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>

lib/volatility/ewma/ewma.pine

@@ -0,0 +1,43 @@
+// The MIT License (MIT)
+// © mihakralj
+//@version=6
+indicator("Exponential Weighted MA Volatility", "EWMA Volty", overlay=false)
+
+//@function Calculates Exponential Weighted Moving Average (EWMA) Volatility.
+//@param src The source series for price data. Default is close.
+//@param length The period length for the EWMA calculation.
+//@param annualize Boolean to indicate if the volatility should be annualized. Default is true.
+//@param annualPeriods Number of periods in a year for annualization. Default is 252 for daily data.
+//@returns float The EWMA Volatility value.
+//@optimized for performance and dirty data
+ewmaVolty(series float src, simple int length, simple bool annualize = true, simple int annualPeriods = 252) =>
+    if length <= 0
+        runtime.error("Length must be greater than 0")
+    if annualize and annualPeriods <= 0
+        runtime.error("Annual periods must be greater than 0 if annualizing")
+    float logReturn = nz(math.log(src / src[1]),0.0)
+    float squaredReturn = logReturn * logReturn
+    var float raw_rma_sq_ret = 0.0, var float e_rma = 1.0
+    float rma_alpha = 1.0 / float(length)
+    if not na(squaredReturn)
+        raw_rma_sq_ret := na(raw_rma_sq_ret[1]) ? squaredReturn : (nz(raw_rma_sq_ret[1],squaredReturn) * (length - 1) + squaredReturn) / length
+        e_rma := na(e_rma[1]) ? (1.0 - rma_alpha) : (1.0 - rma_alpha) * nz(e_rma[1],1.0)
+    float EPSILON = 1e-10
+    float corrected_rma_sq_ret = e_rma > EPSILON and not na(raw_rma_sq_ret) ? raw_rma_sq_ret / (1.0 - e_rma) : raw_rma_sq_ret
+    float currentEwmaSqReturns = nz(corrected_rma_sq_ret, squaredReturn)
+    float volatility = currentEwmaSqReturns < 0 ? na : math.sqrt(currentEwmaSqReturns)
+    annualize and not na(volatility) ? volatility * math.sqrt(float(annualPeriods)) : volatility
+
+// ---------- Main loop ----------
+
+// Inputs
+i_source = input.source(close, "Source")
+i_length = input.int(20, "Length", minval=1, tooltip="Period for EWMA calculation")
+i_annualize = input.bool(true, "Annualize Volatility", tooltip="Annualize the volatility output")
+i_annualPeriods = input.int(252, "Annual Periods", minval=1, tooltip="Number of periods in a year for annualization (e.g., 252 for daily, 52 for weekly)")
+
+// Calculation
+ewmaVolatilityValue = ewmaVolty(i_source, i_length, i_annualize, i_annualPeriods)
+
+// Plot
+plot(ewmaVolatilityValue, "EWMA Volty", color=color.yellow, linewidth=2)