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
+13
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@@ -48,6 +48,7 @@ public sealed class Granger : AbstractBase
private const int ResyncInterval = 1000;
private const double Epsilon = 1e-10;
/// <inheritdoc />
public override bool IsHot => _windowY.IsFull;
/// <summary>
@@ -103,16 +104,23 @@ public sealed class Granger : AbstractBase
/// <summary>
/// Updates with raw double values.
/// </summary>
/// <remarks>
/// Stamps both inputs with <c>DateTime.UtcNow</c> as their timestamp. For
/// deterministic or replay-safe sequences use
/// <see cref="Update(TValue, TValue, bool)"/> with explicit timestamps instead.
/// </remarks>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(double seriesY, double seriesX, bool isNew = true)
{
return Update(new TValue(DateTime.UtcNow, seriesY), new TValue(DateTime.UtcNow, seriesX), isNew);
}
/// <summary>Not supported. This indicator requires two inputs; use <see cref="Update(TValue, TValue, bool)"/> instead.</summary>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesY, seriesX) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true)
{
throw new NotSupportedException("Granger requires two inputs (seriesY and seriesX). Use Update(seriesY, seriesX).");
}
/// <summary>Not supported. This indicator requires two inputs; use <see cref="Batch(TSeries, TSeries, int)"/> instead.</summary>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesY, seriesX, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
@@ -366,11 +374,13 @@ public sealed class Granger : AbstractBase
_sumYLagXLag = FusedMultiplyAdd(yLag, xLag, _sumYLagXLag);
}
}
/// <summary>Not supported. This indicator requires two input spans.</summary>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
throw new NotSupportedException("Granger requires two inputs.");
}
/// <inheritdoc />
public override void Reset()
{
_bufferY.Clear();
@@ -465,6 +475,9 @@ public sealed class Granger : AbstractBase
}
}
/// <summary>
/// Calculates the Granger Causality F-statistic for two time series and returns both the result series and the live indicator instance.
/// </summary>
public static (TSeries Results, Granger Indicator) Calculate(TSeries seriesY, TSeries seriesX, int period = 20)
{
if (seriesY.Count != seriesX.Count)
+1 -1
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Granger Causality Test (GRANGER)", "GRANGER", overlay=false, precision=4)