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28 Commits

Author SHA1 Message Date
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 d6c8dea98b docs: audit and fix all category _index.md files 2026-03-03 08:33:20 -08:00
Miha Kralj 83e9511261 python wrapper 2026-02-28 14:14:35 -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 467a8c1cef filters update 2026-02-23 17:27:35 -08:00
Miha Kralj cbeefc9d64 Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code. 2026-02-20 18:44:56 -08:00
Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels 
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
 2026-02-18 11:55:48 -08:00
Miha Kralj 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj 3e854eac3f Refactor documentation links in numerics, oscillators, reversals, and statistics modules to use relative paths; update Bias class to handle division by zero more robustly; remove obsolete CUMMEAN Pine script; enhance trend indicators documentation; add Visual Studio Code workspace configuration. 2026-02-04 11:43:59 -08:00
Miha Kralj a03d7aa0ce more volatilty 2026-02-02 13:42:47 -08:00
Miha Kralj bcb52ef5ec Add Close-to-Close Volatility (CCV) implementation and validation tests 
- Implemented CCV class for calculating annualized log return volatility using SMA, EMA, and WMA smoothing methods.
- Added comprehensive unit tests for CCV to validate mathematical correctness, consistency across methods, and edge cases.
- Created documentation for CCV detailing its mathematical foundation, smoothing methods, and performance metrics.
 2026-01-31 17:25:39 -08:00
Miha Kralj 5ed4b6c0fc pine files 2026-01-31 14:05:53 -08:00
Miha Kralj a9e72dae0d Refactor and enhance various channel indicators for improved performance and stability 
- Updated Codacy instructions to streamline usage guidelines.
- Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series.
- Changed Fcb class to use long for monotonic deques to avoid truncation issues.
- Enhanced Kchannel class to ensure safe defaults for non-finite values.
- Improved Maenv class to prevent double-priming during calculations.
- Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking.
- Updated Pchannel class to correctly reference IsHot state.
- Refined Regchannel class to avoid double-processing during calculations.
- Enhanced Starchannel class to sanitize non-finite values during calculations.
- Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision.
- Updated Ubands class to only update last valid values on new bars.
- Modified Uchannel.Quantower.cs to allow for finer multiplier precision.
- Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths.
- Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths.
- Updated MonotonicDeque to use long for indices to prevent overflow.
- Improved Mdape class to handle zero actual values with a substitute value for error calculation.
- Enhanced Rae class to ensure correct state management during updates.
- Refined Wmape class to simplify the logic for finding last valid actual and predicted values.
- Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.
 2026-01-27 23:48:33 -08:00
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -08:00
Miha Kralj 2836f253c4 Refactor error handling and calculations in TheilU, Wmape, and TukeyBiweight classes; update buffer handling for consistency 
- Updated buffer handling in TheilU and Wmape classes to ensure consistency after adding new values.
- Changed the resync interval constant in TukeyBiweight for better clarity.
- Refactored state structures to record structs in Gauss, Hann, Hp, Hpf, Kalman, Loess, Notch, and other filter classes for improved performance and readability.
- Enhanced numerical stability in Mama class calculations using Fused Multiply-Add (FMA) for precision.
- Added comprehensive tests for Atan2 validation to compare .NET's Math.Atan2 with PineScript's implementation, ensuring accuracy across various edge cases.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.
 2026-01-24 23:07:09 -08:00
Miha Kralj b2c1787782 docs: update category index files and fix indicator implementations (#58) 2026-01-19 18:25:48 -08:00
Miha Kralj 4673f48a70 code reviews 2026-01-18 22:23:50 -08:00
Miha Kralj 86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55) 
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
 2026-01-18 19:02:03 -08:00
Miha Kralj 0bae9ce15b sonar fixes 2024-11-05 15:51:29 -08:00
Miha Kralj f582db2c4c fixes 2024-11-05 05:52:54 -08:00
codefactor-io a0c99ef326 [CodeFactor] Apply fixes 2024-11-03 23:47:53 +00:00
Miha 6c67a0cf31 Class optimization 2024-10-27 16:11:08 -07:00
Miha b2fcdda785 xml doc rewrite 2024-10-27 09:38:53 -07:00
Miha c21b96152c macos dev update 2024-10-26 23:54:55 -07:00
Miha Kralj ffed6491d4 corrections 2024-10-13 17:31:35 -07:00
Miha Kralj cc45cebeb4 tests and cleanup 2024-10-11 18:02:09 -07:00