- MAMA: replace atan2+angle-wrapping with Ehlers/TA-Lib's atan(Q/I) signed-delta
discriminator for both phase and period calculations. Was diverging from
TA-Lib/Skender by up to 11%; now matches within 0.01 absolute tolerance.
- NATR: fix TA-Lib validation test dividing ATR by a close price ~14 bars
misaligned (TA-Lib's output array is offset-compact, not absolute-indexed).
Now passes at 1e-9 instead of masking the bug with a 0.10 tolerance.
- ValidationHelper: tighten default tolerances to match AGENTS.md (1e-9 for
Skender/TALib/Tulip, 1e-6 for Ooples, was 1e-7 uniformly). Added documented
per-test tolerance overrides where large-window/large-magnitude sums
(WMA/HMA/TRIMA/DWMA period=100, rolling StdDev/Variance, AD cumulative sum,
linear regression) genuinely exceed 1e-9 due to floating-point accumulation
order, not algorithmic divergence.
- ROC/ROCP/ROCR: old Roc (Price-Price[N]) was an exact duplicate of Mom;
removed. Old Rocp (100*(P-P[N])/P[N]) was actually TA-Lib's ROC formula;
renamed to Roc. New Rocp created with TA-Lib's real ROCP formula
((P-P[N])/P[N], no *100). Updated C#, Quantower, Python bindings, and
pandas-ta parity tests accordingly.
- Added Validation.Tests.cs for 12 previously-unvalidated indicators: Sarext
(TA-Lib SarExt), Minindex/Maxindex (TA-Lib MinIndex/MaxIndex, exact match),
Convexity (Skender GetBeta BetaType.All), Vwmacd (Vwma+Ema composition),
and independent formula re-derivations for Usi, Eeo, Net, Pta, Amfm, Hwc
(no external library implements these Ehlers indicators). Lpf validated
structurally (documented invariants) given its 5-stage adaptive algorithm.
- Updated docs/validation.md, Roc.md/Rocp.md/Mom.md/Mama.md accordingly.
Complete rewrite of docs/pinescript.md to include every .pine file
organized by category (core, FIR trends, IIR trends, filters,
oscillators, dynamics, momentum, volatility, volume, channels,
cycles, reversals, forecasts, statistics, numerics, errors).
Previously listed ~120 indicators with many missing categories.
- 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
Miha Kralj