mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 09:47:43 +00:00
Miha Kralj
744d680435
- Implemented Vwapsd class for calculating VWAP with configurable standard deviation bands. - Added methods for updating the indicator with new bars and calculating VWAPSD using both bar series and span arrays. - Created comprehensive validation tests for VWAPSD, including checks for consistency between streaming and batch modes, mathematical correctness, and handling of edge cases such as NaN values and zero volume bars. - Ensured that the implementation adheres to performance standards with tests for large datasets and fractional numDevs values.