SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
2026-08-25 05:48:06 +00:00 · 2026-01-18 19:02:03 -08:00
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
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+// The MIT License (MIT)
+// © mihakralj
+//@version=5
+indicator("Kendall Rank Correlation (KENDALL)", "KENDALL", overlay=false, precision=4)
+
+//@function Calculates Kendall's Tau-a rank correlation coefficient.
+//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/kendall.md
+//@param source1 series float The first input series.
+//@param source2 series float The second input series.
+//@param length int The lookback period. Min 2, Max 60.
+//@returns series float Kendall's Tau-a coefficient, ranging from -1 to +1.
+kendall(series float source1, series float source2, simple int length) =>
+    if length < 2
+        float(na)
+    else
+        float[] src1_window = array.new_float(length)
+        float[] src2_window = array.new_float(length)
+        bool window_has_na = false
+        for k = 0 to length - 1
+            val1_k = source1[length - 1 - k]
+            val2_k = source2[length - 1 - k]
+            if na(val1_k) or na(val2_k)
+                window_has_na := true
+                break
+            array.set(src1_window, k, val1_k)
+            array.set(src2_window, k, val2_k)
+        if window_has_na
+            float(na)
+        else
+            concordant_pairs = 0
+            discordant_pairs = 0
+            for i = 0 to length - 2
+                for j = i + 1 to length - 1
+                    val1_i = array.get(src1_window, i)
+                    val2_i = array.get(src2_window, i)
+                    val1_j = array.get(src1_window, j)
+                    val2_j = array.get(src2_window, j)
+                    diff_val1 = val1_i - val1_j
+                    diff_val2 = val2_i - val2_j
+                    product_of_signs = diff_val1 * diff_val2
+                    if product_of_signs > 0
+                        concordant_pairs += 1
+                    else if product_of_signs < 0
+                        discordant_pairs += 1
+            denominator = length * (length - 1) / 2.0
+            if denominator == 0.0
+                float(na)
+            else
+                (concordant_pairs - discordant_pairs) / denominator
+
+// Inputs
+i_source1 = input.source(close, "Source 1")
+i_source2_ticker = input.symbol("SPY", "Source 2 Ticker (e.g., SPY, AAPL)")
+i_period = input.int(20, "Period", minval=2)
+
+i_source2 = request.security(i_source2_ticker, timeframe.period, close, lookahead=barmerge.lookahead_off)
+
+// Calculation
+kendall_value = kendall(i_source1, i_source2, i_period)
+
+// Plot
+plot(kendall_value, "Kendall's Tau", color=color.new(color.yellow,0, color=color.yellow, linewidth=2), linewidth=2)