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8 Commits

Author SHA1 Message Date
Miha Kralj 769a923a24 test: setup common stability and robustness properties tracking 2026-02-27 12:50:05 -08:00
Miha Kralj 4ab3a7fb53 doc headers 2026-02-27 07:48:12 -08:00
Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels 
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
 2026-02-18 11:55:48 -08:00
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 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj a03d7aa0ce more volatilty 2026-02-02 13:42:47 -08:00
Miha Kralj dde19f2226 volatility indicators 2026-02-01 17:48:16 -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