mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
67ad6f0cba
Comprehensive refactor across all indicators replacing the periodic ResyncInterval-based drift correction (every 1000 ticks recalculate from scratch) with Kahan compensated summation for running sums. Key changes: - Remove ResyncInterval constants and TickCount fields from all State records - Add Kahan compensation fields (SumComp, SumSqComp, etc.) to State records - Replace naive sum += val - removed with Kahan delta pattern - Remove Resync()/RecalculateSum() methods that did O(N) recalculation - Update batch/SIMD paths to use Kahan compensation instead of resync loops - IIR filters (EMA, REMA, RGMA) simplified: inherently self-correcting - Version bump to 0.8.7 - Build system: README version stamping via Directory.Build.props - Minor doc/test tolerance adjustments for new numerical characteristics Affected modules: channels, core, cycles, dynamics, errors, momentum, oscillators, statistics, trends_FIR, trends_IIR, volatility, volume
45 lines
1.6 KiB
XML
45 lines
1.6 KiB
XML
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<OutputType>Exe</OutputType>
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<TargetFramework>net10.0</TargetFramework>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<LangVersion>latest</LangVersion>
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<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
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<!-- BenchmarkDotNet is NOT compatible with NativeAOT (uses reflection/Assembly.Location) -->
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<IsAotCompatible>false</IsAotCompatible>
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<EnableTrimAnalyzer>false</EnableTrimAnalyzer>
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<PublishAot>false</PublishAot>
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<!-- Suppress analyzer noise in benchmark harness -->
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<NoWarn>$(NoWarn);CA1822;CA1050;S1075</NoWarn>
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<!-- Prevent duplicate assembly info when sharing directory with perf.csproj.
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We keep GenerateAssemblyVersionAttribute so SonarAnalyzer S3904 is satisfied. -->
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<GenerateAssemblyInfo>true</GenerateAssemblyInfo>
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<GenerateTargetFrameworkAttribute>false</GenerateTargetFrameworkAttribute>
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</PropertyGroup>
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<!-- Exclude the sibling benchmark file (belongs to perf.csproj) -->
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<ItemGroup>
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<Compile Remove="Benchmark.cs" />
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<Compile Remove="obj\perf\**" />
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</ItemGroup>
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<ItemGroup>
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<ProjectReference Include="..\lib\quantalib.csproj" />
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</ItemGroup>
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<ItemGroup>
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<!-- Comparison libraries (same versions as perf.csproj) -->
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<PackageReference Include="Skender.Stock.Indicators" Version="2.6.1" />
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<PackageReference Include="Tulip.NETCore" Version="0.8.0.1" />
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<PackageReference Include="TALib.NETCore" Version="0.5.0" />
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<!-- Benchmarking -->
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<PackageReference Include="BenchmarkDotNet" Version="0.15.3" />
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</ItemGroup>
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</Project>
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