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/dynamics/plusdm/PlusDm.cs

@@ -0,0 +1,121 @@
+using System.Runtime.CompilerServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// PLUS_DM: Plus Directional Movement (Wilder, 1978)
+/// </summary>
+/// <remarks>
+/// Wilder-smoothed upward directional movement in price units.
+/// Extracted from the DX calculation: Smoothed(+DM) using Wilder's method.
+/// Values ≥ 0 in price units. Higher values indicate stronger upward movement magnitude.
+/// </remarks>
+[SkipLocalsInit]
+public sealed class PlusDm : ITValuePublisher
+{
+    private readonly Dx _dx;
+
+    /// <summary>Display name for the indicator.</summary>
+    public string Name { get; }
+
+    public event TValuePublishedHandler? Pub;
+
+    /// <summary>Current smoothed +DM value.</summary>
+    public TValue Last { get; private set; }
+
+    /// <summary>True when the indicator has warmed up.</summary>
+    public bool IsHot => _dx.IsHot;
+
+    /// <summary>Bars required for warmup.</summary>
+    public int WarmupPeriod => _dx.WarmupPeriod;
+
+    /// <summary>The period parameter.</summary>
+    public int Period => _dx.Period;
+
+    /// <summary>
+    /// Creates PlusDm with specified period.
+    /// </summary>
+    /// <param name="period">Wilder smoothing period (must be &gt; 0)</param>
+    public PlusDm(int period = 14)
+    {
+        if (period <= 0)
+        {
+            throw new ArgumentException("Period must be greater than 0", nameof(period));
+        }
+        _dx = new Dx(period);
+        Name = $"PlusDm({period})";
+    }
+
+    /// <summary>
+    /// Creates PlusDm and immediately processes the bar series.
+    /// </summary>
+    public PlusDm(TBarSeries source, int period = 14) : this(period)
+    {
+        var result = Batch(source, period);
+        Last = result[^1];
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public TValue Update(TBar input, bool isNew = true)
+    {
+        _dx.Update(input, isNew);
+        Last = _dx.DmPlus;
+        if (isNew)
+        {
+            Pub?.Invoke(this, new TValueEventArgs { Value = Last, IsNew = isNew });
+        }
+        return Last;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public TValue Update(TValue input, bool isNew = true)
+    {
+        // DM requires OHLC data — scalar update not meaningful
+        return Last;
+    }
+
+    public TSeries Update(TBarSeries source)
+    {
+        var result = new TSeries(source.Count);
+        foreach (var bar in source)
+        {
+            result.Add(Update(bar));
+        }
+        return result;
+    }
+
+    /// <summary>
+    /// Initializes the indicator state using the provided bar series history.
+    /// </summary>
+    public void Prime(TBarSeries source)
+    {
+        foreach (var bar in source)
+        {
+            Update(bar);
+        }
+    }
+
+    public void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
+    {
+        // Not applicable — DM requires OHLC bar data, not scalar values
+    }
+
+    public static TSeries Batch(TBarSeries source, int period = 14)
+    {
+        var indicator = new PlusDm(period);
+        return indicator.Update(source);
+    }
+
+    public static (TSeries Results, PlusDm Indicator) Calculate(TBarSeries source, int period = 14)
+    {
+        var indicator = new PlusDm(period);
+        return (indicator.Update(source), indicator);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public void Reset()
+    {
+        _dx.Reset();
+        Last = default;
+    }
+}