Implemented unit tests for RingBuffer to ensure correctness and performance.
- Enhanced Add method in RingBuffer to support bar correction semantics.
- Added methods for calculating Min and Max using SIMD acceleration.
- Improved performance with pinned memory and direct span access for SIMD compatibility.
2025-11-29 18:28:42 -08:00
Miha Kralj 6cdebb984d feat: implement last-value substitution for NaN/Infinity in Ema and EmaVector, enhance documentation and tests 2025-11-29 13:19:04 -08:00
Miha Kralj acac3e610c updates from mac 2025-11-28 13:35:16 -08:00
Miha Kralj 74b49d2bb4 Add TBar, TBarSeries, TSeries, TValue, and IFeed implementations with comprehensive documentation and examples
- Introduced TBar struct for efficient OHLCV data representation.
- Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout.
- Added TSeries class for time-series data management with zero-copy access.
- Created TValue struct for time-value pairs with implicit conversions.
- Defined IFeed interface for consistent data feed implementations.
- Developed CsvFeed class for loading historical OHLCV data from CSV files.
- Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion.
- Added Quantower project files for Averages indicator with necessary dependencies and configurations.
- Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.
2025-11-27 19:51:43 -08:00