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feat: Implement Butterworth Filter with tests and documentation

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Miha Kralj
2025-12-22 22:45:27 -08:00
parent 57aaec1ac8
commit 68168ec414
11 changed files with 724 additions and 1 deletions
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docs/_sidebar.md
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@@ -15,6 +15,7 @@
- [BESSEL - Bessel Filter](../lib/trends/bessel/Bessel.md)
- [BILATERAL - Bilateral Filter](../lib/trends/bilateral/Bilateral.md)
- [BLMA - Blackman Window MA](../lib/trends/blma/Blma.md)
- [BUTTER - Butterworth Filter](../lib/trends/butter/Butter.md)
- [CONV - Convolution](../lib/trends/conv/Conv.md)
- [DEMA - Double Exponential MA](../lib/trends/dema/Dema.md)
- [DWMA - Double Weighted MA](../lib/trends/dwma/Dwma.md)
docs/indicators.md
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- [**BESSEL**](../lib/trends/bessel/Bessel.md) - Bessel Filter
- [**BILATERAL**](../lib/trends/bilateral/Bilateral.md) - Bilateral Filter
- [**BLMA**](../lib/trends/blma/Blma.md) - Blackman Window MA
- [**BUTTER**](../lib/trends/butter/Butter.md) - Butterworth Filter
- [**CONV**](../lib/trends/conv/Conv.md) - Convolution MA
- [**DEMA**](../lib/trends/dema/Dema.md) - Double Exponential MA
- [**DWMA**](../lib/trends/dwma/Dwma.md) - Double Weighted MA
docs/trendcomparison.md
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| **ALMA** | 8 | 7 | 10 | 8 | Positive-weight FIR; accurate-ish but still a lag tradeoff. |
| **BESSEL** | 9 | 7 | 9 | 8 | Strong shape/phase preservation; step response is well-behaved. |
| **BILATERAL** | 7 | 6 | 10 | 8 | Edge-preserving; excellent in ranging markets, variable smoothing by design. |
| **BUTTER** | 7 | 7 | 8 | 9 | 2nd-order IIR; maximally flat passband, excellent balance of smooth/lag. |
| **BLMA** | 7 | 3 | 10 | 10 | Standard DSP window; superior noise suppression but significant lag. |
| **DEMA** | 4 | 9 | 3 | 6 | Lag-canceling subtraction ⇒ structure distortion + overshoot risk. |
| **DWMA** | 7 | 2 | 10 | 10 | Ultra-smooth, but smears structure heavily (lag dominates). |
docs/validation.md
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| **Bollinger Band Width Normalized** | Bbwn | - | - | - | - |
| **Bollinger Band Width Percentile** | Bbwp | - | - | - | - |
| **Bollinger Bands** | Bbands | BBANDS | bbands | BollingerBands | ❔ |
| **Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
| **Bollinger Band Squeeze** | Bbs | - | - | - | - |
| **Bollinger Band Width** | Bbw | - | - | - | ❔ |
| **Bollinger Band Width Normalized** | Bbwn | - | - | - | - |
| **Bollinger Band Width Percentile** | Bbwp | - | - | - | - |
| **Bollinger Bands** | Bbands | BBANDS | bbands | BollingerBands | ❔ |
| **Butterworth Filter** | Butter | - | - | - | - |
| **Camarilla Pivot Points** | Pivotcam | - | - | - | ❔ |
| **Chaikin Money Flow** | Cmf | - | - | Cmf | ❔ |