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

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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>
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Miha Kralj
2026-01-18 19:02:03 -08:00
committed by GitHub
co-authored by Claude Opus 4.5 aider Warp
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
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lib/volatility/rsv/rsv.pine
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// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Rogers-Satchell Volatility (RSV)", "RSV", overlay=false)
//@function Calculates Rogers-Satchell Volatility.
//@param length The lookback period for the SMA smoothing of the Rogers-Satchell variance. Default is 20.
//@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 Rogers-Satchell Volatility value.
rsv(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 h = math.max(high, 0.0000001)
float l = math.max(low, 0.0000001)
float o = math.max(open, 0.0000001)
float c = math.max(close, 0.0000001)
float term1 = math.log(h / o)
float term2 = math.log(h / c)
float term3 = math.log(l / o)
float term4 = math.log(l / c)
float rs_variance_period = (term1 * term2) + (term3 * term4)
float smoothed_rs_variance = ta.sma(rs_variance_period, length)
float volatility_period = math.sqrt(math.max(0.0, smoothed_rs_variance))
float final_volatility = volatility_period
if annualize and not na(final_volatility)
final_volatility := final_volatility * math.sqrt(float(annualPeriods))
final_volatility
// ---------- Main loop ----------
// Inputs
i_length_rsv = input.int(20, "Length", minval=1, tooltip="Lookback period for SMA smoothing of Rogers-Satchell variance.")
i_annualize_rsv = input.bool(true, "Annualize Volatility", tooltip="Annualize the Rogers-Satchell Volatility output.")
i_annualPeriods_rsv = 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
rsvValue = rsv(i_length_rsv, i_annualize_rsv, i_annualPeriods_rsv)
// Plot
plot(rsvValue, "RSV", color=color.yellow, linewidth=2)