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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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python/quantalib/_bridge.py
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@@ -573,6 +573,7 @@ HAS_DSP = _bind("qtl_dsp", [_dp, _ci, _dp, _ci])
HAS_CCOR = _bind("qtl_ccor", [_dp, _ci, _dp, _ci, _cd])
HAS_EBSW = _bind("qtl_ebsw", [_dp, _ci, _dp, _ci, _ci])
HAS_ACP = _bind("qtl_acp", [_dp, _ci, _dp, _ci, _ci, _ci, _ci])
HAS_LPF = _bind("qtl_lpf", [_dp, _ci, _dp, _ci, _ci, _ci])
HAS_AMFM = _bind("qtl_amfm", [_dp, _dp, _ci, _dp, _dp, _ci])
# ── Numerics (Exports.cs — manual) ──