Miha Kralj
031f1b5fe6
feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings
2026-03-09 13:45:46 -07:00
Miha Kralj
1910fdca93
chore: repo cleanup and code quality improvements
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- 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
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
6d6259a47d
normalization of methods
2026-02-10 21:33:16 -08:00
Miha Kralj
bcb52ef5ec
Add Close-to-Close Volatility (CCV) implementation and validation tests
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- Implemented CCV class for calculating annualized log return volatility using SMA, EMA, and WMA smoothing methods.
- Added comprehensive unit tests for CCV to validate mathematical correctness, consistency across methods, and edge cases.
- Created documentation for CCV detailing its mathematical foundation, smoothing methods, and performance metrics.
2026-01-31 17:25:39 -08:00
86fe32a682
SIMD Refactor: Merge simd-dev into dev ( #55 )
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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 Kralj