Miha Kralj
dafc569f4c
Series arithmetic (lib/numerics): - Add, Sub, Mul, Div, Lag, reusing BiInputIndicatorBase at period=1 - Div publishes 0.0 (not NaN) on a zero denominator, since a non-finite ComputeError result permanently poisons the base's running sum - BiInputIndicatorBase gains Subscribe(a, b) implementing the strategy-primitives spec's time-join rule for event-chained two-input nodes Phase 0 contracts (lib/core): - TTradeContext, BracketFlags, ExitReason, TrendState, VolState - SignalConstants (DefaultEpsilon, TruthThreshold), OutOfRangePolicy - ConfirmOnClose: bar-confirmation wrapper (Section 8.6) Signal predicates (lib/signals/predicates), Phase 1: - Above, Below, Equal (ComparePredicateBase<TOp> generic comparison core) - InsideChannel, OutsideChannel, ChannelPosition (new MultiInputBase, 3-input time-join) - IsRising, IsFalling (exclude current bar, confirm-then-push window) - AtHighest, AtLowest (include current bar, rebuild-on-correction, mirrors channels/Dc) - Hysteresis, PercentDistance All new nodes ship with .cs, tests, and .md docs; indices and the StrategyPrimitives.Spec.md are updated with placement decisions and design notes. Full suite: 16730 tests, 0 failures, 0 warnings.
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Signals
Strategy-primitive nodes that turn continuous indicator output into discrete trading logic:
predicates, triggers, combinators, and guards, built to a shared value contract (crisp {0, 1},
graded [0, 1], or NaN while cold — see StrategyPrimitives.Spec.md, Section 8.1). Unlike
every other category in this library, signals/ is organized into sub-folders because its
sub-layers are tightly related and looked up as a group, not because they are independent
indicator families.
See StrategyPrimitives.Spec.md for the full design: the layered architecture (predicates →
triggers → combinators → guards → position state machine), the value semantics every node here
follows, and the phased build plan.
predicates/
Layer 2: stateless-per-bar (or small fixed-window) tests that turn one or more continuous streams into a crisp or graded signal.
| Indicator | Full Name | Description |
|---|---|---|
| ABOVE | Greater-Than Predicate | Crisp: 1.0 when a > b (or a > scalar), else 0.0. |
| ATHIGHEST | At-Maximum Predicate | Crisp: 1.0 when the current bar is the max of an n-bar window that includes it. |
| ATLOWEST | At-Minimum Predicate | Crisp: 1.0 when the current bar is the min of an n-bar window that includes it. |
| BELOW | Less-Than Predicate | Crisp: 1.0 when a < b (or a < scalar), else 0.0. |
| CHANNELPOSITION | Normalized Channel Position | Graded [0,1]: (value − lower) / (upper − lower), with an explicit out-of-range policy. |
| EQUAL | Approximate Equality Predicate | Crisp: 1.0 when |a − b| ≤ epsilon. |
| HYSTERESIS | Schmitt-Trigger Predicate | Crisp latch with a dead band; removes boundary flicker around a threshold. |
| INSIDECHANNEL | Channel Membership Predicate | Crisp: 1.0 when lower ≤ value ≤ upper. |
| ISFALLING | Falling Predicate | Crisp: 1.0 when current < min(previous n confirmed bars). |
| ISRISING | Rising Predicate | Crisp: 1.0 when current > max(previous n confirmed bars). |
| OUTSIDECHANNEL | Channel Exclusion Predicate | Crisp: 1.0 when value > upper or value < lower. |
| PERCENTDISTANCE | Relative Distance | Raw signed ratio (a − b) / b; feeds Above/Below, not a predicate output itself. |
Deferred
QuantileRank(P1) — depends onstatistics/pctrank, which does not exist yet.
triggers/, combinators/, guards/
Not yet built. See StrategyPrimitives.Spec.md Sections 9.2–9.4 and Section 20 (Phase 1) for
the planned contents (CrossOver, BecameTrue, BarsSince, Sequence; AllOf, AnyOf,
KOfN, Latch, Inhibit; Cooldown, SessionFilter).