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
acac3e610c
updates from mac
2025-11-28 13:35:16 -08:00
74b49d2bb4
Add TBar, TBarSeries, TSeries, TValue, and IFeed implementations with comprehensive documentation and examples
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- 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
1c8f514756
next iteration
2025-11-26 20:17:01 -08:00
33ffd3a37a
first iteration
2025-11-25 20:40:46 -08:00
b5881b9bb4
feat: add CSV feed and GBM examples
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- Add CsvFeedExample console app demonstrating CSV data loading and streaming
- Add GbmExample console app for geometric Brownian motion feed
- Add CoreTypes example project
- Include daily_IBM.csv test data file
- Configure project files for .NET 10.0 with quantalib dependency
2025-11-25 20:40:18 -08:00
11ff82c7ac
Add chatmodes and update test files
2025-10-21 18:50:23 -07:00
0f7cfb4b50
Optimize SMA to O(1) using running sum algorithm
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- Changed from O(n) CircularBuffer.Average() to O(1) running sum
- Maintains _sum and _p_sum for state management
- Tracks _lastValue and _p_lastValue for isNew=false updates
- Provides ~15-20x speedup for large periods
- Pattern verified against Pine Script reference implementation
- All tests pass including update test for isNew handling
Also added .github/copilot-instructions.md with comprehensive
AI agent guidance for QuanTAlib development patterns
2025-10-21 18:47:10 -07:00
530dfe0aa2
chore: snapshot current state
2025-09-23 22:01:11 -07:00
140eb59722
.NET 9 update
2024-11-13 21:29:43 -05:00
e3d6bbc54a
.NET 9 update
2024-11-13 21:28:41 -05:00
697f15cc0c
[CodeFactor] Apply fixes to commit 4286113
2024-11-11 00:56:50 +00:00
428611315e
prep
2024-11-10 11:11:38 -08:00
770b1e0d27
Merge remote-tracking branch 'origin/dev' into dev
2024-11-10 11:09:25 -08:00
df74feaba1
prep
2024-11-10 11:09:18 -08:00
7ee4bd4ca9
[CodeFactor] Apply fixes to commit f46a533
2024-11-09 05:20:15 +00:00
f46a5330bf
Covar, Kendall, Spearman
2024-11-08 21:20:06 -08:00
fce3a783eb
[CodeFactor] Apply fixes to commit 02c9271
2024-11-08 10:27:39 -08:00
4f738e6476
Merge remote-tracking branch 'origin/dev' into dev
2024-11-08 10:07:47 -08:00
02c92712a0
CTI
2024-11-08 10:07:11 -08:00
06782a5a4d
[CodeFactor] Apply fixes to commit 11fc798
2024-11-08 16:25:08 +00:00
11fc798517
CTI - Ehler's Correlation Trend - calc and chart
2024-11-08 08:24:51 -08:00
351214ed31
moar Chart indicators
2024-11-07 21:40:02 -08:00
2a72b2881b
[CodeFactor] Apply fixes to commit 43380f1
2024-11-08 03:29:14 +00:00
43380f13ab
Add Fisher Transform indicator ( #49 )
2024-11-07 19:29:06 -08:00
632df594f1
Merge branch 'dev' into add-fisher-transform
2024-11-07 19:03:11 -08:00
708c11ef48
Add Fisher Transform indicator
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---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-11-07 18:48:52 -08:00
5476240bba
[CodeFactor] Apply fixes to commit 69aef2b
2024-11-07 17:55:39 +00:00
f14e910b25
Merge remote-tracking branch 'origin/dev' into dev
2024-11-07 09:55:25 -08:00
69aef2b127
Dpo chart + refactored tests
2024-11-07 09:55:19 -08:00
dd6c68f08f
[CodeFactor] Apply fixes to commit 582a025
2024-11-07 04:56:55 +00:00
a0ffd952af
Merge remote-tracking branch 'origin/dev' into dev
2024-11-06 20:56:42 -08:00
582a0256ec
Momentum
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charts for Quantower
2024-11-06 20:56:32 -08:00
085c6dc634
[CodeFactor] Apply fixes to commit 0bae9ce
2024-11-05 23:51:44 +00:00
0bae9ce15b
sonar fixes
2024-11-05 15:51:29 -08:00
2b5c89640d
Create EFI - Elder Ray's Force Index - add tests and xml comments ( #48 )
2024-11-05 07:45:05 -08:00
e934b424c2
fix exception handling
2024-11-05 07:42:03 -08:00
c5b583cd0d
Create EFI - Elder Ray's Force Index - add tests and xml comments
...
---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-11-05 06:42:31 -08:00
a3c6133361
Merge branch 'dev'
2024-11-05 05:53:30 -08:00
f582db2c4c
fixes
2024-11-05 05:52:54 -08:00
dbe9f814d6
Merge branch 'dev'
2024-11-05 05:28:49 -08:00
fc3e9f756d
fixes
2024-11-04 18:08:33 -08:00
82fc868cf5
Dosc
2024-11-04 15:16:05 -08:00
5b333bd2ec
semver fix
2024-11-04 15:02:19 -08:00
aeae3c466f
Merge remote-tracking branch 'origin/add-dosc' into dev
2024-11-04 14:52:38 -08:00
c0cb90e89b
Merge branch 'dev'
2024-11-04 14:50:08 -08:00
16d941ded4
semver fix
2024-11-04 14:49:33 -08:00
c58a054a28
Add DOSC - Derivative Oscillator
...
---
For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX ).
2024-11-04 14:28:47 -08:00
c622b0e2d3
Merge branch 'dev'
2024-11-04 13:58:51 -08:00
d711ecccc7
semver fix
2024-11-04 13:58:37 -08:00
Miha Kralj