 Miha Kralj
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4cc4c1a0c4
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feat(rrsi): add validation tests — manual Ehlers algorithm cross-check
- Manual step-by-step reference implementation of Ehlers TASC May 2018
- Theory tests across 5 parameter combinations (5/5, 8/10, 10/10, 10/20, 20/10)
- arctanh mathematical identity verification
- Streaming/batch/span consistency validation
- Event-based vs streaming agreement check
- All-outputs-finite verification across 4 parameter sets
- Super Smoother coefficient unity DC gain validation
- 18 new tests, 15981 total passing, 0 warnings
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2026-03-17 09:38:18 -07:00 |
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Miha Kralj
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eb9e41fc2e
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feat: add RRSI (Rocket RSI) — Ehlers TASC May 2018
Algorithm: SuperSmoother-filtered momentum → Ehlers RSI → Fisher Transform
- 2-pole Butterworth IIR pre-filter removes noise
- Ehlers RSI (raw summation, not Wilder) outputs [-1,1]
- arctanh produces Gaussian-distributed zero-mean oscillator
Files: Rrsi.cs, Rrsi.Quantower.cs, Rrsi.md, 31+7 tests
Integration: sidebar, indices, Python bridge (Exports, _bridge, oscillators, SPEC)
Build: 0 warnings, 0 errors | Tests: 15,963 passed, 0 failed
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2026-03-17 09:25:32 -07:00 |
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