Commit Graph
24 Commits
Author SHA1 Message Date
Miha Kralj 78a3a25ada Add AFIRMA indicator implementation with validation tests and documentation
- Implemented AFIRMA (Autoregressive Finite Impulse Response Moving Average) class with support for various window types and batch processing.
- Created unit tests for AFIRMA to validate internal consistency, streaming, and batch processing.
- Added comprehensive documentation for AFIRMA, including usage examples, performance profile, and parameter selection guide.
- Removed obsolete omnisharp.json configuration file.
2025-12-30 20:42:15 -08:00
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 16a21a5b65 feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation
- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
2025-12-29 09:34:37 -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 68168ec414 feat: Implement Butterworth Filter with tests and documentation 2025-12-22 22:45:27 -08:00
Miha Kralj 57aaec1ac8 feat: Add Blackman Window Moving Average (BLMA) implementation and documentation 2025-12-22 22:15:27 -08:00
Miha Kralj 4efa0e773e Enhance documentation and validation for various indicators 2025-12-22 20:42:26 -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 54c309e5cf feat: Implement Ehlers Ultimate Smoother Filter (USF) with documentation and tests 2025-12-20 15:57:38 -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 b5358091ae feat: Add Absolute Price Oscillator (APO) implementation and documentation
feat: Implement ADL (Accumulation/Distribution Line) indicator
2025-12-18 21:32:01 -08:00
Miha Kralj d475bcd19a New version merge 2024-09-22 17:31:24 -07:00
Miha Kralj 56f8db2949 Update main automation workflow to use wildcard for dotcover report path 2023-05-04 08:40:37 -07:00
Miha Kralj 167f20e3a8 fix on JMA 2023-03-19 18:35:34 -07:00
Miha Kralj 6db1ba7562 SMA docs 2023-01-07 22:32:33 -08:00
Miha Kralj 5e13da7532 Pandas-TA test engine update to Python 3.11.1 2023-01-06 11:58:14 -08:00
Miha Kralj 7a0279b3d5 Decay 2023-01-05 16:40:08 -08:00
Miha Kralj ca54856a66 Fibonacci Moving Average 2023-01-04 13:51:57 -08:00
Miha Kralj 83e5d89cbb HWMA 2022-12-27 12:28:53 -08:00
Miha Kralj 509bf244d9 Documentation 2022-12-26 20:12:56 -08:00
Miha Kralj 3227cc1c55 DEMA and tests 2022-12-24 19:09:09 -08:00
Miha Kralj ddcb49995b docsify 2022-12-24 16:18:30 -08:00
Miha Kralj 9ad467cd5a Quantower adaptation 2022-12-21 07:24:21 -08:00
Miha Kralj 3aaa1c95c6 docs 2022-11-28 10:54:37 -08:00