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c6ffb9f48731211c8240b58ce462bae430923843
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43 Commits
Author SHA1 Message Date
Miha Kralj f0d91478e1 docs: document Python wheel matrix and wickra benchmark results 
Published the pre-built wheel matrix (win/linux/macOS including arm64) and added wickra columns with fresh numbers to the Python benchmark docs.
 2026-09-27 18:00:16 -07:00
Miha Kralj c5c93a0350 feat: add wickra to Python benchmark and fix correlation export 
Added wickra (Rust/PyO3) as a comparison library across all 7 indicators. Fixed the correlation export name mismatch (qtl_correlation -> qtl_correl) and the benchmark's qtl.correlation -> qtl.correl reference so Pearson correlation is benchmarkable.
 2026-09-27 18:00:15 -07:00
Miha Kralj fa325ee1d0 fix: reconcile package metadata and add NuGet/net48/NinjaTrader 8 packaging 
Drop stale version from README heading and remove build-time README stamping

Rewrite NuGet description/product and PyPI author and project_urls

Generate NuGet README with absolute URLs at pack time

Add net48 reference assemblies for Linux CI and publish NT8 net48 ZIP asset
 2026-09-25 16:40:46 -07:00
Miha Kralj 44a20d6a17 Add UO, SRSI, HHLLS, STMACD, OBVM indicators; rename Epa to HtPhana 2026-09-25 13:44:00 -07:00
Miha Kralj fc207de37d review and updates 2026-09-23 21:14:07 +02:00
Miha Kralj 0c9b521df9 cleanup and refactoring 2026-09-23 14:53:01 +02:00
Miha Kralj 2193c4e6ea Fix MAMA phase discriminator, NATR test bug, tolerance unification, ROC naming, add 12 validation files 
- 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.
 2026-09-23 14:47:41 +02:00
Miha Kralj c98b0e2a57 feat: add EPA (Ehlers Phasor Analysis) indicator - TASC Nov 2022 2026-03-19 09:22:04 -07:00
Miha Kralj b1302a4761 feat: add FSI (Ehlers Fourier Series Indicator, TASC June 2019) 2026-03-18 19:58:53 -07:00
Miha Kralj b79b56dc65 feat: add TBF (Ehlers Truncated BandPass Filter) + fix all 64 warnings 
TBF indicator:
- Sealed class with RingBuffer, stackalloc scratch, O(Length) per bar
- 7 core files: Tbf.cs, Tbf.Quantower.cs, Tbf.md, tbf.pine, 3 test files
- 67 tests (48 lib + 19 Quantower) all passing
- Full integration: sidebar, indexes, docs, Python bridge, exports

AMFM fix:
- Added envBuf.Clear()/smaBuf.Clear() after stackalloc in Batch
  (SkipLocalsInit garbage values caused 8.97e+65 blowup)

Warning fixes (64 → 0):
- Amfm.cs: S125 commented code removed, 11× IDE0011 braces
- Pta.cs: 11× IDE0011 braces on if/else/for/foreach
- Pta.Tests.cs: 14× IDE0011, S1481 unused var, S2699 assertion, 2× MA0074
- Lpf.Quantower.Tests.cs: 2× MA0074 StringComparison

Build: 0 warnings, 0 errors, 20,048 tests passing
 2026-03-18 19:10:48 -07:00
Miha Kralj 6ac30d37e6 feat: add LPF - Ehlers Linear Predictive Filter (TASC Jan 2025) 
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
Miha Kralj aec3a64e4e feat(dynamics): add PTA - Ehlers Precision Trend Analysis 
TASC Sep 2024. Dual 2-pole Butterworth highpass bandpass for
near-zero-lag trend extraction. HP(long) - HP(short) preserves
cycles between shortPeriod and longPeriod.

- Core: Pta.cs with O(1) streaming, Span batch, state rollback
- Quantower: PtaIndicator adapter with LineSeries + SetValue
- Tests: 31 lib + 11 Quantower (all passing)
- Pine: pta.pine PineScript v6 reference
- Docs: Pta.md canonical template v3
- Python: Exports.Generated.cs + _bridge.py + dynamics.py
- Indexes: _sidebar.md, lib/_index.md, dynamics/_index.md,
  docs/indicators.md, docs/pinescript.md
 2026-03-17 17:25:17 -07:00
Miha Kralj 84d12e5706 feat: add USI (Ehlers Ultimate Strength Index) - TASC Nov 2024 2026-03-17 16:44:48 -07:00
Miha Kralj d3cb9d2513 feat(cycles): add AMFM - Ehlers AM Detector / FM Demodulator 2026-03-17 15:56:55 -07:00
Miha Kralj 8112009b32 feat(filters): add NET - Ehlers Noise Elimination Technology (TASC Dec 2020) 2026-03-17 14:38:31 -07:00
Miha Kralj f7dcc20f7c feat: add EEO (Ehlers Elegant Oscillator) - TASC Feb 2022 2026-03-17 14:18:57 -07:00
Miha Kralj b2efbd1a8c docs: add DMH entry to Python SPEC.md dynamics section 2026-03-17 13:53:10 -07:00
Miha Kralj b4523b5cca feat: add MADH (Ehlers Moving Average Difference with Hann) indicator 2026-03-17 13:48:34 -07:00
Miha Kralj 4fa29c04b7 feat: add DMH (Ehlers Directional Movement with Hann) indicator 2026-03-17 13:35:03 -07:00
Miha Kralj 4552d8529d feat: add RSIH (Ehlers Hann-Windowed RSI) indicator 2026-03-17 12:40:55 -07:00
Miha Kralj 7db48e2418 feat(oscillators): add DSO - Ehlers Deviation-Scaled Oscillator 
Implement DSO (TASC Oct 2018) with SSF 2-pole filter, RMS normalization,
and Fisher Transform (±0.99 clamp). Sealed class, O(1) streaming RMS via
RingBuffer, precomputed SSF coefficients.

New files: Dso.cs, Dso.Quantower.cs, Dso.md, dso.pine,
  Dso.Tests.cs (27), Dso.Validation.Tests.cs (7), Dso.Quantower.Tests.cs (11)

Updated: Exports.cs, _bridge.py, oscillators.py, SPEC.md,
  _sidebar.md, lib/_index.md, oscillators/_index.md,
  docs/indicators.md, docs/pinescript.md

All 19,565 tests pass, 0 warnings.
 2026-03-17 11:59:04 -07:00
Miha Kralj 5fc6e27d8e Rename EACP to ACP across entire codebase 
- 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
Miha Kralj eb9e41fc2e 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
 2026-03-17 09:25:32 -07:00
Miha Kralj 15f4bb90f3 feat: add 8 new indicators with full integration 
New indicators:
- HWC (Holt-Winters Channel) — channels, 27 tests
- VWMACD (Volume-Weighted MACD) — momentum, 38 tests
- Squeeze Pro — oscillators, 69 tests
- BW_MFI (Bill Williams MFI) — oscillators
- DSTOCH (Double Stochastic) — oscillators
- ATRSTOP (ATR Trailing Stop) — reversals
- VSTOP (Volatility Stop) — reversals
- Convexity (Beta Convexity) — statistics, 23 tests

Integration:
- Python bridge: Exports.cs, _bridge.py, wrapper modules
- Documentation: _sidebar.md, _index.md pages, SPEC.md
- All analyzer warnings fixed (MA0074, xUnit2013, S2699)

Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
 2026-03-17 08:35:29 -07:00
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 0468283d45 Add Python benchmark: quantalib NativeAOT vs pandas-ta comparison 
- New python/tests/benchmark.py mirrors C# perf/Benchmark.cs indicators
  (SMA, EMA, WMA, HMA, ADOSC, CORRELATION, SKEW) at 500K bars
- quantalib NativeAOT via ctypes FFI: 2-68x faster than pandas-ta
- Updated docs/benchmarks.md with Python benchmark results section
 2026-03-13 22:40:59 -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 f10baa6dfb docs: add license rationale, Python/PineScript guides, API updates 
- 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 50711933e1 chore: remove gitignored files from tracking, update channels 
- Remove .vscode/, __pycache__/, publish binaries, and .dll/.pdb files from git tracking (now covered by .gitignore)
 2026-03-03 10:33:23 -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 f0f9382817 docs: add SVG signature wrapper .md pages, fix docsify links, minimize content margins 2026-03-02 14:55:34 -08:00
Miha Kralj 18694e337e feat: add length->period kwargs alias across all 168 indicator functions for pandas-ta compat 2026-03-02 10:00:29 -08:00
Miha Kralj 439b818201 fix: rebuild NativeAOT DLL after JMA power removal + add length kwargs alias 2026-03-01 22:37:56 -08:00
Miha Kralj fa77882be7 refactor: remove unused JMA power parameter from entire stack 2026-03-01 22:14:30 -08:00
Miha Kralj ce04e2792b fix: sync 28+ Python default params with C# constructors 2026-03-01 22:04:30 -08:00
Miha Kralj ce4416d388 fix(python): critical bug fixes across Python wrapper 2026-03-01 21:35:19 -08:00
Miha Kralj d4d0646c4f feat: publish platform-tagged wheels for all target runtimes 2026-03-01 17:47:31 -08:00
Miha Kralj bc531d392a feat: add Python wheel release pipeline and TestPyPI publish fixes 2026-03-01 16:20:41 -08:00
Miha Kralj 07054ae20a refactor: centralize versioning and stabilize PMA validation 2026-03-01 14:07:14 -08:00
Miha Kralj 768123d056 minor 2026-02-28 16:05:11 -08:00
Miha Kralj 83e9511261 python wrapper 2026-02-28 14:14:35 -08:00