Commit Graph

14 Commits

Author SHA1 Message Date
Miha Kralj d21fea3c18 feat: Enhance volume indicators with ADOSC and SSF implementation and validation 2025-12-20 15:08:07 -08:00
Miha Kralj 5d03dec741 Refactor documentation for clarity and detail 2025-12-17 23:00:52 -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 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 39feabcdf7 refactor: Remove pragma warning for floating point equality in TBar struct; update .editorconfig to suppress SonarQube S1244 2025-12-07 18:20:55 -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 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 1d145d0622 Refactor TBar struct for improved equality comparison and string representation; update Benchmark program structure for better organization; modify Averages project file to include specific source files; add Directory.Build.props for common project settings; implement comprehensive tests for Ema, Sma, and Wma indicators; create mock classes for TradingPlatform.BusinessLayer to facilitate testing; enhance Quantower test project configuration for better test management. 2025-12-01 18:40:23 -08:00
Miha Kralj 626a2afa9b chore: Update .gitignore to exclude SonarQube files and add Codacy and SonarScanner scripts
refactor: Remove WarmupPeriod logging from SMA and WMA examples
2025-11-30 17:17:55 -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 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