Commit Graph

4 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 bf611d319f Add R² and SMAPE error metrics with comprehensive tests and documentation
- 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.
2025-12-29 20:58:21 -08:00
Miha Kralj 822aaa0d40 Add Ehlers Hilbert Transform Instantaneous Trend (HTIT) implementation and tests
- Implemented the HTIT indicator in Htit.cs, utilizing the Hilbert Transform for trend analysis.
- Added unit tests for HTIT validation against TA-Lib, Skender, and Ooples implementations in Htit.Validation.Tests.cs.
- Created documentation for HTIT in Htit.md, detailing its core concepts, formula, parameters, usage, and interpretation.
2025-12-14 16:52:02 -08:00
Miha Kralj 4b17984cfd Add PWMA implementation and tests; enhance documentation 2025-12-13 20:21:21 -08:00