Commit Graph

5 Commits

Author SHA1 Message Date
Miha Kralj 951842acca Add validation tests for various volume and momentum indicators
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator.
- Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior.
- Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match.
- Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes.
- Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume.
- Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
2026-02-12 19:43:09 -08:00
Miha Kralj 653aafacd8 feat: Add Prime method to various indicators for initializing state with historical data
- Implemented Prime method in Vel, Ao, Apo, Frama, Adl, Adosc, Aobv, Cmf, Efi, Eom, Iii, Kvo, Mfi, Nvi, Obv, Pvd, Pvi, Pvo, Pvr, Pvt, Tvi, Twap, Va, Vf, Vo, Vroc, Vwad, Vwap, and Vwma classes.
- The Prime method resets the indicator state and processes the provided historical bar data to initialize the indicator.
- Added warmup period property to Adl and Wad classes to define the minimum number of data points required for validity.
- Updated benchmark tests to use Batch methods for performance evaluation.
2026-02-11 20:38:38 -08:00
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -08:00
Miha Kralj 4673f48a70 code reviews 2026-01-18 22:23:50 -08:00
Miha Kralj 86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
2026-01-18 19:02:03 -08:00