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feat: add 8 new indicators with full integration

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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
This commit is contained in:
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/statistics/_index.md
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@@ -4,11 +4,12 @@ Statistical tools applied to price and returns. These indicators quantify relati
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| [ADF](adf/Adf.md) | Augmented Dickey-Fuller Test | Unit root test for stationarity. MacKinnon p-value output [0,1]. |
| [ACF](acf/Acf.md) | Autocorrelation Function | Correlation of time series with lagged copy. For ARMA model identification. |
| [ADF](adf/Adf.md) | Augmented Dickey-Fuller Test | Unit root test for stationarity. MacKinnon p-value output [0,1]. |
| [BETA](beta/Beta.md) | Beta Coefficient | Asset volatility relative to market. β=1 means market-matched risk. |
| [CMA](cma/Cma.md) | Cumulative Moving Average | Running average of all values. Welford's algorithm. No window. |
| [COINTEGRATION](cointegration/Cointegration.md) | Cointegration | Tests if series share long-term equilibrium. Pairs trading foundation. |
| [CONVEXITY](convexity/Convexity.md) | Beta Convexity | Up/Down beta asymmetry. Convexity = (β⁺ - β⁻)². Measures payoff curvature. |
| [CORREL](correl/Correl.md) | Correlation | Linear relationship between two variables. Range: -1 to +1. |
| [COVARIANCE](covariance/Covariance.md) | Covariance | Joint variability of two random variables. Building block for β. |
| [ENTROPY](entropy/Entropy.md) | Shannon Entropy | Measures uncertainty/randomness. Higher entropy = less predictable. |
@@ -21,22 +22,22 @@ Statistical tools applied to price and returns. These indicators quantify relati
| [KENDALL](kendall/Kendall.md) | Kendall Rank Correlation | Ordinal association. Robust to outliers. |
| [KURTOSIS](kurtosis/Kurtosis.md) | Kurtosis | Tail heaviness. High kurtosis = fat tails = more extreme events. |
| [LINREG](linreg/LinReg.md) | Linear Regression | Least squares fit. Outputs slope, intercept, R². |
| [MEANDEV](meandev/MeanDev.md) | Mean Absolute Deviation | Outlier-robust dispersion. Core of CCI. MD ≈ 0.7979σ for normal data. |
| [MEDIAN](median/Median.md) | Median | Middle value in sorted window. Robust to outliers. |
| [MODE](mode/Mode.md) | Mode | Most frequent value. Use for categorical or discrete data. |
| [PACF](pacf/Pacf.md) | Partial Autocorrelation Function | Direct correlation at lag k after removing intermediate effects. For AR model identification. |
| [PERCENTILE](percentile/Percentile.md) | Percentile | Value below which given percentage of observations fall. |
| [POLYFIT](polyfit/Polyfit.md) | Polynomial Fitting | Least-squares polynomial regression. |
| [QUANTILE](quantile/Quantile.md) | Quantile | Divides distribution into equal probability intervals. |
| [SKEW](skew/Skew.md) | Skewness | Distribution asymmetry. Positive: right tail. Negative: left tail. |
| [SPEARMAN](spearman/Spearman.md) | Spearman Rank Correlation | Pearson on ranks. Measures monotonic relationship. |
| [STDDEV](stddev/StdDev.md) | Standard Deviation | Square root of variance. Same units as data. |
| [STDERR](stderr/Stderr.md) | Standard Error of Regression | OLS residual scatter over rolling window. Quantifies trend fit quality. |
| [SUM](sum/Sum.md) | Rolling Sum | Kahan-Babuška summation. Numerically stable. |
| [THEIL](theil/Theil.md) | Theil Index | Inequality measure. Decomposable into within/between group. |
| [VARIANCE](variance/Variance.md) | Variance | Average squared deviation from mean. Units are squared. |
| [ZSCORE](zscore/Zscore.md) | Z-Score | Standard deviations from mean. Normalizes different scales. |
| [ZTEST](ztest/Ztest.md) | Z-Test | One-sample t-test statistic against hypothesized mean. |
| [MEANDEV](meandev/MeanDev.md) | Mean Absolute Deviation | Outlier-robust dispersion. Core of CCI. MD ≈ 0.7979σ for normal data. |
| [STDERR](stderr/Stderr.md) | Standard Error of Regression | OLS residual scatter over rolling window. Quantifies trend fit quality. |
| [POLYFIT](polyfit/Polyfit.md) | Polynomial Fitting | Least-squares polynomial regression. |
| [TRIM](trim/Trim.md) | Trimmed Mean MA | Mean after discarding extreme percentiles. |
| [VARIANCE](variance/Variance.md) | Variance | Average squared deviation from mean. Units are squared. |
| [WAVG](wavg/Wavg.md) | Weighted Average | Generic weighted mean. |
| [WINS](wins/Wins.md) | Winsorized Mean MA | Mean with extreme values clamped to percentile bounds. |
| [ZSCORE](zscore/Zscore.md) | Z-Score | Standard deviations from mean. Normalizes different scales. |
| [ZTEST](ztest/Ztest.md) | Z-Test | One-sample t-test statistic against hypothesized mean. |