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new T3 initialization #989

Merged
merged 5 commits into from
Dec 29, 2022
Merged

new T3 initialization #989

merged 5 commits into from
Dec 29, 2022

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DaveSkender
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@DaveSkender DaveSkender commented Dec 26, 2022

Description

Incorporating a new T3 initialization to start earlier to accommodate larger lookback periods. Fundamental indicator math remains the same.

Incorporates #988

To do

  • update unit tests and manual calculations
  • update code with a new initialization method
  • run convergence tests to see if there's any improvement —> not really
  • update docs

Checklist

  • My code follows the existing style, code structure, and naming taxonomy
  • I have put comments in my code, particularly for hard-to-understand areas
  • I have performed a self-review of my code and included any verifying manual calculations
  • I have added or updated unit tests that prove my fix is effective or that my feature works and achieves sufficient code coverage. New and existing unit tests pass locally and in the build (below) with my changes
  • My changes generate no new warnings or other code analysis issues
  • I have added or run the performance tests that depict optimal execution times
  • I have made corresponding changes to the documentation

@DaveSkender DaveSkender marked this pull request as ready for review December 29, 2022 06:24
@DaveSkender DaveSkender merged commit 1a22bc3 into main Dec 29, 2022
@DaveSkender DaveSkender deleted the t-three branch December 29, 2022 06:32
@github-actions github-actions bot locked as resolved and limited conversation to collaborators Jan 29, 2023
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