- Introduced R² (Coefficient of Determination) metric with detailed mathematical foundation, performance profile, and usage examples.
- Implemented SMAPE (Symmetric Mean Absolute Percentage Error) metric, addressing asymmetry in MAPE with symmetric error calculations.
- Added unit tests for SMAPE covering various scenarios including edge cases and input validation.
- Enhanced Dema class to correctly handle event publishing with isNew parameter.
- Updated Quantower test project to include coverage configuration for better test reporting.
- 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.
refactor: enhance Bilateral and SMA indicators to handle edge cases and improve state management
refactor: clean up whitespace and formatting in various test files for consistency
- Updated event handler signatures to use TValueEventArgs for consistency in Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, and Atr classes.
- Enhanced argument validation by specifying parameter names in exceptions for clarity.
- Adjusted tests to align with new event handler signatures.
- Improved code readability and maintainability by using structured records and lambda expressions.
- Introduced TBar struct for efficient OHLCV data representation.
- Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout.
- Added TSeries class for time-series data management with zero-copy access.
- Created TValue struct for time-value pairs with implicit conversions.
- Defined IFeed interface for consistent data feed implementations.
- Developed CsvFeed class for loading historical OHLCV data from CSV files.
- Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion.
- Added Quantower project files for Averages indicator with necessary dependencies and configurations.
- Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.
Miha Kralj