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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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lib/_index.md
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@@ -7,6 +7,7 @@
| [ACCBANDS](channels/accbands/Accbands.md) | Acceleration Bands | Channels |
| [ACCEL](numerics/accel/Accel.md) | Acceleration | Numerics |
| [ACF](statistics/acf/Acf.md) | Autocorrelation Function | Statistics |
| [ADF](statistics/adf/Adf.md) | Augmented Dickey-Fuller Test | Statistics |
| [ADL](volume/adl/Adl.md) | Accumulation/Distribution Line | Volume |
| [ADOSC](volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Volume |
| [ADR](volatility/adr/Adr.md) | Average Daily Range | Volatility |