Commit Graph

16 Commits

Author SHA1 Message Date
Miha Kralj d277e08056 refactoring 2025-12-16 21:16:50 -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 4b17984cfd Add PWMA implementation and tests; enhance documentation 2025-12-13 20:21:21 -08:00
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 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 7a4850956b Convolution Indicator (CONV) with customizable kernel support 2025-12-10 11:48:52 -05:00
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 4a0a8d6da2 chore: Update project files and configurations; enhance .gitignore, add Qodana and SonarScanner scripts, and improve test project references 2025-12-03 09:27:29 -08:00
Miha Kralj 2b4e8e3fc3 Add UCFG2 type definitions and lock file for QuanTAlib
- Introduced type definitions for various classes in the QuanTAlib library, including Ema, EmaVector, EmaState, TSeries, CsvFeed, GBM, TBarSeries, TBar, and TValue.
- Added methods and properties for each class to enhance functionality and maintainability.
- Created a lock file to manage dependencies and ensure consistent builds.
2025-11-29 16:43:52 -08:00
Miha Kralj 8d8e60098e Refactor and expand unit tests for TBarSeries, TSeries, and TValue classes
- Enhanced TBarSeriesTests with additional constructors, methods, and assertions for better coverage.
- Improved TSeriesTests to include new constructors, methods, and edge cases.
- Expanded TValueTests to cover constructors, implicit conversions, equality checks, and hash codes.
- Updated project file to target .NET 10.0 and include internal visibility for tests.
- Added Codacy configuration for code quality checks.
2025-11-29 16:08:45 -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
Miha Kralj 1c8f514756 next iteration 2025-11-26 20:17:01 -08:00