Commit Graph

5 Commits

Author SHA1 Message Date
Miha Kralj 875998b288 Add eventing support to WMA indicator and implement unit tests for various indicators
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface.
- Created a new TODO file listing various indicators and their corresponding libraries.
- Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality.
- Implemented tests for handling new bars, ticks, and historical data updates across indicators.
- Verified that indicators correctly compute values and handle different source types.
2025-12-07 16:46:38 -08:00
Miha Kralj 3734a1c5f6 feat: Introduce ITValuePublisher interface and refactor indicators for event-driven value updates. 2025-12-07 14:36:22 -08:00
Miha Kralj 9e152b9027 Add TEMA (Triple Exponential Moving Average) implementation and validation tests
- Implemented TEMA calculation in QuanTAlib with O(1) update complexity.
- Added validation tests for TEMA against Skender, TA-Lib, and Tulip indicators.
- Updated documentation for TEMA, including its mathematical foundation and usage examples.
- Enhanced existing tests for other indicators (TRIMA, WMA) to generate more records.
- Adjusted benchmark tests to include DEMA and TEMA comparisons.
- Refactored code for better readability and performance, including zero-allocation Span API.
2025-12-04 19:57:46 -08:00
Miha Kralj 967096d4f5 Refactor and optimize various components of QuanTAlib
- Removed WmaVector class to streamline weighted moving average calculations.
- Simplified RingBuffer implementation by removing unnecessary comments and improving clarity.
- Enhanced SIMD extensions for better performance and readability.
- Updated TBar and TBarSeries classes to improve property calculations and reduce overhead.
- Cleaned up TValue struct by removing redundant comments.
- Added comprehensive unit tests for IndicatorExtensions and TrimaIndicator to ensure functionality and correctness.
2025-12-04 13:49:05 -08:00
Miha Kralj 3ed35322a5 Add TRIMA implementation and benchmarks; optimize WMA with SIMD
- Introduced `TrimaVector` class for multi-period Triangular Moving Average (TRIMA) calculations, optimized for SIMD.
- Implemented last-value substitution for invalid inputs in TRIMA.
- Added methods for calculating TRIMA for entire series and individual updates.
- Enhanced `Wma` class with periodic resync to prevent floating-point drift and introduced SIMD optimizations for performance.
- Updated benchmark suite to include TRIMA calculations alongside existing SMA, EMA, and WMA benchmarks.
2025-12-04 13:05:56 -08:00