Commit Graph

5 Commits

Author SHA1 Message Date
Miha Kralj 67ad6f0cba v0.8.7: Replace periodic ResyncInterval with Kahan compensated summation
Comprehensive refactor across all indicators replacing the periodic
ResyncInterval-based drift correction (every 1000 ticks recalculate
from scratch) with Kahan compensated summation for running sums.

Key changes:
- Remove ResyncInterval constants and TickCount fields from all State records
- Add Kahan compensation fields (SumComp, SumSqComp, etc.) to State records
- Replace naive sum += val - removed with Kahan delta pattern
- Remove Resync()/RecalculateSum() methods that did O(N) recalculation
- Update batch/SIMD paths to use Kahan compensation instead of resync loops
- IIR filters (EMA, REMA, RGMA) simplified: inherently self-correcting
- Version bump to 0.8.7
- Build system: README version stamping via Directory.Build.props
- Minor doc/test tolerance adjustments for new numerical characteristics

Affected modules: channels, core, cycles, dynamics, errors, momentum,
oscillators, statistics, trends_FIR, trends_IIR, volatility, volume
2026-03-13 22:01:31 -07:00
Miha Kralj 769a923a24 test: setup common stability and robustness properties tracking 2026-02-27 12:50:05 -08:00
Miha Kralj 7b3a6520d2 volume indicators 2026-01-30 12:47:25 -08:00
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -08:00
Miha Kralj 86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
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