gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-26 06:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: add ADF (Augmented Dickey-Fuller) indicator

Browse Source 
- 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
Download Patch File Download Diff File Expand all files Collapse all files
_sidebar.md
+1
View File
@@ -338,6 +338,7 @@
* [Statistics](/lib/statistics/_index.md)
* [ACF - Autocorrelation Function](/lib/statistics/acf/Acf.md)
* [ADF - Augmented Dickey-Fuller Test](/lib/statistics/adf/Adf.md)
* [BETA - Beta Coefficient](/lib/statistics/beta/Beta.md)
* [CMA - Cumulative MA](/lib/statistics/cma/Cma.md)
* [COINTEGRATION - Cointegration](/lib/statistics/cointegration/Cointegration.md)