feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

Complete thin Dx-composition wrapper indicators with full test coverage:

- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
This commit is contained in:
Miha Kralj
2026-03-11 20:21:52 -07:00
parent 56b86bebfb
commit 33d20f2a18
437 changed files with 4589 additions and 2792 deletions
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# SPEARMAN: Spearman Rank Correlation Coefficient
> *The person who asks whether rank correlation exists is not asking a wholly foolish question.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
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- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The person who asks whether rank correlation exists is not asking a wholly foolish question." — Maurice Kendall (1970)
Spearman's ρ (rho) measures the strength and direction of monotonic association between two variables. Unlike Pearson's correlation, which measures linear relationship, Spearman captures any monotonic relationship. A portfolio of stocks whose returns move monotonically together has different risk than one whose components merely share a linear trend. Spearman detects both.
## Historical Context