Files
QuanTAlib/quantower/Volatility.csproj
T
Miha Kralj 84ff67fb50 Add validation tests for USF and enhance ATR indicator tests
- Introduced Usf.Validation.Tests.cs to validate the USF (Ehlers Ultimate Smoother Filter) for consistency across batch, streaming, and span modes, as well as mathematical properties and coefficient calculations.
- Added comprehensive tests for the ATR indicator in Atr.Quantower.Tests.cs, including constructor validation, historical data processing, and handling of NaN/Infinity inputs.
- Enhanced Atr.Tests.cs with additional tests for iterative corrections, warmup behavior, and true range calculations.
- Updated Atr.cs to ensure warmup period is derived from RMA.
- Added new tests for Adosc in Adosc.Tests.cs to validate handling of NaN and Infinity inputs, and to ensure batch calculations match iterative results.
- Created a new Volatility.csproj to organize volatility-related implementations.
2025-12-28 23:33:46 -08:00

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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFrameworks Condition="'$(Configuration)' == 'Release'">net10.0;net8.0</TargetFrameworks>
<TargetFramework Condition="'$(Configuration)' == 'Debug'">net10.0</TargetFramework>
<AssemblyName>Volatility</AssemblyName>
<AlgoType>Indicator</AlgoType>
<OutputPath>bin\$(Configuration)\</OutputPath>
<EnableDefaultCompileItems>false</EnableDefaultCompileItems>
<IsPackable>false</IsPackable>
<SonarQubeExclude>true</SonarQubeExclude>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="System.Drawing.Common" Version="8.0.0" />
</ItemGroup>
<ItemGroup>
<Compile Include="IndicatorExtensions.cs" />
<Compile Include="..\lib\core\**\*.cs" Exclude="..\lib\core\**\*.Tests.cs;..\lib\core\**\obj\**;..\lib\core\**\bin\**" />
<Compile Include="..\lib\volatility\**\*.cs" Exclude="..\lib\volatility\**\*.Tests.cs;..\lib\volatility\**\obj\**;..\lib\volatility\**\bin\**" />
<Compile Include="..\lib\trends\ema\*.cs" Exclude="..\lib\trends\ema\*.Tests.cs" />
<Compile Include="..\lib\trends\rma\*.cs" Exclude="..\lib\trends\rma\*.Tests.cs" />
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
<None Include="..\.github\TradingPlatform.BusinessLayer.xml">
<Link>TradingPlatform.BusinessLayer.xml</Link>
</None>
</ItemGroup>
<Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
<Copy SourceFiles="$(OutputPath)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
</Target>
</Project>