Commit Graph

621 Commits

Author SHA1 Message Date
Miha Kralj 8937b0c0fa fix: CI checkout auth + Wrmse test failure
- Publish.yml: Change workflow permissions from {} to contents:read
  to fix GITHUB_TOKEN having no scopes for actions/checkout@v4
- Wrmse.cs: Use DateTime.UtcNow instead of DateTime.MinValue in
  Update(double,double,double) to match Beta/Covariance pattern
- Bump version to 0.8.5
2026-03-11 20:54:16 -07:00
Miha Kralj b9783f7c03 docs: sweep all indicator references — fix paths, add missing entries, sort alphabetically
_sidebar.md:
- Fix 4 wrong DI/DM paths (minus_di→minusdi, minus_dm→minusdm, plus_di→plusdi, plus_dm→plusdm)
- Sort Dynamics section alphabetically
- Add DECAY and EDECAY to Numerics section

lib/dynamics/_index.md:
- Fix HT_TRENDMODE link (Httrendmode.md→HtTrendmode.md)
- Sort all 25 indicators alphabetically

lib/core/_index.md:
- Sort all 8 indicators alphabetically (HA was out of order)

docs/indicators.md:
- FIR: Replace with all 33 entries sorted
- IIR: Replace with all 36 entries sorted
- Filters: Add SAK (now 37 entries)
- Oscillators: Add 17 missing (BBI, BRAR, COPPOCK, CRSI, CTI, DOSC, ER, ERI, FI, KRI, KST, MSTOCH, PSL, QQE, RVGI, SQUEEZE, TD_SEQ) — now 48 entries
- Dynamics: Sort all 25 entries alphabetically
- Statistics: Add POLYFIT, TRIM, WAVG, WINS — now 35 entries sorted
- Numerics: Add FFT, IFFT — now 31 entries sorted
- Core: Add HA — now 8 entries sorted

Total: 402 indicators across 16 categories, all cross-referenced.
2026-03-11 20:36:36 -07:00
Miha Kralj 33d20f2a18 feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators
Complete thin Dx-composition wrapper indicators with full test coverage:

- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
2026-03-11 20:21:52 -07:00
Miha Kralj 56b86bebfb fix: use matched[1] for route capture group to prevent duplicated path in .pine fetch 2026-03-11 18:41:17 -07:00
Miha Kralj b048786547 fix: use docsify routes config for .pine files to prevent 404
Replace beforeEach hook with docsify's routes config that intercepts
.pine URL patterns before docsify attempts to fetch them as .md files.
The route handler fetches the actual .pine file and wraps it in a
markdown code fence, giving each .pine file a unique URL hash.
2026-03-11 18:39:40 -07:00
Miha Kralj c1abea0857 docs: give .pine files their own URL hash via docsify beforeEach hook
Replace manual click-interception plugin with a clean beforeEach hook
that detects .pine routes and wraps raw content in markdown code fences.
This gives each .pine file its own unique URL (e.g. #/lib/.../atr.pine),
supports direct linking, bookmarks, and browser back/forward navigation.
2026-03-11 18:34:58 -07:00
Miha Kralj 19f956521d docs: add PineScript links to all indicator .md files, docsify .pine renderer with comprehensive Prism v6 syntax highlighting
- Added PineScript row to property tables in 375 .md files linking to companion .pine files
- Docsify plugin intercepts .pine link clicks, fetches and renders content as syntax-highlighted code blocks
- Comprehensive Prism.languages.pine grammar covering 18 token categories: annotations, types, qualifiers, namespaces, OHLCV builtins, functions, keywords, operators
- Custom CSS tokens using GitHub dark palette for Pine-specific visual differentiation
2026-03-11 15:36:23 -07:00
codefactor-io 567fa89465 [CodeFactor] Apply fixes to commit 4a01f03 2026-03-11 03:35:12 +00:00
Miha Kralj 4a01f03cb4 Merge branch 'dev' 2026-03-10 20:34:18 -07:00
Miha Kralj 7ec79538aa refactor: move Decay/Edecay from trends_IIR to numerics; update filter signatures
- Move lib/trends_IIR/decay/ → lib/numerics/decay/
- Move lib/trends_IIR/edecay/ → lib/numerics/edecay/
- Update Category in Decay.md/Edecay.md from Trends (IIR) to Numerics
- Add DECAY/EDECAY entries to lib/numerics/_index.md and docs/indicators.md
- Update filter signature .md files and .svg assets
- Update trends_IIR signature docs (htit, mama, holt, etc.)
- All 163 tests passing, 0 warnings, 0 errors
2026-03-10 20:33:55 -07:00
Miha Kralj 35a6702b06 fix(docs): correct .md documentation across errors, dynamics, filters, forecasts, momentum, numerics, oscillators, reversals, statistics, trends, volatility, volume
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
2026-03-10 18:38:23 -07:00
Miha Kralj 8906c62dcf fix(docs): correct warmup values in cycles/channels .md files
Cycles:
- ebsw: warmup 1 bar → Math.Max(hpLength, ssfLength) + 3 (default 43)
- homod: warmup 1 bar → maxPeriod * 2 (default 100)

Channels:
- apchannel: warmup 1 bar → ⌈3/alpha⌉ (default 15); params None → alpha; outputs Single → Multiple
- jbands: warmup 1 bar → ⌈20 + 80 × period^0.36⌉
- uchannel: warmup 1 bar → Math.Max(strPeriod, centerPeriod)"
2026-03-10 18:37:19 -07:00
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 8e43d62cbb fix: move Roslyn SARIF upload from Sonar_Analysis to ReSharper_Analysis
SonarScanner wrapper overrides ErrorLog MSBuild property, preventing
Roslyn SARIF generation. ReSharper_Analysis already builds without
SonarScanner wrapping, so ErrorLog works correctly there.
development
2026-03-04 17:54:25 -08:00
Miha Kralj 4b3d4d188c Merge dev into main v0.8.4 2026-03-04 15:56:50 -08:00
Miha Kralj 935a5ab26c fix(python): align QtlEacp export params with Eacp.Batch signature
The NativeAOT export had stale parameter names (period, minPeriod,
maxPeriod, useMedian) from an older API. Renamed to match the actual
Eacp.Batch(minPeriod, maxPeriod, avgLength, enhance) signature.
ABI preserved — same 7 params, same types, no Python-side changes needed.
2026-03-04 11:59:42 -08:00
Miha Kralj 0d85d820cd suppress S1192 in Directory.Build.props NoWarn for build-time silence 2026-03-04 10:31:31 -08:00
Miha Kralj 37eea8761b suppress S1192: guard clause exception messages are inline by convention 2026-03-04 10:29:51 -08:00
Miha Kralj ef330e527c fix: target quantalib.csproj instead of .slnx for inspectcode
Analysis of full .slnx (800+ files across 5 projects) still times out
even with --no-build. Target lib/quantalib.csproj directly to scope
analysis to the main library (~400 files). Consistent with proven
local inspectcode approach.
2026-03-04 10:03:50 -08:00
Miha Kralj 0868f20820 refactor: use --include=**.cs instead of --exclude for inspectcode
Per JetBrains docs, --exclude only filters report output, not scanning.
Switch to --include="**/*.cs" for cleaner SARIF with only C# results.
2026-03-04 10:01:37 -08:00
Miha Kralj 92ccb7e53a fix: resolve ReSharper InspectCode CI timeout
- Pre-build solution before inspectcode to avoid redundant 4-min internal build
- Add --no-build flag to jb inspectcode
- Add --exclude patterns for bin/obj/TestResults and binary artifacts
- Bump timeout-minutes from 15 to 20 as safety margin
2026-03-04 09:52:09 -08:00
Miha Kralj f192b6d014 merge: bump version to 0.8.4 2026-03-04 08:50:31 -08:00
Miha Kralj 4f22062f78 chore: bump version to 0.8.4 2026-03-04 08:50:29 -08:00
Miha Kralj 9e8af76de1 merge: move sonar-suppressions.json to .github/ 2026-03-04 08:49:12 -08:00
Miha Kralj 0d94b4df52 refactor: move sonar-suppressions.json to .github/ directory
Keeps CI config files consolidated under .github/.
Updated Publish.yml references accordingly.
2026-03-04 08:49:10 -08:00
Miha Kralj fc45768f66 merge: restore sonar-suppressions.json for CI fix 2026-03-04 08:40:15 -08:00
Miha Kralj 7e72b0760e fix: restore sonar-suppressions.json for CI pipeline
File was accidentally deleted in repo cleanup (1910fdca).
Required by Codacy_Rule_Sync and Sonar_Analysis jobs.
2026-03-04 08:40:07 -08:00
Miha Kralj 6ae79525f6 merge: dev into main - license docs, Python/PineScript guides, API updates 2026-03-03 22:12:25 -08:00
Miha Kralj 56602c725d docs: fix README formatting 2026-03-03 22:12:23 -08:00
Miha Kralj f10baa6dfb docs: add license rationale, Python/PineScript guides, API updates
- Add docs/license.md with Apache 2.0 rationale and patent protection analysis
- Add docs/python.md and docs/pinescript.md platform guides
- Expand README license section with disclosure and link to rationale
- Update docs/api.md and docs/architecture.md
- Update Python bindings: helpers, all indicator modules, pyproject.toml
- Add Python tests for Arrow and Polars integration
- Update TValue core type and documentation
- Add fix_length_to_period tooling script
2026-03-03 22:11:35 -08:00
Miha Kralj 9d8cd22ae6 fix: add environment 'pypi' to Publish_Package job for trusted publishing
PyPI trusted publisher OIDC token exchange failed because the workflow
job did not declare a GitHub environment. PyPI's trusted publisher config
requires environment claim to match. Added environment: pypi to the
Publish_Package job in Release.yml.
v0.8.2
2026-03-03 13:15:48 -08:00
Miha Kralj 6f4e083811 fix: add environment 'pypi' to Publish_Package job for trusted publishing
PyPI trusted publisher OIDC token exchange failed because the workflow
job did not declare a GitHub environment. PyPI's trusted publisher config
requires environment claim to match. Added environment: pypi to the
Publish_Package job in Release.yml.
2026-03-03 13:15:17 -08:00
codefactor-io 5957ef065c [CodeFactor] Apply fixes to commit 7737098 2026-03-03 20:43:16 +00:00
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