Commit Graph
21 Commits
Author SHA1 Message Date
Miha Kralj 5c3b3fbab4 Refactor indicators to support optional time step in Prime method
- Updated the Prime method signature in multiple indicators (Jma, Kama, Lsma, Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, Atr) to accept an optional TimeSpan parameter for improved flexibility.
- Added unit tests for Lsma to verify Dispose functionality, ensuring proper unsubscription from the source and thread safety.
- Enhanced Mama and Wma classes to handle non-finite inputs gracefully and added checks for valid parameters in constructors.
- Introduced additional tests for T3 to validate constructor behavior with invalid volume factors.
- Ensured all indicators maintain consistent behavior when handling edge cases, such as empty buffers and non-finite values.
2025-12-28 15:14:07 -08:00
Miha Kralj f2487ced04 Refactor tests and project files for improved consistency and clarity 2025-12-27 18:09:04 -08:00
Miha Kralj d7dbd7078a Refactor event handling and improve argument validation across indicators
- Updated event handler signatures to use TValueEventArgs for consistency in Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, and Atr classes.
- Enhanced argument validation by specifying parameter names in exceptions for clarity.
- Adjusted tests to align with new event handler signatures.
- Improved code readability and maintainability by using structured records and lambda expressions.
2025-12-27 15:46:28 -08:00
Miha Kralj 86e2934f1b feat(rsi, alma, bilateral, blma, butter, ema, htit, kama, lsma, pwma, rma, trima, vidya, wma): enhance calculations with NaN handling and edge case management; improve performance and stability across multiple classes 2025-12-25 22:16:07 -08:00
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 4efa0e773e Enhance documentation and validation for various indicators 2025-12-22 20:42:26 -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 d21fea3c18 feat: Enhance volume indicators with ADOSC and SSF implementation and validation 2025-12-20 15:08:07 -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 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 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 8df3480d1f DWMA Indicator implementation and tests 2025-12-10 18:22:10 -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 861571d249 LSMA indicator with tests and documentation 2025-12-09 14:19:33 -05:00