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feat: add LPF - Ehlers Linear Predictive Filter (TASC Jan 2025)

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Implements Ehlers' Linear Predictive Filter for dominant cycle detection:
- Roofing filter (HP + SuperSmoother) → AGC → Griffiths adaptive predictor
- DFT spectrum from predictor coefficients → Center of Gravity dominant cycle
- Outputs: DominantCycle, Signal (AGC-normalized), Predict (one-bar-ahead)

Files added:
- lib/cycles/lpf/Lpf.cs (core implementation, sealed class)
- lib/cycles/lpf/Lpf.Quantower.cs (3 LineSeries: Cycle, Signal, Predict)
- lib/cycles/lpf/Lpf.md (canonical template v3 documentation)
- lib/cycles/lpf/lpf.pine (PineScript v6 reference)
- lib/cycles/lpf/tests/Lpf.Tests.cs (38 unit tests)
- lib/cycles/lpf/tests/Lpf.Quantower.Tests.cs (22 adapter tests)

Updated: index files, Python bridge (Exports.cs, _bridge.py, cycles.py)
This commit is contained in:
Miha Kralj
2026-03-17 20:24:54 -07:00
parent 547367790b
commit 6ac30d37e6
14 changed files with 1607 additions and 2 deletions
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_sidebar.md
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@@ -329,6 +329,7 @@
* [HT_DCPHASE - Ehlers Hilbert Transform Dominant Cycle Phase](/lib/cycles/ht_dcphase/HtDcphase.md)
* [HT_PHASOR - Ehlers Hilbert Transform Phasor Components](/lib/cycles/ht_phasor/HtPhasor.md)
* [HT_SINE - Ehlers Hilbert Transform SineWave (also known as SINE)](/lib/cycles/ht_sine/HtSine.md)
* [LPF - Ehlers Linear Predictive Filter](/lib/cycles/lpf/Lpf.md)
* [LUNAR - Lunar Phase](/lib/cycles/lunar/Lunar.md)
* [SOLAR - Solar Activity Cycle](/lib/cycles/solar/Solar.md)
* [SSFDSP - Ehlers SSF Detrended Synthetic Price](/lib/cycles/ssfdsp/Ssfdsp.md)