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8 Commits

Author SHA1 Message Date
Miha Kralj 1910fdca93 chore: repo cleanup and code quality improvements 
- Remove global.json (SDK pinning unnecessary)

- Remove nuget.config, move MyGet source to .csproj RestoreAdditionalProjectSources

- Gitignore ndepend/ entirely, move badges to docs/img/

- Update README.md and docs/ndepend.md badge paths

- Add NDepend project property to QuanTAlib.slnx

- Expand .editorconfig ReSharper/diagnostic suppressions

- Use ArgumentOutOfRangeException instead of ArgumentException

- Use discard _ for unused event sender parameters

- Remove quantalib.code-workspace and sonar-suppressions.json

- Add filter signature SVGs
 2026-03-03 09:22:55 -08:00
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 467a8c1cef filters update 2026-02-23 17:27:35 -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 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj c034cbd5e5 Add Yang-Zhang Volatility (YZV) Indicator Implementation 
- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components.
- Implemented calculation methods, including batch processing for TBarSeries and spans.
- Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications.
- Updated volume index documentation to reflect changes in file paths.
- Refactored VWMA calculation method to use a more generic source parameter instead of price.
 2026-02-02 19:47:21 -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