Commit Graph

17 Commits

Author SHA1 Message Date
Miha Kralj 51e885a4a6 volume category touchup 2026-01-31 11:21:09 -08:00
Miha Kralj 7b3a6520d2 volume indicators 2026-01-30 12:47:25 -08:00
Miha Kralj 76d2b50cbb Add Price Volume Trend (PVT) Indicator and Tests
- Implemented the PvtIndicator class for calculating Price Volume Trend in Quantower.
- Created unit tests for the Pvt class to validate calculations and state management.
- Added validation tests to ensure consistency with OoplesFinance's implementation.
- Developed a comprehensive documentation (Pvt.md) explaining the PVT concept, calculations, and usage.
- Included methods for batch calculations and streaming updates for PVT.
2026-01-28 17:54:43 -08:00
Miha Kralj dc1902f4d5 Add Negative Volume Index (NVI) implementation and tests
- Implemented NVI indicator in Nvi.Quantower.cs with configurable start value and cold value display option.
- Created unit tests for NVI functionality in Nvi.Tests.cs, covering various scenarios including initialization, updates, and edge cases.
- Added validation tests in Nvi.Validation.Tests.cs to ensure NVI matches expected behavior against known implementations.
- Developed comprehensive documentation for NVI in Nvi.md, detailing its historical context, mathematical foundation, and interpretation guide.
- Included error handling for invalid input values and ensured compatibility with volume data.
2026-01-28 15:33:47 -08:00
Miha Kralj c7e55c2f1e Add Intraday Intensity Index (III) implementation and tests
- Implemented the III indicator in Iii.Quantower.cs, measuring buying/selling pressure based on close price within the day's range, weighted by volume.
- Added unit tests for III functionality in Iii.Tests.cs, covering various scenarios including default parameters, updates, and cumulative mode.
- Created validation tests in Iii.Validation.Tests.cs to ensure consistency between streaming, batch, and span calculations.
- Developed comprehensive documentation for III in Iii.md, detailing its historical context, mathematical foundation, and common pitfalls.
2026-01-28 08:56:41 -08:00
Miha Kralj a9e72dae0d Refactor and enhance various channel indicators for improved performance and stability
- Updated Codacy instructions to streamline usage guidelines.
- Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series.
- Changed Fcb class to use long for monotonic deques to avoid truncation issues.
- Enhanced Kchannel class to ensure safe defaults for non-finite values.
- Improved Maenv class to prevent double-priming during calculations.
- Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking.
- Updated Pchannel class to correctly reference IsHot state.
- Refined Regchannel class to avoid double-processing during calculations.
- Enhanced Starchannel class to sanitize non-finite values during calculations.
- Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision.
- Updated Ubands class to only update last valid values on new bars.
- Modified Uchannel.Quantower.cs to allow for finer multiplier precision.
- Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths.
- Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths.
- Updated MonotonicDeque to use long for indices to prevent overflow.
- Improved Mdape class to handle zero actual values with a substitute value for error calculation.
- Enhanced Rae class to ensure correct state management during updates.
- Refined Wmape class to simplify the logic for finding last valid actual and predicted values.
- Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.
2026-01-27 23:48:33 -08:00
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -08:00
Miha Kralj fd6c80e8db Add Chaikin Money Flow (CMF) Indicator Implementation and Tests
- Implemented CMF indicator in Cmf.cs with detailed calculations and methods.
- Created unit tests for CMF validation against Skender, Ooples, and batch processing.
- Added documentation for CMF in Cmf.md, explaining its purpose, calculations, and usage.
- Updated project files to include new statistics library.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.
2026-01-23 18:40:20 -08:00
Miha Kralj b2c1787782 docs: update category index files and fix indicator implementations (#58) 2026-01-19 18:25:48 -08:00
Miha Kralj 8c484e872e reviews 2026-01-18 22:39:58 -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
codefactor-io a0c99ef326 [CodeFactor] Apply fixes 2024-11-03 23:47:53 +00:00
Miha Kralj f519594371 Adr, Ap, Atrp, Atrs, Vp, Vwap, Vwma 2024-11-01 18:36:01 -07:00
Miha 6231bab9e5 feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi 2024-10-30 13:45:36 -07:00
Miha 06c6875970 feat: Trix, Aroon 2024-10-30 10:42:50 -07:00
Miha 45c6f08e1e Adl, Adosc, Aobv, Cmf 2024-10-28 15:29:29 -07:00
Miha c21b96152c macos dev update 2024-10-26 23:54:55 -07:00