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feat: add 8 new indicators with full integration

Browse Source 
New indicators:
- HWC (Holt-Winters Channel) — channels, 27 tests
- VWMACD (Volume-Weighted MACD) — momentum, 38 tests
- Squeeze Pro — oscillators, 69 tests
- BW_MFI (Bill Williams MFI) — oscillators
- DSTOCH (Double Stochastic) — oscillators
- ATRSTOP (ATR Trailing Stop) — reversals
- VSTOP (Volatility Stop) — reversals
- Convexity (Beta Convexity) — statistics, 23 tests

Integration:
- Python bridge: Exports.cs, _bridge.py, wrapper modules
- Documentation: _sidebar.md, _index.md pages, SPEC.md
- All analyzer warnings fixed (MA0074, xUnit2013, S2699)

Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
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Miha Kralj
2026-03-17 08:35:29 -07:00
parent 6f0a339c9b
commit 15f4bb90f3
71 changed files with 10194 additions and 44 deletions
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lib/filters/_index.md
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@@ -9,15 +9,15 @@ Signal processing filters adapted for financial time series. These are not indic
| [AGC](agc/Agc.md) | Ehlers Automatic Gain Control | Amplitude normalization via exponential peak tracking. Signal processing building block. |
| [ALAGUERRE](alaguerre/ALaguerre.md) | Ehlers Adaptive Laguerre Filter | Ehlers. Variable-alpha Laguerre from tracking-error normalization. |
| [BAXTERKING](baxterking/BaxterKing.md) | Baxter-King Band-Pass Filter | Symmetric FIR band-pass. Ideal for business cycle extraction. |
| [CFITZ](cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass. Optimal under random-walk assumption. |
| [EDCF](edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Nonlinear FIR. Distance-weighted smoothing adapts to local structure. |
| [BESSEL](bessel/Bessel.md) | Bessel Filter | Maximally flat group delay. Best phase response. Minimal overshoot. |
| [BILATERAL](bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing. Adapts to local gradients. |
| [BPF](bpf/Bpf.md) | BandPass Filter | 2nd-order IIR. Cascade of HP + LP. Extracts specific frequency band. |
| [BUTTER2](butter2/Butter2.md) | Ehlers 2-Pole Butterworth Filter | Maximally flat frequency response. Classic 2-pole IIR filter. |
| [BUTTER3](butter3/Butter3.md) | Ehlers 3-Pole Butterworth Filter | Steeper rolloff (-60 dB/decade). 3rd-order IIR with binomial feedforward. |
| [CFITZ](cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass. Optimal under random-walk assumption. |
| [CHEBY1](cheby1/Cheby1.md) | Chebyshev Type I | Steeper roll-off with passband ripple. Sharper cutoff than Butterworth. |
| [CHEBY2](cheby2/Cheby2.md) | Chebyshev Type II | Equiripple stopband, monotonic passband. Better stopband rejection. |
| [EDCF](edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Nonlinear FIR. Distance-weighted smoothing adapts to local structure. |
| [ELLIPTIC](elliptic/Elliptic.md) | Elliptic Filter | Equiripple both bands. Sharpest transition for given order. |
| [GAUSS](gauss/Gauss.md) | Gaussian Filter | Bell-curve weighted smoothing. No overshoot. |
| [HANN](hann/Hann.md) | Hann Filter | Hann window smoothing. Good spectral leakage control. |