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

This commit is contained in:
Miha Kralj
2026-03-09 13:45:46 -07:00
parent 8e43d62cbb
commit 031f1b5fe6
491 changed files with 6156 additions and 5590 deletions
@@ -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);
}
}
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@@ -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)
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@@ -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")