eb9e41fc2e
feat: add RRSI (Rocket RSI) — Ehlers TASC May 2018
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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
15f4bb90f3
feat: add 8 new indicators with full integration
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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
6f0a339c9b
fix: resolve build and test errors
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- 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
e3bd07aa87
feat: add ADF (Augmented Dickey-Fuller) indicator
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- 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
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
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
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
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