Commit Graph

14 Commits

Author SHA1 Message Date
Miha Kralj d493bfd42f Refactor documentation for various filters and indicators to enhance clarity and consistency
- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features.
- Added a new Qodana configuration file for code analysis.
- Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.
2025-12-31 23:39:47 -08:00
Miha Kralj 11f4ec2497 Add Ultimate Oscillator implementation and documentation
- Introduced the Ultimate Oscillator (UltOsc) indicator with detailed mathematical foundation and performance profile.
- Added historical context and common pitfalls for better user understanding.
- Implemented Bilateral filter with enhanced update methods and batch calculations.
- Updated Blackman Moving Average (BLMA) with improved handling of NaN values and batch processing capabilities.
- Created unit tests for AmatIndicator to ensure proper functionality and signal generation.
- Integrated AmatIndicator into the Quantower platform with appropriate line series for trend and strength visualization.
- Updated project file to include new indicator implementations.
2025-12-31 23:30:54 -08:00
Miha Kralj 78a3a25ada Add AFIRMA indicator implementation with validation tests and documentation
- Implemented AFIRMA (Autoregressive Finite Impulse Response Moving Average) class with support for various window types and batch processing.
- Created unit tests for AFIRMA to validate internal consistency, streaming, and batch processing.
- Added comprehensive documentation for AFIRMA, including usage examples, performance profile, and parameter selection guide.
- Removed obsolete omnisharp.json configuration file.
2025-12-30 20:42:15 -08:00
Miha Kralj 4dbb093892 Add Kahan-Babuška Summation Algorithm and Enhance Variance Indicator Tests
- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation.
- Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases.
- Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties.
- Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes.
- Updated `UsfIndicator` implementation to simplify source handling and improve short name generation.
- Modified Qodana configuration to exclude unused auto property accessor warnings.
2025-12-29 18:56:10 -08:00
Miha Kralj 16a21a5b65 feat: Add Cumulative Moving Average (CMA) implementation with detailed documentation
- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
2025-12-29 09:34:37 -08:00
Miha Kralj f2487ced04 Refactor tests and project files for improved consistency and clarity 2025-12-27 18:09:04 -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
Miha Kralj 68168ec414 feat: Implement Butterworth Filter with tests and documentation 2025-12-22 22:45:27 -08:00
Miha Kralj 57aaec1ac8 feat: Add Blackman Window Moving Average (BLMA) implementation and documentation 2025-12-22 22:15:27 -08:00
Miha Kralj 4efa0e773e Enhance documentation and validation for various indicators 2025-12-22 20:42:26 -08:00
Miha Kralj 6bd0096297 feat: enhance validation tests for Aroon Oscillator and ADOSC 2025-12-22 15:31:38 -08:00
Miha Kralj a7b7207801 Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup
- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
2025-12-21 14:37:44 -08:00
Miha Kralj d21fea3c18 feat: Enhance volume indicators with ADOSC and SSF implementation and validation 2025-12-20 15:08:07 -08:00
Miha Kralj b5358091ae feat: Add Absolute Price Oscillator (APO) implementation and documentation
feat: Implement ADL (Accumulation/Distribution Line) indicator
2025-12-18 21:32:01 -08:00