feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings

lib/cycles/ccor/Ccor.Validation.Tests.cs

@@ -364,5 +364,33 @@ public class CcorValidationTests
             "Different thresholds should produce different market state classifications");
     }
 
+    [Fact]
+    public void Ccor_Correction_Recomputes()
+    {
+        var ind = new Ccor(period: 20);
+        var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);
+
+        // Build state well past warmup
+        for (int i = 0; i < 100; i++)
+        {
+            ind.Update(new TValue(t0.AddMinutes(i),
+                100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
+        }
+
+        // Anchor bar
+        var anchorTime = t0.AddMinutes(100);
+        const double anchorPrice = 105.5;
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with a dramatically different price — recompute must yield different result
+        ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original price — must exactly restore original result
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, Tolerance);
+    }
+
     #endregion
 }

lib/cycles/ccor/Ccor.cs

@@ -231,7 +231,7 @@ public sealed class Ccor : AbstractBase
     {
         foreach (double value in source)
         {
-            Update(new TValue(DateTime.UtcNow, value));
+            Update(new TValue(DateTime.MinValue, value));
         }
     }
 

lib/cycles/ccor/ccor.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Correlation Cycle (CCOR)", "CCOR", overlay=false)

lib/cycles/ccyc/ccyc.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Cyber Cycle (CCYC)", "CCYC", overlay=false)

lib/cycles/cg/Cg.cs

@@ -295,7 +295,7 @@ public sealed class Cg : AbstractBase
                 int idx = (effectiveStart + j) % period;
                 double price = buffer[idx];
                 int weight = j + 1; // 1-based weighting
-                weightedSum += weight * price;
+                weightedSum = Math.FusedMultiplyAdd(weight, price, weightedSum);
                 sum += price;
             }
 

lib/cycles/cg/cg.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Center of Gravity (CG)", "CG", overlay=false)

lib/cycles/dsp/dsp.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Detrended Synthetic Price (DSP)", "DSP", overlay=false)

lib/cycles/eacp/Eacp.Validation.Tests.cs

@@ -418,5 +418,33 @@ public class EacpValidationTests
         Assert.True(diff > 5, $"Should detect different cycles: {eacp1.DominantCycle} vs {eacp2.DominantCycle}");
     }
 
+    [Fact]
+    public void Eacp_Correction_Recomputes()
+    {
+        var ind = new Eacp(8, 48, 3, true);
+        var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);
+
+        // Build state well past warmup
+        for (int i = 0; i < 100; i++)
+        {
+            ind.Update(new TValue(t0.AddMinutes(i),
+                100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
+        }
+
+        // Anchor bar
+        var anchorTime = t0.AddMinutes(100);
+        const double anchorPrice = 105.5;
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with a dramatically different price — recompute must yield different result
+        ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original price — must exactly restore original result
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, Tolerance);
+    }
+
     #endregion
 }

lib/cycles/eacp/Eacp.cs

@@ -48,6 +48,7 @@ public sealed class Eacp : AbstractBase
     private readonly double[] _corr;
     private readonly double[] _power;
     private readonly double[] _smooth;
+    private readonly double[] _p_smooth;
 
     // State for filters and output
     [StructLayout(LayoutKind.Auto)]
@@ -122,6 +123,7 @@ public sealed class Eacp : AbstractBase
         _corr = new double[size];
         _power = new double[size];
         _smooth = new double[size];
+        _p_smooth = new double[size];
         _filtHistory = new RingBuffer(size + maxPeriod);
 
         Name = $"Eacp({minPeriod},{maxPeriod})";
@@ -156,11 +158,13 @@ public sealed class Eacp : AbstractBase
         {
             _ps = _s;
             _filtHistory.Snapshot();
+            Array.Copy(_smooth, _p_smooth, _smooth.Length);
         }
         else
         {
             _s = _ps;
             _filtHistory.Restore();
+            Array.Copy(_p_smooth, _smooth, _smooth.Length);
         }
 
         var s = _s;
@@ -407,6 +411,7 @@ public sealed class Eacp : AbstractBase
         Array.Clear(_corr);
         Array.Clear(_power);
         Array.Clear(_smooth);
+        Array.Clear(_p_smooth);
         Last = default;
     }
 
@@ -414,7 +419,7 @@ public sealed class Eacp : AbstractBase
     {
         foreach (double value in source)
         {
-            Update(new TValue(DateTime.UtcNow, value));
+            Update(new TValue(DateTime.MinValue, value));
         }
     }
 
@@ -459,7 +464,7 @@ public sealed class Eacp : AbstractBase
         var eacp = new Eacp(minPeriod, maxPeriod, avgLength, enhance);
         for (int i = 0; i < len; i++)
         {
-            var result = eacp.Update(new TValue(DateTime.UtcNow, source[i]));
+            var result = eacp.Update(new TValue(DateTime.MinValue, source[i]));
             output[i] = result.Value;
         }
     }

lib/cycles/eacp/eacp.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Autocorrelation Periodogram (EACP)","EACP",overlay=false)

lib/cycles/ebsw/ebsw.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Even Better Sinewave (EBSW)", "EBSW", overlay=false)

lib/cycles/homod/homod.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Homodyne Discriminator (HOMOD)","HOMOD",overlay=false)

lib/cycles/ht_dcperiod/HtDcperiod.Validation.Tests.cs

@@ -92,4 +92,32 @@ public sealed class HtDcperiodValidationTests : IDisposable
         var q = new HtDcperiod();
         Assert.Equal(talibLookback, q.WarmupPeriod);
     }
+
+    [Fact]
+    public void HtDcperiod_Correction_Recomputes()
+    {
+        var ind = new HtDcperiod();
+        var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);
+
+        // Build state well past warmup
+        for (int i = 0; i < 100; i++)
+        {
+            ind.Update(new TValue(t0.AddMinutes(i),
+                100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
+        }
+
+        // Anchor bar
+        var anchorTime = t0.AddMinutes(100);
+        const double anchorPrice = 105.5;
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with a dramatically different price — recompute must yield different result
+        ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original price — must exactly restore original result
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/cycles/ht_dcperiod/ht_dcperiod.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Hilbert Transform Dominant Cycle Period (HT_DCPERIOD)", "HT_DCPERIOD", overlay=false)

lib/cycles/ht_dcphase/HtDcphase.Tests.cs

@@ -139,8 +139,8 @@ public class HtDcphaseTests
         // First update (new bar)
         var result1 = ht.Update(new TValue(now.AddMinutes(70), 105), isNew: true);
 
-        // Same bar update
-        var result2 = ht.Update(new TValue(now.AddMinutes(70), 106), isNew: false);
+        // Same bar update with the same price — must yield identical result
+        var result2 = ht.Update(new TValue(now.AddMinutes(70), 105), isNew: false);
 
         Assert.Equal(result1.Value, result2.Value);
     }

lib/cycles/ht_dcphase/HtDcphase.Validation.Tests.cs

@@ -92,4 +92,32 @@ public sealed class HtDcphaseValidationTests : IDisposable
         var q = new HtDcphase();
         Assert.Equal(talibLookback, q.WarmupPeriod);
     }
+
+    [Fact]
+    public void HtDcphase_Correction_Recomputes()
+    {
+        var ind = new HtDcphase();
+        var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);
+
+        // Build state well past warmup
+        for (int i = 0; i < 100; i++)
+        {
+            ind.Update(new TValue(t0.AddMinutes(i),
+                100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
+        }
+
+        // Anchor bar
+        var anchorTime = t0.AddMinutes(100);
+        const double anchorPrice = 105.5;
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with a dramatically different price — recompute must yield different result
+        ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original price — must exactly restore original result
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/cycles/ht_dcphase/HtDcphase.cs

@@ -217,12 +217,10 @@ public sealed class HtDcphase : AbstractBase
         }
         else
         {
-            // Same-bar update: restore previous state and return cached result from Last
             _state = _p_state;
             Array.Copy(_p_circBuffer, _circBuffer, CIRC_BUFFER_SIZE);
             Array.Copy(_p_smoothPrice, _smoothPrice, SMOOTH_PRICE_SIZE);
             Array.Copy(_p_priceHistory, _priceHistory, PRICE_HISTORY_SIZE);
-            return Last.Value;
         }
 
         var s = _state;

lib/cycles/ht_dcphase/ht_dcphase.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Hilbert Transform Dominant Cycle Phase (HT_DCPHASE)", "HT_DCPHASE", overlay=false)

lib/cycles/ht_phasor/phasor.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Hilbert Transform Phasor Components (HT_PHASOR)", "HT_PHASOR", overlay=false)

lib/cycles/ht_sine/HtSine.Validation.Tests.cs

@@ -122,4 +122,34 @@ public sealed class HtSineValidationTests : IDisposable
 
         Assert.Equal(talibLookback, htSine.WarmupPeriod);
     }
+
+    [Fact]
+    public void HtSine_Correction_Recomputes()
+    {
+        var ind = new HtSine();
+        var t0 = new DateTime(946_684_800_000_000_0L, DateTimeKind.Utc);
+
+        // Build state well past warmup
+        for (int i = 0; i < 100; i++)
+        {
+            ind.Update(new TValue(t0.AddMinutes(i),
+                100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
+        }
+
+        // Anchor bar
+        var anchorTime = t0.AddMinutes(100);
+        const double anchorPrice = 105.5;
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: true);
+        double anchorSine = ind.Last.Value;
+        double anchorLeadSine = ind.LeadSine;
+
+        // Correction with a dramatically different price — recompute must yield different results
+        ind.Update(new TValue(anchorTime, anchorPrice * 10.0), isNew: false);
+        Assert.NotEqual(anchorSine, ind.Last.Value);
+
+        // Correction back to original price — must exactly restore original results
+        ind.Update(new TValue(anchorTime, anchorPrice), isNew: false);
+        Assert.Equal(anchorSine, ind.Last.Value, 1e-9);
+        Assert.Equal(anchorLeadSine, ind.LeadSine, 1e-9);
+    }
 }

lib/cycles/ht_sine/HtSine.cs

@@ -295,7 +295,6 @@ public sealed class HtSine : AbstractBase
             Array.Copy(_circBuffer, _p_circBuffer, CIRC_BUFFER_SIZE);
             Array.Copy(_smoothPrice, _p_smoothPrice, SMOOTH_PRICE_SIZE);
             Array.Copy(_priceHistory, _p_priceHistory, PRICE_HISTORY_SIZE);
-            _state.Today++;
         }
         else
         {
@@ -305,6 +304,8 @@ public sealed class HtSine : AbstractBase
             Array.Copy(_p_priceHistory, _priceHistory, PRICE_HISTORY_SIZE);
         }
 
+        _state.Today++;
+
         // Local copy of state for struct promotion (AGENTS.md §2.5)
         var s = _state;
 

lib/cycles/ht_sine/ht_sine.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers Hilbert Transform SineWave (HT_SINE)", "HT_SINE", overlay=false)

lib/cycles/lunar/lunar.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Lunar Phase (LUNAR)", "LUNAR", overlay=false)

lib/cycles/solar/solar.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Solar Cycle (SOLAR)", "SOLAR", overlay=false)

lib/cycles/ssfdsp/ssfdsp.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Ehlers SSF Detrended Synthetic Price (SSFDSP)", "SSF-DSP", overlay=false)