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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

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Miha Kralj
2026-03-13 13:46:52 -07:00
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commit c75135ab14
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lib/numerics/exptrans/Exptrans.md
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@@ -14,8 +14,6 @@
- The Exponential (EXP) transformer applies the natural exponential function $e^x$ to each value in a time series.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
- Requires `0` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Exponential (EXP) transformer applies the natural exponential function $e^x$ to each value in a time series. As the inverse of the natural logarithm, it converts additive relationships back to multiplicative ones, making it essential for reconstructing price levels from log-returns and implementing models that assume log-normal distributions.
@@ -197,4 +195,4 @@ var recovered = exp.Update(logPrice); // ≈ 150.0
- Euler, L. (1748). *Introductio in analysin infinitorum*.
- Maor, E. (1994). *e: The Story of a Number*. Princeton University Press.
- Hull, J. (2018). *Options, Futures, and Other Derivatives*. Pearson. (Black-Scholes applications)
- Hull, J. (2018). *Options, Futures, and Other Derivatives*. Pearson. (Black-Scholes applications)