Commit Graph

614 Commits

Author SHA1 Message Date
Miha Kralj 4ff6dc0ad9 feat(statistics): add Variance indicator with O(1) calculation and usage example 2025-12-25 17:18:41 -08:00
Miha Kralj 9ba89812cd Refactor MAMA and HTIT implementation for improved accuracy and performance 2025-12-24 20:50:58 -08:00
Miha Kralj 8917575994 Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval 2025-12-24 13:50:19 -08:00
Miha Kralj c47b106597 fix: Update Balance of Power description in momentum indicators documentation 2025-12-23 20:17:18 -08:00
Miha Kralj 68168ec414 feat: Implement Butterworth Filter with tests and documentation 2025-12-22 22:45:27 -08:00
Miha Kralj 57aaec1ac8 feat: Add Blackman Window Moving Average (BLMA) implementation and documentation 2025-12-22 22:15:27 -08:00
Miha Kralj 7b1e0c738d feat: add Ooples WWMA tests and validate convergence for Aroon Oscillator
refactor: update BOP indicator properties to static and improve performance
2025-12-22 21:34:05 -08:00
Miha Kralj 4efa0e773e Enhance documentation and validation for various indicators 2025-12-22 20:42:26 -08:00
Miha Kralj 5bb8c122c0 chore: remove next-version entry from GitVersion.yml 2025-12-22 15:55:21 -08:00
Miha Kralj 31cca5557f fix: update return statement to use spread operator for TSeries in Adx and Adxr classes 2025-12-22 15:51:44 -08:00
Miha Kralj 2c114fdb08 feat: add timestamp handling in Adx and remove obsolete Pwma comparison tests 2025-12-22 15:41:09 -08:00
Miha Kralj 6bd0096297 feat: enhance validation tests for Aroon Oscillator and ADOSC 2025-12-22 15:31:38 -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 54c309e5cf feat: Implement Ehlers Ultimate Smoother Filter (USF) with documentation and tests 2025-12-20 15:57:38 -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 5549c7329a refactor: Remove Codecov upload step and update build process for Momentum, Trends, and Volume projects 2025-12-18 22:12:09 -08:00
Miha Kralj a37d5818be fix: Update ADL calculation to handle empty source and improve versioning in Publish.yml 2025-12-18 22:00:11 -08:00
Miha Kralj b5358091ae feat: Add Absolute Price Oscillator (APO) implementation and documentation
feat: Implement ADL (Accumulation/Distribution Line) indicator
2025-12-18 21:32:01 -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 15c4e832ed chore: Update Qodana and Codecov action versions for consistency 2025-12-17 10:21:27 -08:00
Miha Kralj facc814ede chore: Update action versions in Publish.yml; improve .gitignore entries; refactor Alma, Super, and Trima classes for clarity and performance 2025-12-17 10:16:37 -08:00
Miha Kralj 80237b3b5a chore: Update Qodana and Codecov action versions in Publish.yml 2025-12-17 09:40:18 -08:00
Miha Kralj 1664d5d6dd chore: Remove obsolete test files and update dependencies in workflow 2025-12-17 08:01:57 -08:00
Miha Kralj 612d2d2c89 Refactor code structure for improved readability and maintainability 2025-12-17 07:51:53 -08:00
Miha Kralj 8cec2fec8d feat: Refactor TBar and TValue to record structs; improve readability and performance
fix: Update condition checks in Htit and Mgdi for better numerical stability
refactor: Simplify parameter struct in T3 and enhance Vidya state management
2025-12-17 07:27:45 -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 f761cc5712 feat: Add Awesome Oscillator (AO) implementation with tests and documentation 2025-12-14 21:01:21 -08:00
Miha Kralj db6f994d75 feat: Implement ADX Indicator with tests, documentation, and integration 2025-12-14 20:37:30 -08:00
Miha Kralj 016c10b68a feat: Implement ADX Indicator with Quantower integration 2025-12-14 20:32:01 -08:00
Miha Kralj 78775c1da0 feat: implement SuperTrend indicator with tests and documentation 2025-12-14 19:28:07 -08:00
Miha Kralj 18759beb5e feat: implement McGinley Dynamic Indicator (MGDI) with tests and documentation 2025-12-14 17:14:51 -08:00
Miha Kralj 822aaa0d40 Add Ehlers Hilbert Transform Instantaneous Trend (HTIT) implementation and tests
- Implemented the HTIT indicator in Htit.cs, utilizing the Hilbert Transform for trend analysis.
- Added unit tests for HTIT validation against TA-Lib, Skender, and Ooples implementations in Htit.Validation.Tests.cs.
- Created documentation for HTIT in Htit.md, detailing its core concepts, formula, parameters, usage, and interpretation.
2025-12-14 16:52:02 -08:00
Miha Kralj f7b8fe1654 feat: implement DMX indicator with comprehensive tests and documentation 2025-12-13 23:17:56 -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 7168866098 fix: update return type for empty source in Jma to an empty array 2025-12-13 22:32:12 -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 487d651cca fix: ensure sonarscanner.sh has LF endings and executable permission 2025-12-13 22:11:15 -08:00
Miha Kralj bb2bd1e707 refactor: improve Codacy CLI download robustness and error handling
- Use curl with -fSL flags for fail-fast behavior and proper redirects
- Check curl exit code immediately after download
- Replace piped echo with temporary file for sha256sum verification
- Use sha256sum -c --status for cleaner verification
- Add detailed error logging with expected checksum
- Clean up temp file and binary on any failure
- Exit 1 immediately on download or verification failure
2025-12-13 21:50:47 -08:00
Miha Kralj e0e6396acb fix: convert scanner.sh to LF line endings and enforce for all shell scripts
- Convert .github/scanner.sh from CRLF to LF line endings
- Add .gitattributes to enforce LF for *.sh files
- Update .editorconfig with explicit shell script settings
- Prevents line ending issues on Linux/WSL execution
2025-12-13 21:49:57 -08:00
Miha Kralj 9587560cd8 feat: Add Jurik Composite Fractal Behavior (CFB) indicator and tests 2025-12-13 21:38:32 -08:00
Miha Kralj 4b17984cfd Add PWMA implementation and tests; enhance documentation 2025-12-13 20:21:21 -08:00
Miha Kralj 60227a23c1 Implement Jurik Moving Average (JMA) with adaptive smoothing and comprehensive tests 2025-12-12 21:35:00 -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
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