OoplesFinance.StockIndicators (High-Precision Fork)

List of Available indicators

"Approximation is the enemy of alpha. In finance, 3.14 is not Pi. It is an error."

This release marks the divergence of the High-Precision Fork from the original OoplesFinance.StockIndicators.

The Change Log

The original library treats floating-point precision with the sort of casual disdain usually reserved for airline safety demonstrations. It rounds inputs, intermediates, and outputs as if extra decimal places were a tax liability. It approximates constants (using 3.14 for PI), which is perfectly adequate for government work, but terrifying for finance. It treats trading numbers as a fun game, like Monopoly, but with real consequences.

I reject such violence. We chose rigor.

1. Rounding: Deleted

Every instance of Math.Round has been excised. If the market gives you data with 8 decimal places, and the indicator math produces 28, you get 28. We do not truncate your alpha.

2. Constants: Restored

Magic numbers are gone.

• PI is Math.PI, not 3.14.
• Sqrt(2) is Math.Sqrt(2), not 1.414.

3. Logic: Preserved

We changed the physics, not the rules. The algorithms remain identical to the upstream source; they just run with the full fidelity of the .NET double type.

Artifacts

This release includes the raw binaries for those who prefer to manage their own dependencies:

• .nupkg: The standard package.
• .dll: The assembly. For when you trust the file system more than NuGet.
• .pdb: The symbols. Step through the code and witness the absence of rounding errors yourself.

Philosophy

This fork aligns with the architectural strictness of QuanTAlib. In financial computing, approximation is an error.

If you are the sort of person who thinks 3.14 is close enough, you probably also think "ish" is a valid unit of measurement. We wish you the best of luck with your "money-ish".