Commit Graph
8 Commits
Author SHA1 Message Date
Miha Kralj a82f6b7949 Refactor: Remove unnecessary using directives across multiple files
- Cleaned up code by removing unused using directives from various test and implementation files in the trends and volume directories.
- This includes files related to HMA, HTIT, JMA, KAMA, LSMA, MAMA, MGDI, PWMA, RMA, SMA, SSF, SUPER, T3, TEMA, TRIMA, USF, VIDYA, WMA, ATR, ADL, and ADOSC.
- Improved code readability and maintainability by streamlining imports.
2025-12-28 23:55:24 -08:00
Miha Kralj 84ff67fb50 Add validation tests for USF and enhance ATR indicator tests
- Introduced Usf.Validation.Tests.cs to validate the USF (Ehlers Ultimate Smoother Filter) for consistency across batch, streaming, and span modes, as well as mathematical properties and coefficient calculations.
- Added comprehensive tests for the ATR indicator in Atr.Quantower.Tests.cs, including constructor validation, historical data processing, and handling of NaN/Infinity inputs.
- Enhanced Atr.Tests.cs with additional tests for iterative corrections, warmup behavior, and true range calculations.
- Updated Atr.cs to ensure warmup period is derived from RMA.
- Added new tests for Adosc in Adosc.Tests.cs to validate handling of NaN and Infinity inputs, and to ensure batch calculations match iterative results.
- Created a new Volatility.csproj to organize volatility-related implementations.
2025-12-28 23:33:46 -08:00
Miha Kralj 13d7c1215d Refactor code formatting and improve consistency across various test files
- Removed unnecessary blank lines in multiple test files to enhance readability.
- Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes.
- Updated comments for clarity and consistency in the `Atr` and `Adl` classes.
- Adjusted project files for better structure and maintainability.
2025-12-28 17:44:08 -08:00
Miha Kralj 5c3b3fbab4 Refactor indicators to support optional time step in Prime method
- Updated the Prime method signature in multiple indicators (Jma, Kama, Lsma, Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, Atr) to accept an optional TimeSpan parameter for improved flexibility.
- Added unit tests for Lsma to verify Dispose functionality, ensuring proper unsubscription from the source and thread safety.
- Enhanced Mama and Wma classes to handle non-finite inputs gracefully and added checks for valid parameters in constructors.
- Introduced additional tests for T3 to validate constructor behavior with invalid volume factors.
- Ensured all indicators maintain consistent behavior when handling edge cases, such as empty buffers and non-finite values.
2025-12-28 15:14:07 -08:00
Miha Kralj 4750c2b1e8 refactor: update validation test classes to be sealed and simplify Dispose methods 2025-12-26 16:43:23 -08:00
Miha Kralj 9c113767ec feat(tests): update tests to use GBM for random data generation; improve consistency and realism in Skew and Variance tests; refine validation logic in Beta tests 2025-12-26 12:05:07 -08:00
Miha Kralj ac8b2dbb3f feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation
feat(trends): implement IDisposable in Bessel and Conv classes to manage event subscriptions
fix(trends): add validation for period and parameters in Kama and MGDI calculations
fix(trends): clamp logarithmic calculations in JMA to avoid -Infinity
2025-12-25 20:18:14 -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