Commit Graph

6 Commits

Author SHA1 Message Date
Miha Kralj 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj 26280ce80b Add Choppiness Index (CHOP) implementation and tests
- 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.
2026-02-05 19:42:49 -08:00
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -08:00
Miha Kralj 2836f253c4 Refactor error handling and calculations in TheilU, Wmape, and TukeyBiweight classes; update buffer handling for consistency
- Updated buffer handling in TheilU and Wmape classes to ensure consistency after adding new values.
- Changed the resync interval constant in TukeyBiweight for better clarity.
- Refactored state structures to record structs in Gauss, Hann, Hp, Hpf, Kalman, Loess, Notch, and other filter classes for improved performance and readability.
- Enhanced numerical stability in Mama class calculations using Fused Multiply-Add (FMA) for precision.
- Added comprehensive tests for Atan2 validation to compare .NET's Math.Atan2 with PineScript's implementation, ensuring accuracy across various edge cases.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.
2026-01-24 23:07:09 -08:00
Miha Kralj da4e56bf40 feat: Add new CodeQL extension for C# and SonarLint configuration
- 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- Removed outdated `.vscode/launch.json` configurations.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.
2026-01-21 23:05:38 -06:00
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