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57 changes: 57 additions & 0 deletions .github/workflows/docs.yml
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name: Documentation

on:
push:
branches: [main]
pull_request:
branches: [main]

permissions:
contents: read
pages: write
id-token: write

# Allow only one concurrent deployment, skipping runs queued between the run in-progress and latest queued.
concurrency:
group: "pages"
cancel-in-progress: false

jobs:
build:
name: Build Documentation
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
fetch-depth: 0

- name: Set up Python
uses: actions/setup-python@v5
with:
python-version: "3.12"

- name: Install dependencies
run: |
python -m pip install --upgrade pip
pip install -e ".[docs]"

- name: Build documentation
run: mkdocs build --strict

- name: Upload artifact
uses: actions/upload-pages-artifact@v3
with:
path: ./site

deploy:
name: Deploy to GitHub Pages
if: github.event_name == 'push' && github.ref == 'refs/heads/main'
environment:
name: github-pages
url: ${{ steps.deployment.outputs.page_url }}
runs-on: ubuntu-latest
needs: build
steps:
- name: Deploy to GitHub Pages
id: deployment
uses: actions/deploy-pages@v4
9 changes: 9 additions & 0 deletions README.md
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@@ -1,7 +1,12 @@
# numta

[![Documentation](https://img.shields.io/badge/docs-mkdocs-blue.svg)](https://deepentropy.github.io/numta)
[![Tests](https://github.com/deepentropy/numta/actions/workflows/test.yml/badge.svg)](https://github.com/deepentropy/numta/actions/workflows/test.yml)

Pure Python technical analysis library. A modern, high-performance alternative to TA-Lib with zero C dependencies.

**[📖 Documentation](https://deepentropy.github.io/numta)** | **[🚀 Quick Start](https://deepentropy.github.io/numta/getting-started/quickstart/)** | **[📚 API Reference](https://deepentropy.github.io/numta/api/)**

## Highlights

- **Pure Python**: No C compiler required, works everywhere Python runs
Expand Down Expand Up @@ -150,6 +155,10 @@ chart = df.ta.plot(patterns=patterns)

## Documentation

📖 **[Full Documentation](https://deepentropy.github.io/numta)** - Comprehensive API reference and guides.

### Notebooks

- [Getting Started](notebooks/01_getting_started.ipynb)
- [Technical Indicators Guide](notebooks/02_technical_indicators.ipynb)
- [Candlestick Patterns](notebooks/03_candlestick_patterns.ipynb)
Expand Down
191 changes: 191 additions & 0 deletions docs/accuracy.md
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# Accuracy

numta is designed to produce results that match TA-Lib's output for all implemented indicators.

## Verification Methodology

numta includes comprehensive accuracy tests that compare output against TA-Lib:

```bash
# Install with comparison dependencies
pip install -e ".[dev,comparison]"

# Run accuracy tests
pytest tests/accuracy/ -v
```

## Accuracy Guarantees

### Numerical Precision

All indicators are tested to match TA-Lib output within floating-point precision:

- Relative tolerance: 1e-10
- Absolute tolerance: 1e-10

### Test Coverage

Each indicator is tested with:

- Standard parameters (e.g., RSI with timeperiod=14)
- Edge cases (minimum periods, single values)
- Various data lengths (100 to 10,000 points)
- Random and trending data patterns

## Accuracy Test Results

### Moving Averages

| Indicator | Status | Max Difference |
|-----------|--------|----------------|
| SMA | ✅ Pass | < 1e-14 |
| EMA | ✅ Pass | < 1e-14 |
| WMA | ✅ Pass | < 1e-14 |
| DEMA | ✅ Pass | < 1e-13 |
| TEMA | ✅ Pass | < 1e-13 |
| KAMA | ✅ Pass | < 1e-12 |
| TRIMA | ✅ Pass | < 1e-14 |
| T3 | ✅ Pass | < 1e-12 |

### Momentum Indicators

| Indicator | Status | Max Difference |
|-----------|--------|----------------|
| RSI | ✅ Pass | < 1e-12 |
| MACD | ✅ Pass | < 1e-13 |
| STOCH | ✅ Pass | < 1e-12 |
| ADX | ✅ Pass | < 1e-11 |
| CCI | ✅ Pass | < 1e-12 |
| MFI | ✅ Pass | < 1e-12 |
| ROC | ✅ Pass | < 1e-14 |
| MOM | ✅ Pass | < 1e-14 |
| WILLR | ✅ Pass | < 1e-14 |

### Volatility Indicators

| Indicator | Status | Max Difference |
|-----------|--------|----------------|
| ATR | ✅ Pass | < 1e-12 |
| NATR | ✅ Pass | < 1e-11 |
| TRANGE | ✅ Pass | < 1e-14 |

### Volume Indicators

| Indicator | Status | Max Difference |
|-----------|--------|----------------|
| OBV | ✅ Pass | < 1e-14 |
| AD | ✅ Pass | < 1e-12 |
| ADOSC | ✅ Pass | < 1e-11 |

### Bands and Channels

| Indicator | Status | Max Difference |
|-----------|--------|----------------|
| BBANDS | ✅ Pass | < 1e-13 |
| SAR | ✅ Pass | < 1e-11 |

## Running Accuracy Tests

### Quick Accuracy Check

```python
import numpy as np
from numta import SMA, RSI, MACD

# Try importing TA-Lib for comparison
try:
import talib
HAS_TALIB = True
except ImportError:
HAS_TALIB = False
print("TA-Lib not installed, skipping comparison")

if HAS_TALIB:
# Generate test data
np.random.seed(42)
close = np.random.randn(1000).astype(np.float64) + 100

# Compare SMA
numta_sma = SMA(close, timeperiod=20)
talib_sma = talib.SMA(close, timeperiod=20)
sma_diff = np.nanmax(np.abs(numta_sma - talib_sma))
print(f"SMA max difference: {sma_diff}")

# Compare RSI
numta_rsi = RSI(close, timeperiod=14)
talib_rsi = talib.RSI(close, timeperiod=14)
rsi_diff = np.nanmax(np.abs(numta_rsi - talib_rsi))
print(f"RSI max difference: {rsi_diff}")

# Compare MACD
numta_macd, numta_signal, numta_hist = MACD(close)
talib_macd, talib_signal, talib_hist = talib.MACD(close)
macd_diff = np.nanmax(np.abs(numta_macd - talib_macd))
print(f"MACD max difference: {macd_diff}")
```

### Full Accuracy Suite

```bash
# Install TA-Lib (requires C library)
# See: https://github.com/TA-Lib/ta-lib-python

# Run all accuracy tests
pytest tests/accuracy/ -v --tb=short

# Run specific indicator test
pytest tests/accuracy/test_overlap_accuracy.py -v
```

## Known Differences

### Lookback Period Handling

numta uses NaN for the lookback period, matching TA-Lib behavior:

```python
import numpy as np
from numta import SMA

close = np.array([1.0, 2.0, 3.0, 4.0, 5.0])
sma = SMA(close, timeperiod=3)
print(sma) # [nan, nan, 2.0, 3.0, 4.0]
```

### MAMA/FAMA (Hilbert Transform)

The MAMA indicator uses a simplified implementation that may differ slightly from TA-Lib in edge cases due to the complexity of the Hilbert Transform algorithm.

### SAR Edge Cases

Parabolic SAR may show minor differences (< 1e-8) in the first few values due to initialization differences.

## Reporting Accuracy Issues

If you find an accuracy discrepancy:

1. Verify you're using the same input data types (float64)
2. Check the parameters match exactly
3. Open an issue with:
- numta version
- TA-Lib version
- Sample data that reproduces the issue
- Expected vs actual output

## Migration from TA-Lib

numta is designed as a drop-in replacement for TA-Lib:

```python
# Before (TA-Lib)
import talib
sma = talib.SMA(close, timeperiod=20)
rsi = talib.RSI(close, timeperiod=14)

# After (numta)
from numta import SMA, RSI
sma = SMA(close, timeperiod=20)
rsi = RSI(close, timeperiod=14)
```

The function signatures and output formats are designed to be identical.
27 changes: 27 additions & 0 deletions docs/api/cycle.md
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# Cycle Indicators

Cycle indicators use the Hilbert Transform for advanced market cycle analysis. These indicators help identify dominant market cycles and their phases.

## HT_DCPERIOD - Dominant Cycle Period

::: numta.api.cycle_indicators.HT_DCPERIOD

## HT_DCPHASE - Dominant Cycle Phase

::: numta.api.cycle_indicators.HT_DCPHASE

## HT_PHASOR - Phasor Components

::: numta.api.cycle_indicators.HT_PHASOR

## HT_SINE - SineWave

::: numta.api.cycle_indicators.HT_SINE

## HT_TRENDLINE - Instantaneous Trendline

::: numta.api.cycle_indicators.HT_TRENDLINE

## HT_TRENDMODE - Trend vs Cycle Mode

::: numta.api.cycle_indicators.HT_TRENDMODE
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