Commit Graph
13 Commits
Author SHA1 Message Date
Miha Kralj 75c6a9f135 Enhance validation tests for various indicators with external library comparisons
- Added detailed comments explaining the validation limitations for MMA and ZLEMA due to differences in algorithm implementations.
- Implemented validation tests for True Range against TALib and Tulip, ensuring directional agreement.
- Updated Ulcer Index validation to clarify differences in algorithmic approaches between QuanTAlib and Skender.
- Enhanced Ease of Movement tests to verify directional agreement with Tulip's EMV, noting differences in volume scaling.
- Expanded Klinger Volume Oscillator tests to validate against Skender and Tulip, focusing on directional agreement across multiple period configurations.
- Improved Negative Volume Index tests to compare percentage changes with Tulip, addressing differences in starting values.
- Updated Positive Volume Index tests to validate against Tulip, emphasizing percentage change comparisons.
- Enhanced Williams Accumulation/Distribution tests to verify directional agreement with Tulip, highlighting formula differences.
2026-02-11 14:46:56 -08:00
Miha Kralj 7b3a6520d2 volume indicators 2026-01-30 12:47:25 -08:00
Miha Kralj fd6c80e8db Add Chaikin Money Flow (CMF) Indicator Implementation and Tests
- Implemented CMF indicator in Cmf.cs with detailed calculations and methods.
- Created unit tests for CMF validation against Skender, Ooples, and batch processing.
- Added documentation for CMF in Cmf.md, explaining its purpose, calculations, and usage.
- Updated project files to include new statistics library.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.
2026-01-23 18:40:20 -08:00
Miha Kralj da4e56bf40 feat: Add new CodeQL extension for C# and SonarLint configuration
- Introduced a new CodeQL extension for C# in `.github/codeql/extensions/quantalib-csharp/codeql-pack.yml`.
- Added SonarLint configuration in `.sonarlint/CSharp/SonarLint.xml` and `.sonarlint/csharp.ruleset` to suppress specific rules for high-performance indicators.
- Removed outdated `.vscode/launch.json` configurations.
- Updated `.vscode/tasks.json` to streamline build and test tasks, including renaming and consolidating tasks.
- Modified `Directory.Build.props` to enhance SARIF output directory handling and integrate SonarLint rules.
- Refactored various indicator classes to improve code clarity and maintainability, including updates to method parameters for consistency.
- Added XML documentation comments to several classes and methods for better code understanding.
- Improved numerical stability in calculations by replacing direct comparisons with `double.Epsilon` checks in multiple classes.
2026-01-21 23:05:38 -06:00
Miha Kralj 3eae9a76fe Add Standard Deviation Channel (SDCHANNEL) implementation and documentation
- Implemented Sdchannel class for calculating standard deviation channels based on linear regression.
- Added detailed documentation for SDCHANNEL, including overview, calculation methods, and interpretation.
- Updated project files to include new numerics library components in Channels and Volatility projects.
2026-01-21 14:41:31 -05:00
86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
2026-01-18 19:02:03 -08:00
Miha 6b79f8158c Adx, Adxr, Apo, Dmi 2024-10-27 21:59:46 -07:00
Miha b2fcdda785 xml doc rewrite 2024-10-27 09:38:53 -07:00
Miha Kralj e5a1948fc0 Jvolty 2024-10-14 12:28:56 -07:00
Miha Kralj b7b5a4a1bf clean code fixes 2024-10-06 17:16:47 -07:00
Miha Kralj bcac34bf09 small workflow cleanups 2024-10-06 11:04:48 -07:00
Miha Kralj 2e0fa17d81 minor fix 2024-09-30 12:31:20 -07:00
Miha Kralj bdc01bff4a Atr 2024-09-30 06:46:07 -07:00