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Miha Kralj dafc569f4c Add series algebra and signal predicates layer

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.

2026-09-25 06:45:03 -07:00

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Numerics

Basic mathematical transforms and utility functions for time series. These building blocks convert raw price data into forms suitable for analysis, comparison, and downstream indicator consumption.

Indicator	Full Name	Description
ACCEL	Acceleration	Momentum change; second derivative of price.
ADD	Element-wise Addition	Sum of two time-aligned streams: a + b.
BETADIST	Beta Distribution	Beta probability distribution transform.
BINOMDIST	Binomial Distribution	Binomial probability distribution transform.
CHANGE	Percentage Change	Relative price movement over lookback period.
CWT	Continuous Wavelet Transform	Time-frequency decomposition with continuous wavelets.
DECAY	Linear Decay	Peak envelope with linear degradation; max(input, prev − 1/period).
DIV	Element-wise Division	Quotient of two time-aligned streams: a / b; 0.0 near zero denominator.
DWT	Discrete Wavelet Transform	À trous Haar stationary DWT; multi-resolution approximation + detail decomposition.
EDECAY	Exponential Decay	Peak envelope with exponential degradation; max(input, prev × (period−1)/period).
EXPDIST	Exponential Distribution	Exponential probability distribution transform.
EXPTRANS	Exponential Transform	e^x transform for log-space conversion reversal.
FDIST	F-Distribution	Fisher-Snedecor probability distribution transform.
FFT	Fast Fourier Transform	Frequency-domain decomposition via FFT algorithm.
GAMMADIST	Gamma Distribution	Gamma probability distribution transform.
HIGHEST	Rolling Maximum	Maximum value over lookback window.
IFFT	Inverse Fast Fourier Transform	Frequency-to-time domain reconstruction.
JERK	Jerk	Rate of acceleration; third derivative of price.
LAG	Value Delay	Republishes the input from n bars ago: x[t-n].
LINEARTRANS	Linear Transform	y = ax + b scaling transformation.
LOGNORMDIST	Log-normal Distribution	Log-normal probability distribution transform.
LOGTRANS	Logarithmic Transform	Natural log for percentage-based analysis.
LOWEST	Rolling Minimum	Minimum value over lookback window.
MAXINDEX	Rolling Maximum Index	Position of maximum value in rolling window.
MININDEX	Rolling Minimum Index	Position of minimum value in rolling window.
MUL	Element-wise Multiplication	Product of two time-aligned streams: a * b.
NORMALIZE	Min-Max Normalization	Scale to [0,1] range using rolling min/max.
NORMDIST	Normal Distribution	Gaussian probability distribution transform.
POISSONDIST	Poisson Distribution	Poisson probability distribution transform.
RELU	Rectified Linear Unit	max(0, x); neural network activation function.
SIGMOID	Logistic Function	1/(1+e^-x); bounded [0,1] transform.
SLOPE	First Derivative	First derivative; velocity of price movement.
SQRTTRANS	Square Root Transform	Variance-stabilizing transformation.
SUB	Element-wise Subtraction	Difference of two time-aligned streams: a - b.
TDIST	Student's t-Distribution	Student's t probability distribution transform.
WEIBULLDIST	Weibull Distribution	Weibull probability distribution transform.

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