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

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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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lib/statistics/sum/Sum.md
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# Sum: Summation with Kahan-Babuška Algorithm
> *The naive approach to summation assumes all digits matter equally. They don't. When you add 1e-10 to 1e10, that small value vanishes into the rounding noise. Kahan-Babuška tracks what got lost and adds it back later. It's bookkeeping for bits that would otherwise slip through the cracks.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
@@ -16,8 +18,6 @@
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The naive approach to summation assumes all digits matter equally. They don't. When you add 1e-10 to 1e10, that small value vanishes into the rounding noise. Kahan-Babuška tracks what got lost and adds it back later. It's bookkeeping for bits that would otherwise slip through the cracks."
The Sum indicator calculates a rolling window summation using the Kahan-Babuška algorithm (also known as "improved Kahan" or "second-order compensated summation") for maximum numerical precision. This approach captures rounding errors that even classic Kahan summation misses, making it suitable for numerical libraries, statistics, and trading applications where precision matters.
## Historical Context