Files
QuanTAlib/lib
Miha Kralj 744d680435 Add VWAPSD (Volume Weighted Average Price with Standard Deviation Bands) implementation and validation tests
- 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.
2026-01-24 19:07:52 -08:00
..
2026-01-18 22:23:50 -08:00