d7dbd7078a
Refactor event handling and improve argument validation across indicators
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- 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.
2025-12-27 15:46:28 -08:00
4750c2b1e8
refactor: update validation test classes to be sealed and simplify Dispose methods
2025-12-26 16:43:23 -08:00
f45ffde425
qodana wants .net8.0
2025-12-26 13:59:13 -08:00
5d176b00b1
feat(qodana): update .NET SDK targeting to net8.0; remove installation of net10.0 SDK
2025-12-26 13:43:34 -08:00
618837dc27
feat(subscriptions): update event subscription handling to use non-nullable source parameters; remove defensive null checks
2025-12-26 13:34:21 -08:00
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
c2bc665ecf
feat(tests): add comprehensive tests for LinReg, StdDev, Variance, and Mama indicators; enhance Pwma constructor with null check; improve coverage path mappings in Qodana configuration
2025-12-26 11:50:18 -08:00
86e2934f1b
feat(rsi, alma, bilateral, blma, butter, ema, htit, kama, lsma, pwma, rma, trima, vidya, wma): enhance calculations with NaN handling and edge case management; improve performance and stability across multiple classes
2025-12-25 22:16:07 -08:00
0d077c24d8
feat(validation): add input validation for Bilateral and Blma constructors; enhance Butter and Mgdi calculations with NaN handling
2025-12-25 20:53:56 -08:00
ac8b2dbb3f
feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation
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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
952d6f142c
fix(tests): update tolerance in SkewValidationTests for improved precision
2025-12-25 18:46:16 -08:00
4ff6dc0ad9
feat(statistics): add Variance indicator with O(1) calculation and usage example
2025-12-25 17:18:41 -08:00
9ba89812cd
Refactor MAMA and HTIT implementation for improved accuracy and performance
2025-12-24 20:50:58 -08:00
8917575994
Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval
2025-12-24 13:50:19 -08:00
c47b106597
fix: Update Balance of Power description in momentum indicators documentation
2025-12-23 20:17:18 -08:00
68168ec414
feat: Implement Butterworth Filter with tests and documentation
2025-12-22 22:45:27 -08:00
57aaec1ac8
feat: Add Blackman Window Moving Average (BLMA) implementation and documentation
2025-12-22 22:15:27 -08:00
7b1e0c738d
feat: add Ooples WWMA tests and validate convergence for Aroon Oscillator
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refactor: update BOP indicator properties to static and improve performance
2025-12-22 21:34:05 -08:00
4efa0e773e
Enhance documentation and validation for various indicators
2025-12-22 20:42:26 -08:00
31cca5557f
fix: update return statement to use spread operator for TSeries in Adx and Adxr classes
2025-12-22 15:51:44 -08:00
2c114fdb08
feat: add timestamp handling in Adx and remove obsolete Pwma comparison tests
2025-12-22 15:41:09 -08:00
6bd0096297
feat: enhance validation tests for Aroon Oscillator and ADOSC
2025-12-22 15:31:38 -08:00
d2a622bff9
test tolerances updated
2025-12-22 12:50:41 -08:00
a7b7207801
Refactor documentation to remove "Zero-Allocation Design" sections across various trend indicators and implement a PowerShell script for automated cleanup
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- Updated mathematical foundations and performance profiles where necessary to maintain clarity and coherence.
2025-12-21 14:37:44 -08:00
54c309e5cf
feat: Implement Ehlers Ultimate Smoother Filter (USF) with documentation and tests
2025-12-20 15:57:38 -08:00
d21fea3c18
feat: Enhance volume indicators with ADOSC and SSF implementation and validation
2025-12-20 15:08:07 -08:00
a37d5818be
fix: Update ADL calculation to handle empty source and improve versioning in Publish.yml
2025-12-18 22:00:11 -08:00
b5358091ae
feat: Add Absolute Price Oscillator (APO) implementation and documentation
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feat: Implement ADL (Accumulation/Distribution Line) indicator
2025-12-18 21:32:01 -08:00
35e5571237
docs
2025-12-18 13:51:06 -08:00
5d03dec741
Refactor documentation for clarity and detail
2025-12-17 23:00:52 -08:00
1084644a3d
Add Aroon Indicator implementation and tests
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- Implemented Aroon Indicator with constructor, initialization, and update methods.
- Added unit tests for AroonIndicator to verify default settings, historical depth, short name, source code link, and processing of historical bars.
- Created Aroon class for core calculations, including methods for updating with TBar and TBarSeries.
- Added validation tests to ensure Aroon calculations match results from Skender and TA-Lib.
- Updated documentation for Aroon Indicator with calculation methods and usage examples.
- Refactored Dema and Wma classes to use Batch methods for calculations.
- Enhanced performance benchmarks by increasing bar count and integrating OoplesFinance indicators.
- Updated project dependencies to include OoplesFinance.StockIndicators.
2025-12-17 13:18:25 -08:00
facc814ede
chore: Update action versions in Publish.yml; improve .gitignore entries; refactor Alma, Super, and Trima classes for clarity and performance
2025-12-17 10:16:37 -08:00
612d2d2c89
Refactor code structure for improved readability and maintainability
2025-12-17 07:51:53 -08:00
8cec2fec8d
feat: Refactor TBar and TValue to record structs; improve readability and performance
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fix: Update condition checks in Htit and Mgdi for better numerical stability
refactor: Simplify parameter struct in T3 and enhance Vidya state management
2025-12-17 07:27:45 -08:00
d277e08056
refactoring
2025-12-16 21:16:50 -08:00
a67ad65fa5
Test completeness
2025-12-14 21:55:40 -08:00
f761cc5712
feat: Add Awesome Oscillator (AO) implementation with tests and documentation
2025-12-14 21:01:21 -08:00
db6f994d75
feat: Implement ADX Indicator with tests, documentation, and integration
2025-12-14 20:37:30 -08:00
016c10b68a
feat: Implement ADX Indicator with Quantower integration
2025-12-14 20:32:01 -08:00
78775c1da0
feat: implement SuperTrend indicator with tests and documentation
2025-12-14 19:28:07 -08:00
18759beb5e
feat: implement McGinley Dynamic Indicator (MGDI) with tests and documentation
2025-12-14 17:14:51 -08:00
822aaa0d40
Add Ehlers Hilbert Transform Instantaneous Trend (HTIT) implementation and tests
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- 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
f7b8fe1654
feat: implement DMX indicator with comprehensive tests and documentation
2025-12-13 23:17:56 -08:00
fd3065e7b9
fix: add validation for empty span in MinScalar and MaxScalar methods; ensure valid OHLC values in GBM calculations
2025-12-13 22:51:26 -08:00
7168866098
fix: update return type for empty source in Jma to an empty array
2025-12-13 22:32:12 -08:00
c1a476ed9c
fix: update validation logic to prevent negative start index and improve error message for alpha parameter
2025-12-13 22:16:29 -08:00
9587560cd8
feat: Add Jurik Composite Fractal Behavior (CFB) indicator and tests
2025-12-13 21:38:32 -08:00
4b17984cfd
Add PWMA implementation and tests; enhance documentation
2025-12-13 20:21:21 -08:00
60227a23c1
Implement Jurik Moving Average (JMA) with adaptive smoothing and comprehensive tests
2025-12-12 21:35:00 -08:00
79dcbcaddd
Refactor validation tests to improve tolerance handling and clarify validation logic for TEMA and VIDYA indicators
2025-12-12 19:03:23 -08:00
Miha Kralj