Commit Graph

31 Commits

Author SHA1 Message Date
Miha Kralj d2a622bff9 test tolerances updated 2025-12-22 12:50:41 -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 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 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 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 053234045f VIDYA indicator with adaptive smoothing based on market volatility. 2025-12-10 20:07:46 -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 c802a9ea80 fix: address code review issues in indicators and core components 2025-12-09 16:00:04 -05:00
Miha Kralj 3b146b68bd Refactor tests and improve random number generation handling; update Dema, Ema, Sma, Tema, Wma, and GBM classes for consistency and clarity 2025-12-05 10:33:27 -08:00
Miha Kralj ee358bfdd9 Enhance coding conventions and static analysis setup; update .editorconfig, scanner.sh, and various C# files for improved readability and performance 2025-12-04 14:36:00 -08:00
Miha Kralj 4a0435c217 Refactor EMA, SMA, and WMA indicators to improve warmup tracking and coverage calculations; enhance tests for IsHot behavior and period dependency; update project files for better structure and maintainability. 2025-12-03 13:49:45 -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 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 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 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
Miha Kralj 33ffd3a37a first iteration 2025-11-25 20:40:46 -08:00
codefactor-io e60cf47d3a [CodeFactor] Apply fixes 2024-11-03 23:03:24 +00:00
Miha Kralj e3d7cd9896 Atr, FlowIndicator and fixes 2024-10-21 16:06:47 -07:00
Miha Kralj 14ec3cd2b0 tests 2024-10-08 17:58:02 -07:00
Miha Kralj 0bc41854aa cleanup 2024-10-08 13:59:33 -07:00
Miha Kralj a7eeacf8cb Merge branch 'dev' 2024-10-08 10:47:21 -07:00
deepsource-autofix[bot] 85b9d9217a style: format code with dotnet-format
This commit fixes the style issues introduced in 931bbdb according to the output
from dotnet-format.

Details: https://github.com/mihakralj/QuanTAlib/pull/30
2024-10-08 17:31:29 +00:00
Miha Kralj b7b5a4a1bf clean code fixes 2024-10-06 17:16:47 -07:00
deepsource-autofix[bot] 5fe968754f style: format code with dotnet-format
This commit fixes the style issues introduced in 1e77eb8 according to the output
from dotnet-format.

Details: None
2024-10-06 06:59:26 +00:00
Miha Kralj 133c65ceaf Afirma + documentation +semver: patch 2024-09-24 16:41:26 -07:00
Miha Kralj 58d72c06ca Squash
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2024-09-23 22:08:40 -07:00
Miha Kralj d475bcd19a New version merge 2024-09-22 17:31:24 -07:00