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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>
This commit is contained in:
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/volume/twap/twap.pine
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// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Time Weighted Average Price (TWAP)", "TWAP", overlay=true)
//@function Calculates session-based TWAP (Time Weighted Average Price)
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/twap.md
//@param src Source price series (typically ohlc4 or hlc3)
//@param reset_condition Condition to reset TWAP calculation
//@returns TWAP value representing simple average price from session start
//@optimized for performance and dirty data
twap(series float src, series bool reset_condition) =>
var float sum_prices = 0.0
var int count = 0
float current_price = nz(src)
if reset_condition
sum_prices := 0.0
count := 0
sum_prices += current_price
count += 1
count > 0 ? sum_prices / count : src
// ---------- Main loop ----------
// Inputs
i_source = input.source(ohlc4, "Source")
i_session_type = input.string("1D", "Session Reset", options=["1m", "2m", "3m", "5m", "10m", "15m", "30m", "45m", "1H", "2H", "3H", "4H", "1D", "1W", "1M", "3M", "6M", "12M", "Never"])
// Calculate reset condition
reset_condition = switch i_session_type
"1m" => ta.change(time("1")) != 0
"2m" => ta.change(time("2")) != 0
"3m" => ta.change(time("3")) != 0
"5m" => ta.change(time("5")) != 0
"10m" => ta.change(time("10")) != 0
"15m" => ta.change(time("15")) != 0
"30m" => ta.change(time("30")) != 0
"45m" => ta.change(time("45")) != 0
"1H" => ta.change(time("60")) != 0
"2H" => ta.change(time("120")) != 0
"3H" => ta.change(time("180")) != 0
"4H" => ta.change(time("240")) != 0
"1D" => ta.change(time("1D")) != 0
"1W" => ta.change(time("1W")) != 0
"1M" => ta.change(time("1M")) != 0
"3M" => ta.change(time("3M")) != 0
"6M" => ta.change(time("6M")) != 0
"12M" => ta.change(time("12M")) != 0
"Never" => bar_index == 0
=> false
// Calculation
twap_value = twap(i_source, reset_condition)
// Plot
plot(twap_value, "TWAP", color=color.yellow, linewidth=2)