Commit Graph

588 Commits

Author SHA1 Message Date
Miha Kralj 7737098a54 fix: suppress MA0077 on ref struct types and fix variable shadowing
ref struct types (BatchOutputs, BatchInputs, ScalarState, WorkBuffers)
cannot implement IEquatable<T> — C# prohibits interface implementation
on ref structs. Added #pragma warning disable/restore MA0077 at type
declaration level in AccBands.cs, Aberr.cs, Apz.cs (9 ref structs).

Renamed local 'output' to 'result' in Wma.Coverage.Tests.cs to avoid
shadowing the primary constructor ITestOutputHelper parameter (S1117/MA0084).
2026-03-03 12:42:42 -08:00
Miha Kralj 3e858ca39e chore: bump version to 0.8.2 2026-03-03 10:37:45 -08:00
Miha Kralj 50711933e1 chore: remove gitignored files from tracking, update channels
- Remove .vscode/, __pycache__/, publish binaries, and .dll/.pdb files from git tracking (now covered by .gitignore)
2026-03-03 10:33:23 -08:00
Miha Kralj 1910fdca93 chore: repo cleanup and code quality improvements
- Remove global.json (SDK pinning unnecessary)

- Remove nuget.config, move MyGet source to .csproj RestoreAdditionalProjectSources

- Gitignore ndepend/ entirely, move badges to docs/img/

- Update README.md and docs/ndepend.md badge paths

- Add NDepend project property to QuanTAlib.slnx

- Expand .editorconfig ReSharper/diagnostic suppressions

- Use ArgumentOutOfRangeException instead of ArgumentException

- Use discard _ for unused event sender parameters

- Remove quantalib.code-workspace and sonar-suppressions.json

- Add filter signature SVGs
2026-03-03 09:22:55 -08:00
Miha Kralj e1a6743bda fix: add .md extension to signature links in indicator docs 2026-03-03 08:45:25 -08:00
Miha Kralj d6c8dea98b docs: audit and fix all category _index.md files 2026-03-03 08:33:20 -08:00
Miha Kralj 751d9ff041 fix: Aberr tests expect ArgumentOutOfRangeException to match actual throws 2026-03-02 18:07:09 -08:00
Miha Kralj c23fbbd99f fix(frama): rewire Python export to use H/L arrays instead of single source 2026-03-02 15:56:12 -08:00
Miha Kralj fbdc9172cc fix(nlma): restore original Igorad cycle zone numerator (i-phase+1)
The cycle zone t parameter must use (i-phase+1) per original MQL4 NonLagMA v7.1.

Using (i-phase) eliminated the intentional discontinuity at the phase/cycle boundary, producing incorrect kernel weights visible in the signature SVG.
2026-03-02 15:03:38 -08:00
Miha Kralj f0f9382817 docs: add SVG signature wrapper .md pages, fix docsify links, minimize content margins 2026-03-02 14:55:34 -08:00
Miha Kralj 18694e337e feat: add length->period kwargs alias across all 168 indicator functions for pandas-ta compat 2026-03-02 10:00:29 -08:00
Miha Kralj ae7207c3d8 test: add Jma_Period_AffectsResult verifying period changes output across all modes 2026-03-02 09:11:48 -08:00
Miha Kralj 439b818201 fix: rebuild NativeAOT DLL after JMA power removal + add length kwargs alias 2026-03-01 22:37:56 -08:00
Miha Kralj fa77882be7 refactor: remove unused JMA power parameter from entire stack 2026-03-01 22:14:30 -08:00
Miha Kralj ce04e2792b fix: sync 28+ Python default params with C# constructors 2026-03-01 22:04:30 -08:00
Miha Kralj ce4416d388 fix(python): critical bug fixes across Python wrapper 2026-03-01 21:35:19 -08:00
Miha Kralj 9c03a5bbbe fix: stabilize platform wheel retagging and manylinux uploads 2026-03-01 18:31:45 -08:00
Miha Kralj d4d0646c4f feat: publish platform-tagged wheels for all target runtimes 2026-03-01 17:47:31 -08:00
Miha Kralj aa229caf99 fix: use supported macOS Intel runner label 2026-03-01 17:19:28 -08:00
Miha Kralj 7eff56e01c fix: run linux-arm64 wheel build on native ARM runner 2026-03-01 17:17:26 -08:00
Miha Kralj 0b52892288 ci: build and publish multi-platform wheels via release workflow 2026-03-01 17:04:27 -08:00
Miha Kralj bc531d392a feat: add Python wheel release pipeline and TestPyPI publish fixes 2026-03-01 16:20:41 -08:00
Miha Kralj 1b8e7e6155 fix: publish quantower_quantalib.dll release asset 2026-03-01 14:20:17 -08:00
Miha Kralj 07054ae20a refactor: centralize versioning and stabilize PMA validation 2026-03-01 14:07:14 -08:00
Miha Kralj 19df6763a9 fix: guard SonarLint ruleset refs with Exists() condition
.sonarlint/ is gitignored so CI and fresh clones lack these files. Unconditional CodeAnalysisRuleSet reference caused MSB3884 error which with /warnaserror broke Release builds and froze JB InspectCode.
2026-03-01 13:45:47 -08:00
Miha Kralj 89fa0757ef python ignore 2026-02-28 19:05:37 -08:00
Miha Kralj aa69f31a9f secrects exclusion 2026-02-28 18:54:42 -08:00
Miha Kralj 9fe9a8dab6 chore 2026-02-28 17:12:11 -08:00
Miha Kralj 42390aa22e Remove pandas_ta.tar.gz from the repository 2026-02-28 17:12:08 -08:00
Miha Kralj 768123d056 minor 2026-02-28 16:05:11 -08:00
Miha Kralj 83e9511261 python wrapper 2026-02-28 14:14:35 -08:00
Miha Kralj 82e0248eb0 test: refine robustness test to be more agnostic 2026-02-27 12:57:22 -08:00
Miha Kralj 769a923a24 test: setup common stability and robustness properties tracking 2026-02-27 12:50:05 -08:00
Miha Kralj 4ab3a7fb53 doc headers 2026-02-27 07:48:12 -08:00
Miha Kralj 8a1ba95173 validation and profiles 2026-02-26 22:02:52 -08:00
Miha Kralj 9ab37c1200 adding missing validations 2026-02-26 09:59:44 -08:00
Miha Kralj 467a8c1cef filters update 2026-02-23 17:27:35 -08:00
Miha Kralj 7253f61299 Add TRAMA implementation and comprehensive tests
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic.
- Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks.
- Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations).
- Enhanced documentation for TRAMA, including performance profiles and quality metrics.
- Updated workspace configuration by removing unnecessary folder references.
2026-02-21 20:45:38 -08:00
Miha Kralj 90d5638008 Add new moving average implementations: LTMA, MCNMA, NLMA, NMA, NYQMA, RAIN, and TRAMA
- LTMA (Linear Trend Moving Average): Introduces a predictive moving average using dual cascaded EMAs for trend estimation.
- MCNMA (McNicholl EMA): Implements a zero-lag TEMA using a cascaded EMA structure for enhanced responsiveness.
- NLMA (Non-Lag Moving Average): Utilizes a damped cosine kernel to achieve reduced lag in moving averages.
- NMA (Natural Moving Average): Adapts smoothing based on volatility profiles using a square-root kernel.
- NYQMA (Nyquist Moving Average): Applies the Nyquist-Shannon theorem to prevent aliasing in cascaded moving averages.
- RAIN (Rainbow Moving Average): Combines multiple SMA layers with weighted averages for multi-scale smoothing.
- TRAMA (Trend Regularity Adaptive Moving Average): Adapts smoothing based on the frequency of new highs and lows in price data.
2026-02-20 21:40:32 -08:00
Miha Kralj cbeefc9d64 Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code. 2026-02-20 18:44:56 -08:00
Miha Kralj 3dd05f23e4 Refactor indicators to include "Ehlers" in names and descriptions for clarity
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)".
- Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average".
- Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)".
- Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)".
- Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)".
- Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)".
- Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names.
- Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)".
- Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)".
- Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)".
- Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX).
- Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
2026-02-18 19:08:15 -08:00
Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
2026-02-18 11:55:48 -08:00
Miha Kralj 79c0d72d0a Add exact-zero div guards and floating point equality checks to SonarLint rules for quantitative indicators 2026-02-16 22:59:36 -08:00
Miha Kralj fa56e2b76d Refactor exact-zero guards and update mathematical notations across multiple classes to enhance clarity and prevent division by zero errors. 2026-02-16 22:30:30 -08:00
Miha Kralj b63b9730e1 Add exact-zero guards in various classes to prevent division by zero errors 2026-02-16 21:57:11 -08:00
Miha Kralj 63ae2c9ab2 Add TTM Scalper indicator implementation in C# and Pine Script; update Blma class for average calculation; remove missing indicators report and oscillator docs rewrite plans. 2026-02-16 21:26:44 -08:00
Miha Kralj b3a64f18fa Implement ZTEST: One-Sample t-Test Statistic with validation tests
- Added Ztest class to compute the one-sample t-statistic using sample standard deviation with Bessel correction.
- Implemented validation tests for Ztest to ensure accuracy against manual calculations and PineScript.
- Updated documentation for Ztest, detailing its mathematical foundation, performance profile, and common pitfalls.
- Adjusted NDepend badges to reflect changes in code metrics after implementation.
- Updated missing indicators report to reflect the completion of statistical indicators, including ZTEST.
2026-02-16 16:54:36 -08:00
Miha Kralj 09ffd31a40 Update SVG badges and missing indicators report
- Updated class count in classes.svg from 938 to 1078.
- Adjusted comments percentage in comments.svg from 33.06 to 33.02.
- Revised average cyclomatic complexity in complexity.svg from 2.19 to 2.12.
- Increased source files count in files.svg from 1099 to 1275.
- Updated lines of code in loc.svg from 114549 to 129859.
- Increased methods count in methods.svg from 12035 to 14066.
- Updated public types count in public-api.svg from 1086 to 1225.
- Revised missing indicators report with updated counts and categories, reflecting recent implementations and planned additions.
2026-02-15 21:59:03 -08:00
Miha Kralj dfeb23bf3d Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source.
- Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios.
- Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup.
- Removed legacy SGMA implementation and tests to streamline the codebase.
- Updated project files to include new indicator and tests in the build process.
- Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
2026-02-13 21:44:45 -08:00
Miha Kralj 951842acca Add validation tests for various volume and momentum indicators
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator.
- Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior.
- Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match.
- Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes.
- Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume.
- Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
2026-02-12 19:43:09 -08:00