Commit Graph
6 Commits
Author SHA1 Message Date
Miha Kralj 4dbb093892 Add Kahan-Babuška Summation Algorithm and Enhance Variance Indicator Tests
- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation.
- Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases.
- Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties.
- Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes.
- Updated `UsfIndicator` implementation to simplify source handling and improve short name generation.
- Modified Qodana configuration to exclude unused auto property accessor warnings.
2025-12-29 18:56:10 -08:00
Miha Kralj a82f6b7949 Refactor: Remove unnecessary using directives across multiple files
- Cleaned up code by removing unused using directives from various test and implementation files in the trends and volume directories.
- This includes files related to HMA, HTIT, JMA, KAMA, LSMA, MAMA, MGDI, PWMA, RMA, SMA, SSF, SUPER, T3, TEMA, TRIMA, USF, VIDYA, WMA, ATR, ADL, and ADOSC.
- Improved code readability and maintainability by streamlining imports.
2025-12-28 23:55:24 -08:00
Miha Kralj 84ff67fb50 Add validation tests for USF and enhance ATR indicator tests
- Introduced Usf.Validation.Tests.cs to validate the USF (Ehlers Ultimate Smoother Filter) for consistency across batch, streaming, and span modes, as well as mathematical properties and coefficient calculations.
- Added comprehensive tests for the ATR indicator in Atr.Quantower.Tests.cs, including constructor validation, historical data processing, and handling of NaN/Infinity inputs.
- Enhanced Atr.Tests.cs with additional tests for iterative corrections, warmup behavior, and true range calculations.
- Updated Atr.cs to ensure warmup period is derived from RMA.
- Added new tests for Adosc in Adosc.Tests.cs to validate handling of NaN and Infinity inputs, and to ensure batch calculations match iterative results.
- Created a new Volatility.csproj to organize volatility-related implementations.
2025-12-28 23:33:46 -08:00
Miha Kralj 13d7c1215d Refactor code formatting and improve consistency across various test files
- Removed unnecessary blank lines in multiple test files to enhance readability.
- Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes.
- Updated comments for clarity and consistency in the `Atr` and `Adl` classes.
- Adjusted project files for better structure and maintainability.
2025-12-28 17:44:08 -08:00
Miha Kralj ac8b2dbb3f feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation
feat(trends): implement IDisposable in Bessel and Conv classes to manage event subscriptions
fix(trends): add validation for period and parameters in Kama and MGDI calculations
fix(trends): clamp logarithmic calculations in JMA to avoid -Infinity
2025-12-25 20:18:14 -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