feat: add ADF (Augmented Dickey-Fuller) indicator

- Core implementation with Cholesky OLS, MacKinnon p-value, AIC lag selection
- Three regression models: NoConstant, Constant, ConstantAndTrend
- NormCdf via Abramowitz & Stegun 7.1.26 erf approximation
- Quantower adapter, Python bridge (NativeAOT export + ctypes + wrapper)
- 69 tests (41 unit + 12 validation + 14 Quantower + 2 consistency)
- Documentation with Schwert table, MacKinnon coefficients, PineScript ref
- All 19,095 tests pass, zero warnings
This commit is contained in:
Miha Kralj
2026-03-15 17:56:54 -07:00
parent 0468283d45
commit e3bd07aa87
17 changed files with 2790 additions and 2 deletions
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[![Public APIs](docs/img/public-api.svg)](docs/ndepend.md)
[![Comments](docs/img/comments.svg)](docs/ndepend.md)
# QuanTAlib 0.8.7
# QuanTAlib 0.8.8
393 technical indicators. One library. Brutal architectural trade-offs for absolute speed.