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
0468283d45
Add Python benchmark: quantalib NativeAOT vs pandas-ta comparison
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- 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
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
935a5ab26c
fix(python): align QtlEacp export params with Eacp.Batch signature
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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
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
50711933e1
chore: remove gitignored files from tracking, update channels
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- Remove .vscode/, __pycache__/, publish binaries, and .dll/.pdb files from git tracking (now covered by .gitignore)
2026-03-03 10:33:23 -08:00
c23fbbd99f
fix(frama): rewire Python export to use H/L arrays instead of single source
2026-03-02 15:56:12 -08:00
f0f9382817
docs: add SVG signature wrapper .md pages, fix docsify links, minimize content margins
2026-03-02 14:55:34 -08:00
18694e337e
feat: add length->period kwargs alias across all 168 indicator functions for pandas-ta compat
2026-03-02 10:00:29 -08:00
439b818201
fix: rebuild NativeAOT DLL after JMA power removal + add length kwargs alias
2026-03-01 22:37:56 -08:00
fa77882be7
refactor: remove unused JMA power parameter from entire stack
2026-03-01 22:14:30 -08:00
ce04e2792b
fix: sync 28+ Python default params with C# constructors
2026-03-01 22:04:30 -08:00
ce4416d388
fix(python): critical bug fixes across Python wrapper
2026-03-01 21:35:19 -08:00
d4d0646c4f
feat: publish platform-tagged wheels for all target runtimes
2026-03-01 17:47:31 -08:00
bc531d392a
feat: add Python wheel release pipeline and TestPyPI publish fixes
2026-03-01 16:20:41 -08:00
07054ae20a
refactor: centralize versioning and stabilize PMA validation
2026-03-01 14:07:14 -08:00
768123d056
minor
2026-02-28 16:05:11 -08:00
83e9511261
python wrapper
2026-02-28 14:14:35 -08:00
Miha Kralj