Commit Graph
34 Commits
Author SHA1 Message Date
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 13d7c1215d Refactor code formatting and improve consistency across various test files
- Removed unnecessary blank lines in multiple test files to enhance readability.
- Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes.
- Updated comments for clarity and consistency in the `Atr` and `Adl` classes.
- Adjusted project files for better structure and maintainability.
2025-12-28 17:44:08 -08:00
Miha Kralj ad6eebf812 refactor: optimize event args handling for performance improvements 2025-12-28 17:21:53 -08:00
Miha Kralj 5c3b3fbab4 Refactor indicators to support optional time step in Prime method
- Updated the Prime method signature in multiple indicators (Jma, Kama, Lsma, Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, Atr) to accept an optional TimeSpan parameter for improved flexibility.
- Added unit tests for Lsma to verify Dispose functionality, ensuring proper unsubscription from the source and thread safety.
- Enhanced Mama and Wma classes to handle non-finite inputs gracefully and added checks for valid parameters in constructors.
- Introduced additional tests for T3 to validate constructor behavior with invalid volume factors.
- Ensured all indicators maintain consistent behavior when handling edge cases, such as empty buffers and non-finite values.
2025-12-28 15:14:07 -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 618837dc27 feat(subscriptions): update event subscription handling to use non-nullable source parameters; remove defensive null checks 2025-12-26 13:34:21 -08:00
Miha Kralj 86e2934f1b feat(rsi, alma, bilateral, blma, butter, ema, htit, kama, lsma, pwma, rma, trima, vidya, wma): enhance calculations with NaN handling and edge case management; improve performance and stability across multiple classes 2025-12-25 22:16:07 -08:00
Miha Kralj 0d077c24d8 feat(validation): add input validation for Bilateral and Blma constructors; enhance Butter and Mgdi calculations with NaN handling 2025-12-25 20:53:56 -08:00
Miha Kralj 8917575994 Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval 2025-12-24 13:50:19 -08:00
Miha Kralj 4efa0e773e Enhance documentation and validation for various indicators 2025-12-22 20:42:26 -08:00
Miha Kralj d2a622bff9 test tolerances updated 2025-12-22 12:50:41 -08:00
Miha Kralj a7b7207801 Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
2025-12-21 14:37:44 -08:00
Miha Kralj d21fea3c18 feat: Enhance volume indicators with ADOSC and SSF implementation and validation 2025-12-20 15:08:07 -08:00
Miha Kralj 35e5571237 docs 2025-12-18 13:51:06 -08:00
Miha Kralj 5d03dec741 Refactor documentation for clarity and detail 2025-12-17 23:00:52 -08:00
Miha Kralj 1084644a3d Add Aroon Indicator implementation and tests
- Implemented Aroon Indicator with constructor, initialization, and update methods.
- Added unit tests for AroonIndicator to verify default settings, historical depth, short name, source code link, and processing of historical bars.
- Created Aroon class for core calculations, including methods for updating with TBar and TBarSeries.
- Added validation tests to ensure Aroon calculations match results from Skender and TA-Lib.
- Updated documentation for Aroon Indicator with calculation methods and usage examples.
- Refactored Dema and Wma classes to use Batch methods for calculations.
- Enhanced performance benchmarks by increasing bar count and integrating OoplesFinance indicators.
- Updated project dependencies to include OoplesFinance.StockIndicators.
2025-12-17 13:18:25 -08:00
Miha Kralj d277e08056 refactoring 2025-12-16 21:16:50 -08:00
Miha Kralj a67ad65fa5 Test completeness 2025-12-14 21:55:40 -08:00
Miha Kralj 4b17984cfd Add PWMA implementation and tests; enhance documentation 2025-12-13 20:21:21 -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
Miha Kralj e6033638ad Refactor trend indicators to use record structs for state management 2025-12-10 21:58:45 -05:00
Miha Kralj cfc54bf1f7 Enhance SIMD support in moving average implementations; add AVX512 and ARM64 optimizations for HMA, SMA, and WMA 2025-12-10 21:12:14 -05:00
Miha Kralj 053234045f VIDYA indicator with adaptive smoothing based on market volatility. 2025-12-10 20:07:46 -05:00
Miha Kralj 66b1fc3dca Add RMA indicator implementation and related tests; update existing indicators to return empty array for zero count 2025-12-10 19:24:55 -05:00
Miha Kralj 81830c9031 Optimize memory allocation in ALMA and Conv classes; improve performance by using stackalloc for small periods 2025-12-10 15:15:20 -05:00
Miha Kralj 47884bddab Refactor and optimize TBar, TBarSeries, and TSeries notebooks; remove obsolete code
- Enhanced Alma class by simplifying the CalculateWeightedSum method and removing unnecessary comments.
- Removed SIMD-related methods from Conv class, replacing them with optimized DotProduct calls.
- Updated Sma and Wma classes to use source.ContainsNonFinite() for non-finite value checks, improving readability and performance.
2025-12-10 15:03:58 -05:00
Miha Kralj b26d5d7751 Enhance code quality and stability across various modules
- Updated .coderabbit.yaml to exclude additional file types from reviews, improving the focus on relevant code changes.
- Modified scanner.sh to handle test failures more gracefully, ensuring that analysis stops on test failures and improving logging.
- Improved sonarscanner.sh to ensure build and test failures are properly reported, enhancing CI reliability.
- Refined SimdExtensions.cs documentation for clarity on variance calculation methods.
- Cleaned up TSeries.Tests.cs by simplifying the test structure and ensuring proper namespace usage.
- Fixed potential issues in tseries.cs by ensuring correct handling of DateTime values.
- Enhanced CsvFeed.cs to improve error handling during CSV parsing, ensuring robustness against malformed data.
- Updated GBM.cs to correctly calculate volume in the current bar, ensuring accurate simulation.
- Adjusted index.html to use globalThis for better compatibility across environments.
- Refined quantalib.csproj to exclude unnecessary files from compilation, streamlining the build process.
- Added comprehensive tests for the Mama class to ensure correct behavior during updates and state management.
- Improved error handling in various trend classes (Kama, Dema, Ema, T3, Tema, Wma) to ensure NaN values are managed correctly.
- Removed redundant Mama.Repro.Tests.cs file and consolidated tests into Mama.Tests.cs for better organization.
- Enhanced T3 and Tema classes to maintain state integrity during updates, particularly with NaN values.
2025-12-10 14:51:58 -05:00
Miha Kralj b46e83475e Add MAMA Indicator Implementation and Tests 2025-12-09 21:32:06 -05:00
Miha Kralj c802a9ea80 fix: address code review issues in indicators and core components 2025-12-09 16:00:04 -05:00
Miha Kralj c1caaf36b4 refactor: Update list initialization in DEMA, EMA, SMA, T3, TEMA, TRIMA, and WMA classes for improved readability 2025-12-08 19:11:53 -05:00
Miha Kralj 5f57cbbe74 refactor: Simplify TSeries and Dema constructors, and streamline benchmark methods for improved readability 2025-12-08 18:43:23 -05:00
Miha Kralj c2b33a8320 Add unit tests for various indicators and update project file
- Implemented unit tests for the following indicators:
  - KAMA (Kaufman Adaptive Moving Average)
  - SMA (Simple Moving Average)
  - T3 (Tillson T3 Moving Average)
  - TEMA (Triple Exponential Moving Average)
  - TRIMA (Triangular Moving Average)
  - WMA (Weighted Moving Average)

- Each test class includes tests for constructor defaults, history depth, short name, initialization, processing updates, and source type handling.

- Updated the Quantower.Tests.csproj to include all new test files in the lib directory.
2025-12-08 11:40:21 -08:00
Miha Kralj ed5e5c8209 Add unit tests for various moving average indicators
- Implement tests for HMA (Hull Moving Average) indicator to verify default settings, history depth calculations, and value computations during updates.
- Create tests for KAMA (Kaufman Adaptive Moving Average) indicator, ensuring correct defaults, history depth, and value calculations.
- Add tests for SMA (Simple Moving Average) indicator, checking default values, history depth, and value computations.
- Develop tests for T3 (Tillson T3 Moving Average) indicator, validating defaults, history depth, and value calculations.
- Implement tests for TEMA (Triple Exponential Moving Average) indicator, ensuring correct defaults and value computations.
- Create tests for TRIMA (Triangular Moving Average) indicator, verifying defaults, history depth, and value calculations.
- Add tests for WMA (Weighted Moving Average) indicator, checking default values, history depth, and value computations.
2025-12-08 11:00:58 -08:00