- Added detailed comments explaining the validation limitations for MMA and ZLEMA due to differences in algorithm implementations.
- Implemented validation tests for True Range against TALib and Tulip, ensuring directional agreement.
- Updated Ulcer Index validation to clarify differences in algorithmic approaches between QuanTAlib and Skender.
- Enhanced Ease of Movement tests to verify directional agreement with Tulip's EMV, noting differences in volume scaling.
- Expanded Klinger Volume Oscillator tests to validate against Skender and Tulip, focusing on directional agreement across multiple period configurations.
- Improved Negative Volume Index tests to compare percentage changes with Tulip, addressing differences in starting values.
- Updated Positive Volume Index tests to validate against Tulip, emphasizing percentage change comparisons.
- Enhanced Williams Accumulation/Distribution tests to verify directional agreement with Tulip, highlighting formula differences.
- Implemented ChopIndicator for Quantower with configurable period and cold value display.
- Created Chop class for calculating the Choppiness Index with detailed documentation.
- Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases.
- Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples.
- Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
- Updated Codacy instructions to streamline usage guidelines.
- Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series.
- Changed Fcb class to use long for monotonic deques to avoid truncation issues.
- Enhanced Kchannel class to ensure safe defaults for non-finite values.
- Improved Maenv class to prevent double-priming during calculations.
- Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking.
- Updated Pchannel class to correctly reference IsHot state.
- Refined Regchannel class to avoid double-processing during calculations.
- Enhanced Starchannel class to sanitize non-finite values during calculations.
- Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision.
- Updated Ubands class to only update last valid values on new bars.
- Modified Uchannel.Quantower.cs to allow for finer multiplier precision.
- Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths.
- Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths.
- Updated MonotonicDeque to use long for indices to prevent overflow.
- Improved Mdape class to handle zero actual values with a substitute value for error calculation.
- Enhanced Rae class to ensure correct state management during updates.
- Refined Wmape class to simplify the logic for finding last valid actual and predicted values.
- Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.
- Introduced a new CodeQL extension for C# in `.github/codeql/extensions/quantalib-csharp/codeql-pack.yml`.
- Added SonarLint configuration in `.sonarlint/CSharp/SonarLint.xml` and `.sonarlint/csharp.ruleset` to suppress specific rules for high-performance indicators.
- Removed outdated `.vscode/launch.json` configurations.
- Updated `.vscode/tasks.json` to streamline build and test tasks, including renaming and consolidating tasks.
- Modified `Directory.Build.props` to enhance SARIF output directory handling and integrate SonarLint rules.
- Refactored various indicator classes to improve code clarity and maintainability, including updates to method parameters for consistency.
- Added XML documentation comments to several classes and methods for better code understanding.
- Improved numerical stability in calculations by replacing direct comparisons with `double.Epsilon` checks in multiple classes.
- Implemented Sdchannel class for calculating standard deviation channels based on linear regression.
- Added detailed documentation for SDCHANNEL, including overview, calculation methods, and interpretation.
- Updated project files to include new numerics library components in Channels and Volatility projects.
Miha Kralj