Commit Graph

8 Commits

Author SHA1 Message Date
Miha Kralj ac8b2dbb3f feat(tests): enhance tests with GBM for noise generation and improve tolerance for MAMA validation
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
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 47884bddab Refactor and optimize TBar, TBarSeries, and TSeries notebooks; remove obsolete code
- Enhanced Alma class by simplifying the CalculateWeightedSum method and removing unnecessary comments.
- Removed SIMD-related methods from Conv class, replacing them with optimized DotProduct calls.
- Updated Sma and Wma classes to use source.ContainsNonFinite() for non-finite value checks, improving readability and performance.
2025-12-10 15:03:58 -05:00
Miha Kralj c802a9ea80 fix: address code review issues in indicators and core components 2025-12-09 16:00:04 -05:00
Miha Kralj ee358bfdd9 Enhance coding conventions and static analysis setup; update .editorconfig, scanner.sh, and various C# files for improved readability and performance 2025-12-04 14:36:00 -08:00
Miha Kralj 967096d4f5 Refactor and optimize various components of QuanTAlib
- Removed WmaVector class to streamline weighted moving average calculations.
- Simplified RingBuffer implementation by removing unnecessary comments and improving clarity.
- Enhanced SIMD extensions for better performance and readability.
- Updated TBar and TBarSeries classes to improve property calculations and reduce overhead.
- Cleaned up TValue struct by removing redundant comments.
- Added comprehensive unit tests for IndicatorExtensions and TrimaIndicator to ensure functionality and correctness.
2025-12-04 13:49:05 -08:00
Miha Kralj 4a0a8d6da2 chore: Update project files and configurations; enhance .gitignore, add Qodana and SonarScanner scripts, and improve test project references 2025-12-03 09:27:29 -08:00
Miha Kralj 1f80cfda74 feat: Implement SIMD-optimized Multi-Period Simple Moving Average (SMA) with RingBuffer
- Added SmaVector class for calculating multiple SMAs in parallel using SIMD.
- Introduced RingBuffer class for efficient circular buffer management with running sum.
- Implemented unit tests for RingBuffer to ensure correctness and performance.
- Enhanced Add method in RingBuffer to support bar correction semantics.
- Added methods for calculating Min and Max using SIMD acceleration.
- Improved performance with pinned memory and direct span access for SIMD compatibility.
2025-11-29 18:28:42 -08:00