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feat: Add Absolute Price Oscillator (APO) implementation and documentation

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feat: Implement ADL (Accumulation/Distribution Line) indicator
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Miha Kralj
2025-12-18 21:32:01 -08:00
parent 35e5571237
commit b5358091ae
32 changed files with 1925 additions and 55 deletions
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.clinerules/AGENTS.md
+14 -4
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@@ -54,7 +54,7 @@ Every indicator must follow the **Good Indicator Guidelines** strictly.
Directory: `lib/[category]/[name]/` (e.g., `lib/trends/sma/`)
| File | Naming | Purpose |
|------|--------|---------|
| ---- | ------ | ------- |
| **Source** | `[Name].cs` | Main implementation. `public sealed class`. |
| **Tests** | `[Name].Tests.cs` | xUnit tests (correctness, edge cases). |
| **Validation** | `[Name].Validation.Tests.cs` | Compare against TA-Lib, Skender, etc. |
@@ -153,7 +153,9 @@ public TValue Update(TValue input, bool isNew = true)
* **Mandatory**: You MUST validate against at least one external authority (TA-Lib, Skender, Tulip, OoplesFinance, Python libs).
* **Tolerance**: Typically `1e-6` to `1e-9`.
* **Data**: Use `ValidationTestData` class which wraps `GBM` (Geometric Brownian Motion) to generate realistic test data and provides pre-calculated Skender quotes.
* **Data**: Use `ValidationTestData` class which wraps `GBM` (Geometric Brownian Motion) to generate realistic test data (default 5000 bars) and provides pre-calculated Skender quotes.
* **Coverage**: Validate all 3 modes (Batch, Streaming, Span) against the external library.
* **Verification**: Use `ValidationHelper.VerifyData` which checks the last 100 bars to ensure convergence and correctness.
#### External Library Usage Guide
@@ -171,6 +173,7 @@ public TValue Update(TValue input, bool isNew = true)
* Namespace: `using Tulip;`
* Method: `Tulip.Indicators.[indicator].Run(...)`.
* Handle lookback/offset manually (Tulip output is shorter than input).
* **Note:** Be aware of potential 1-bar shifts due to different initialization strategies (e.g., Tulip often skips index 0). Use `lookback` parameter to align.
* Use `ValidationHelper.VerifyData` with `lookback`.
* **OoplesFinance.StockIndicators:**
@@ -183,7 +186,14 @@ public TValue Update(TValue input, bool isNew = true)
* **Format**: Markdown.
* **Content**: Title, Description, Parameters, Formula (LaTeX), C# Usage Examples.
* **Index**: Add the new indicator to the category index (e.g., `lib/trends/_index.md`) AND the main index (`lib/_index.md`).
* **Style**: Follow the guidelines in `.clinerules/techdocs.md` (Bryson-Executive voice, architectural focus, evidence-based).
* **Index & Links**: Add the new indicator to:
* Category index (e.g., `lib/trends/_index.md`)
* Main library index (`lib/_index.md`)
* Documentation sidebar (`docs/_sidebar.md`)
* Integration guide (`docs/integration.md`)
* Indicators list (`docs/indicators.md`)
* Validation table (`docs/validation.md`)
* **Linting**: Ensure that markdownlint shows no issues for the file.
* **MD030:** Ensure exactly one space after list markers.
* **MD032:** Ensure lists are surrounded by blank lines.
@@ -209,7 +219,7 @@ When creating a new indicator, you are **DONE** only when:
* [ ] Static `Calculate(Span)` is implemented.
* [ ] Unit tests pass (including edge cases).
* [ ] Validation tests pass against external libs.
* [ ] Documentation is complete and linked in both `_index.md` files.
* [ ] Documentation is complete and linked in all 6 required index/doc files (including validation.md).
* [ ] Quantower adapter and tests are implemented.
* [ ] CodeRabbit review issues are resolved.