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/errors/huber/huber.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Huber Loss (HUBER)", "HUBER")

lib/errors/logcosh/logcosh.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Log-Cosh Loss", "LogCosh", overlay=false)

lib/errors/maape/maape.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Arctangent Absolute Percentage Error", "MAAPE", overlay=false, format=format.percent)

lib/errors/mae/Mae.Validation.Tests.cs

@@ -71,4 +71,30 @@ public sealed class MaeValidationTests : IDisposable
             }
         }
     }
+
+    [Fact]
+    public void Mae_Correction_Recomputes()
+    {
+        var ind = new Mae(20);
+
+        // Build state well past warmup
+        for (int i = 0; i < 50; i++)
+        {
+            ind.Update(100.0 + i * 0.5, 98.0 + i * 0.5);
+        }
+
+        // Anchor bar
+        const double anchorActual = 125.0;
+        const double anchorPredicted = 123.0;
+        ind.Update(anchorActual, anchorPredicted, isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with dramatically different values — recompute must yield different result
+        ind.Update(anchorActual * 10, anchorPredicted * 10, isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original — must exactly restore original result
+        ind.Update(anchorActual, anchorPredicted, isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/errors/mae/mae.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Absolute Error (MAE)", "MAE")

lib/errors/mapd/mapd.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Absolute %Deviation (MAPD)", "MAPD")

lib/errors/mape/Mape.Validation.Tests.cs

@@ -84,4 +84,31 @@ public sealed class MapeValidationTests : IDisposable
 
         return sum / actual.Length;
     }
+
+    [Fact]
+    public void Mape_Correction_Recomputes()
+    {
+        var ind = new Mape(20);
+
+        // Build state well past warmup (actual always > 0 so MAPE denominator is valid)
+        for (int i = 0; i < 50; i++)
+        {
+            ind.Update(100.0 + i * 0.5, 98.0 + i * 0.5);
+        }
+
+        // Anchor bar
+        const double anchorActual = 125.0;
+        const double anchorPredicted = 123.0;
+        ind.Update(anchorActual, anchorPredicted, isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // MAPE is scale-invariant: ×10 on both actual and predicted leaves ratio unchanged.
+        // Change only predicted to dramatically alter the error percentage.
+        ind.Update(anchorActual, 10.0, isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original — must exactly restore original result
+        ind.Update(anchorActual, anchorPredicted, isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/errors/mape/mape.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Absolute %Error (MAPE)", "MAPE")

lib/errors/mase/Mase.cs

@@ -152,7 +152,7 @@ public sealed class Mase : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/mase/mase.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Absolute Scaled Error (MASE)", "MASE")

lib/errors/mdae/Mdae.cs

@@ -104,7 +104,7 @@ public sealed class Mdae : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/mdae/mdae.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Median Absolute Error", "MdAE", overlay=false)

lib/errors/mdape/Mdape.cs

@@ -58,7 +58,7 @@ public sealed class Mdape : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return UpdateCore(DateTime.UtcNow, actual, predicted, isNew);
+        return UpdateCore(DateTime.MinValue, actual, predicted, isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/mdape/mdape.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Median Absolute Percentage Error", "MdAPE", overlay=false, format=format.percent)

lib/errors/me/me.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Error (ME)", "ME")

lib/errors/mpe/mpe.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean %Error (MPE)", "MPE")

lib/errors/mrae/mrae.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Relative Absolute Error", "MRAE", overlay=false)

lib/errors/mse/Mse.Validation.Tests.cs

@@ -71,4 +71,30 @@ public sealed class MseValidationTests : IDisposable
             }
         }
     }
+
+    [Fact]
+    public void Mse_Correction_Recomputes()
+    {
+        var ind = new Mse(20);
+
+        // Build state well past warmup
+        for (int i = 0; i < 50; i++)
+        {
+            ind.Update(100.0 + i * 0.5, 98.0 + i * 0.5);
+        }
+
+        // Anchor bar
+        const double anchorActual = 125.0;
+        const double anchorPredicted = 123.0;
+        ind.Update(anchorActual, anchorPredicted, isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with dramatically different values — recompute must yield different result
+        ind.Update(anchorActual * 10, anchorPredicted * 10, isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original — must exactly restore original result
+        ind.Update(anchorActual, anchorPredicted, isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/errors/mse/mse.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Squared Error (MSE)", "MSE")

lib/errors/msle/msle.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Mean Squared Logarithmic Error (MSLE)", "MSLE")

lib/errors/pseudohuber/pseudohuber.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Pseudo-Huber Loss", "PseudoHuber", overlay=false)

lib/errors/quantileloss/quantileloss.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Quantile Loss (Pinball Loss)", "QuantileLoss", overlay=false)

lib/errors/rae/Rae.cs

@@ -149,7 +149,7 @@ public sealed class Rae : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/rae/rae.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Relative Absolute Error (RAE)", "RAE")

lib/errors/rmse/Rmse.Validation.Tests.cs

@@ -73,4 +73,30 @@ public sealed class RmseValidationTests : IDisposable
             }
         }
     }
+
+    [Fact]
+    public void Rmse_Correction_Recomputes()
+    {
+        var ind = new Rmse(20);
+
+        // Build state well past warmup
+        for (int i = 0; i < 50; i++)
+        {
+            ind.Update(100.0 + i * 0.5, 98.0 + i * 0.5);
+        }
+
+        // Anchor bar
+        const double anchorActual = 125.0;
+        const double anchorPredicted = 123.0;
+        ind.Update(anchorActual, anchorPredicted, isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // Correction with dramatically different values — recompute must yield different result
+        ind.Update(anchorActual * 10, anchorPredicted * 10, isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original — must exactly restore original result
+        ind.Update(anchorActual, anchorPredicted, isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/errors/rmse/rmse.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Root Mean Squared Error (RMSE)", "RMSE")

lib/errors/rmsle/rmsle.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Root Mean Squared Logarithmic Error (RMSLE)", "RMSLE")

lib/errors/rse/Rse.cs

@@ -156,7 +156,7 @@ public sealed class Rse : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/rse/rse.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Relative Squared Error (RSE)", "RSE")

lib/errors/rsquared/Rsquared.Validation.Tests.cs

@@ -194,4 +194,30 @@ public sealed class RsquaredValidationTests : IDisposable
         Assert.True(double.IsFinite(rsq.Last.Value), "QuanTAlib R² last must be finite");
         Assert.True(rsq.Last.Value <= 1.0 + 1e-9, $"QuanTAlib R² should be ≤ 1, got {rsq.Last.Value}");
     }
+
+    [Fact]
+    public void Rsquared_Correction_Recomputes()
+    {
+        var ind = new Rsquared(20);
+
+        // Build state well past warmup
+        for (int i = 0; i < 50; i++)
+        {
+            ind.Update(100.0 + i * 0.5, 98.0 + i * 0.5);
+        }
+
+        // Anchor bar
+        const double anchorActual = 125.0;
+        const double anchorPredicted = 123.0;
+        ind.Update(anchorActual, anchorPredicted, isNew: true);
+        double anchorResult = ind.Last.Value;
+
+        // R² is scale-invariant: change only predicted (not ×10 both) to break R²
+        ind.Update(anchorActual, 10.0, isNew: false);
+        Assert.NotEqual(anchorResult, ind.Last.Value);
+
+        // Correction back to original — must exactly restore original result
+        ind.Update(anchorActual, anchorPredicted, isNew: false);
+        Assert.Equal(anchorResult, ind.Last.Value, 1e-9);
+    }
 }

lib/errors/rsquared/Rsquared.cs

@@ -150,7 +150,7 @@ public sealed class Rsquared : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/rsquared/rsquared.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("R² Coefficient of Determination (RSQUARED)", "RSQUARED")

lib/errors/smape/smape.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Symmetric Mean Absolute %Error (SMAPE)", "SMAPE")

lib/errors/theilu/TheilU.cs

@@ -65,7 +65,7 @@ public sealed class TheilU : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return UpdateCore(DateTime.UtcNow, actual, predicted, isNew);
+        return UpdateCore(DateTime.MinValue, actual, predicted, isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/theilu/theilu.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Theil's U Statistic", "TheilU", overlay=false)

lib/errors/tukeybiweight/tukeybiweight.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Tukey's Biweight Loss", "TukeyBiweight", overlay=false)

lib/errors/wmape/Wmape.cs

@@ -128,7 +128,7 @@ public sealed class Wmape : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), isNew);
     }
 
     public override TValue Update(TValue input, bool isNew = true)

lib/errors/wmape/wmape.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Weighted Mean Absolute Percentage Error", "WMAPE", overlay=false, format=format.percent)

lib/errors/wrmse/Wrmse.cs

@@ -176,7 +176,7 @@ public sealed class Wrmse : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(double actual, double predicted, double weight, bool isNew = true)
     {
-        return Update(new TValue(DateTime.UtcNow, actual), new TValue(DateTime.UtcNow, predicted), weight, isNew);
+        return Update(new TValue(DateTime.MinValue, actual), new TValue(DateTime.MinValue, predicted), weight, isNew);
     }
 
     /// <summary>

lib/errors/wrmse/wrmse.pine

@@ -1,4 +1,4 @@
-// The MIT License (MIT)
+// Licensed under the Apache License, Version 2.0
 // © mihakralj
 //@version=6
 indicator("Weighted Root Mean Squared Error", "WRMSE", overlay=false)