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Add SSF-DSP implementation with validation tests and documentation

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- Implemented the SSF-DSP (Super Smooth Filter Detrended Synthetic Price) indicator using dual Super Smooth Filters.
- Added validation tests to ensure correctness against PineScript implementation and mathematical properties.
- Created comprehensive documentation outlining the architecture, mathematical foundation, performance profile, and common pitfalls.
- Included batch processing capabilities for efficient calculations on time series data.
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Miha Kralj
2026-02-04 20:58:05 -08:00
parent 3e854eac3f
commit 95838a6435
28 changed files with 6742 additions and 1 deletions
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docs/indicators.md
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@@ -205,6 +205,15 @@ Predictive indicators and extrapolation methods.
| :-------- | :-------- | :---- |
| [**AFIRMA**](../lib/forecasts/afirma/Afirma.md) | Adaptive FIR MA | Predictive FIR filter |
### Cycles
Periodic pattern detection and dominant frequency extraction. Markets exhibit cycles; detecting them reliably remains challenging.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**HT_SINE**](../lib/cycles/ht_sine/HtSine.md) | Hilbert Transform SineWave | Dominant cycle phase with 45° lead signal |
| [**SSFDSP**](../lib/cycles/ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Dual Super Smoother Filter oscillator |
### Numerics
Mathematical transformations and derivative indicators. Building blocks for analysis.