6ac30d37e6
feat: add LPF - Ehlers Linear Predictive Filter (TASC Jan 2025)
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Implements Ehlers' Linear Predictive Filter for dominant cycle detection:
- Roofing filter (HP + SuperSmoother) → AGC → Griffiths adaptive predictor
- DFT spectrum from predictor coefficients → Center of Gravity dominant cycle
- Outputs: DominantCycle, Signal (AGC-normalized), Predict (one-bar-ahead)
Files added:
- lib/cycles/lpf/Lpf.cs (core implementation, sealed class)
- lib/cycles/lpf/Lpf.Quantower.cs (3 LineSeries: Cycle, Signal, Predict)
- lib/cycles/lpf/Lpf.md (canonical template v3 documentation)
- lib/cycles/lpf/lpf.pine (PineScript v6 reference)
- lib/cycles/lpf/tests/Lpf.Tests.cs (38 unit tests)
- lib/cycles/lpf/tests/Lpf.Quantower.Tests.cs (22 adapter tests)
Updated: index files, Python bridge (Exports.cs, _bridge.py, cycles.py)
2026-03-17 20:24:54 -07:00
5fc6e27d8e
Rename EACP to ACP across entire codebase
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- Renamed directory lib/cycles/eacp → lib/cycles/acp
- Renamed class Eacp → Acp, EacpIndicator → AcpIndicator
- Renamed all files: Eacp.cs → Acp.cs, Eacp.Quantower.cs → Acp.Quantower.cs,
eacp.md → acp.md, eacp.pine → acp.pine, and all test files
- Updated display names: EACP → ACP in Quantower Name/ShortName properties
- Updated all documentation surfaces: _sidebar.md, lib/_index.md,
lib/cycles/_index.md, docs/indicators.md, docs/validation.md,
docs/pinescript.md, lib/cycles/cg/cg.md cross-reference
- Updated Python bridge: qtl_eacp → qtl_acp entry point, _bridge.py,
cycles.py wrapper, SPEC.md, test_shapes.py, run_all_exported
- All 83 tests pass (38 AcpTests + 22 AcpValidationTests + 23 AcpIndicatorTests)
- Build: 0 warnings, 0 errors across all projects
2026-03-17 11:35:11 -07:00
f10baa6dfb
docs: add license rationale, Python/PineScript guides, API updates
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- Add docs/license.md with Apache 2.0 rationale and patent protection analysis
- Add docs/python.md and docs/pinescript.md platform guides
- Expand README license section with disclosure and link to rationale
- Update docs/api.md and docs/architecture.md
- Update Python bindings: helpers, all indicator modules, pyproject.toml
- Add Python tests for Arrow and Polars integration
- Update TValue core type and documentation
- Add fix_length_to_period tooling script
2026-03-03 22:11:35 -08:00
Miha Kralj