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feat: add ADF (Augmented Dickey-Fuller) indicator

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- 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
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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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docs/indicators.md
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@@ -377,6 +377,7 @@ Mathematical and statistical computations on price series.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**ACF**](../lib/statistics/acf/Acf.md) | Autocorrelation Function | Lagged self-correlation |
| [**ADF**](../lib/statistics/adf/Adf.md) | Augmented Dickey-Fuller Test | Unit root stationarity test; MacKinnon p-value [0,1] |
| [**BETA**](../lib/statistics/beta/Beta.md) | Beta Coefficient | Systematic risk measure |
| [**CMA**](../lib/statistics/cma/Cma.md) | Cumulative Moving Average | Expanding window average |
| [**COINTEGRATION**](../lib/statistics/cointegration/Cointegration.md) | Cointegration | Engle-Granger two-step with ADF test |