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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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lib/cycles/_index.md
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@@ -18,6 +18,7 @@ Cycle analysis identifies repeating patterns in price data. John Ehlers pioneere
| [HT_DCPHASE](ht_dcphase/Htdcphase.md) | Ehlers Hilbert Transform Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
| [HT_PHASOR](ht_phasor/HtPhasor.md) | Ehlers Hilbert Transform Phasor Components | Ehlers. In-phase and quadrature components. |
| [HT_SINE](ht_sine/HtSine.md) | Ehlers Hilbert Transform SineWave (also known as SINE) | Ehlers Hilbert Transform. Sine and lead sine for cycle timing. |
| [LPF](lpf/Lpf.md) | Ehlers Linear Predictive Filter | Ehlers. Griffiths LMS predictor coefficients → DFT spectrum → dominant cycle.|
| [LUNAR](lunar/Lunar.md) | Lunar Phase | 29.5-day lunar cycle. Studied for market correlations. |
| [SOLAR](solar/Solar.md) | Solar Activity Cycle | ~11-year sunspot cycle. Long-term research indicator. |
| [SSFDSP](ssfdsp/Ssfdsp.md) | Ehlers SSF Detrended Synthetic Price | Super Smoother Filter based DSP. Cleaner cycle extraction. |