Commit Graph

7 Commits

Author SHA1 Message Date
Miha Kralj 6f0a339c9b fix: resolve build and test errors
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48)
- Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103)
- Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
2026-03-16 12:45:13 -07:00
Miha Kralj e3bd07aa87 feat: add ADF (Augmented Dickey-Fuller) indicator
- 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
2026-03-15 17:56:54 -07:00
Miha Kralj 031f1b5fe6 feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings 2026-03-09 13:45:46 -07:00
Miha Kralj 935a5ab26c fix(python): align QtlEacp export params with Eacp.Batch signature
The NativeAOT export had stale parameter names (period, minPeriod,
maxPeriod, useMedian) from an older API. Renamed to match the actual
Eacp.Batch(minPeriod, maxPeriod, avgLength, enhance) signature.
ABI preserved — same 7 params, same types, no Python-side changes needed.
2026-03-04 11:59:42 -08:00
Miha Kralj c23fbbd99f fix(frama): rewire Python export to use H/L arrays instead of single source 2026-03-02 15:56:12 -08:00
Miha Kralj fa77882be7 refactor: remove unused JMA power parameter from entire stack 2026-03-01 22:14:30 -08:00
Miha Kralj 83e9511261 python wrapper 2026-02-28 14:14:35 -08:00