initial commit

2026-07-22 15:40:16 +09:00
commit 1ce0c19fd5
9 changed files with 456 additions and 0 deletions
@@ -0,0 +1,146 @@
+package talib
+
+import (
+	"log/slog"
+)
+
+// HT_DCPERIOD - Hilbert Transform estimate of the dominant cycle period (in bars) of the price series.
+// Outputs the smoothed instantaneous cycle period.
+// Output is the estimated dominant cycle length in bars (clamped to 6-50).
+func HT_DCPERIOD(inReal []float64) []float64 {
+	var (
+		startIdx     = 0
+		endIdx       = len(inReal) - 1
+		outBegIdx    int
+		outNBElement int
+		outReal      = make([]float64, len(inReal))
+	)
+
+	if retCode := ht_dcperiod(startIdx, endIdx, inReal, &outBegIdx, &outNBElement, outReal); SUCCESS != taResult(retCode) {
+		slog.Debug("HT_DCPERIOD", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}
+
+// HT_DCPHASE - Hilbert Transform Dominant Cycle Phase: the instantaneous phase (in degrees) of the dominant market cycle,
+// derived from a homodyne discriminator on a Hilbert-transformed, smoothed price.
+// One real output per bar. Output is degrees, wrapped so it never exceeds 315 (can go negative).
+func HT_DCPHASE(inReal []float64) []float64 {
+	var (
+		startIdx     = 0
+		endIdx       = len(inReal) - 1
+		outBegIdx    int
+		outNBElement int
+		outReal      = make([]float64, len(inReal))
+	)
+
+	if retCode := ht_dcphase(
+		startIdx,
+		endIdx,
+		inReal,
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); SUCCESS != taResult(retCode) {
+		slog.Debug("HT_DCPHASE", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}
+
+// HT_PHASOR - Hilbert Transform indicator that decomposes the price series into its in-phase (I) and quadrature (Q) phasor components.
+// Shares the same detrend/Hilbert machinery as the other HT_* cycle functions.
+//
+// Smooth price with a 4-bar WMA (weights 1,2,3,4 /10).
+// Apply the Hilbert Transform (a=0.0962, b=0.5769, scaled per bar by adjustedPrevPeriod = 0.075*period + 0.54) to get detrender = HT(smoothed) and Q1 = HT(detrender).
+// Output: outInPhase = detrender delayed 3 price bars; outQuadrature = Q1.
+// @param inReal Input price series
+// @return outInPhase In-phase component (detrender delayed 3 bars)
+// @return outQuadrature Quadrature component (Q1 of the Hilbert Transform)
+func HT_PHASOR(inReal []float64) ([]float64, []float64) {
+	var (
+		startIdx      = 0
+		endIdx        = len(inReal) - 1
+		outBegIdx     int
+		outNBElement  int
+		outInPhase    = make([]float64, len(inReal))
+		outQuadrature = make([]float64, len(inReal))
+	)
+
+	if retCode := ht_phasor(
+		startIdx,
+		endIdx,
+		inReal,
+		&outBegIdx,
+		&outNBElement,
+		outInPhase,
+		outQuadrature,
+	); SUCCESS != taResult(retCode) {
+		slog.Debug("HT_PHASOR", "result", retCode)
+		return nil, nil
+	}
+
+	return outInPhase, outQuadrature
+}
+
+// HT_SINE - Hilbert Transform SineWave: derives the dominant-cycle phase from price and emits its sine plus a 45-degree-lead sine.
+// The two curves cross near cycle turning points.
+// outSine and outLeadSine crossing marks cycle turning points.
+// @param inReal Input price series
+// @return outSine Sine of the dominant-cycle phase
+// @return outLeadSine Sine of the phase advanced 45 degrees (lead)
+func HT_SINE(inReal []float64) ([]float64, []float64) {
+	var (
+		startIdx     = 0
+		endIdx       = len(inReal) - 1
+		outBegIdx    int
+		outNBElement int
+		outSine      = make([]float64, len(inReal))
+		outLeadSine  = make([]float64, len(inReal))
+	)
+
+	if retCode := ht_sine(
+		startIdx,
+		endIdx,
+		inReal,
+		&outBegIdx,
+		&outNBElement,
+		outSine,
+		outLeadSine,
+	); SUCCESS != taResult(retCode) {
+		slog.Debug("HT_SINE", "result", retCode)
+		return nil, nil
+	}
+
+	return outSine, outLeadSine
+}
+
+// HT_TRENDMODE - Hilbert Transform classifier that labels each bar as trending (1) or cycling (0). Reuses the MAMA dominant-cycle/phase DSP plus a SineWave/trendline test to decide the market mode. 1 = trending market (favor trend-following); 0 = cycle/mean-reverting mode.
+// @param inReal Input price series
+// @return outInteger 1 = trending market; 0 = cycle/mean-reverting market; 4294967297 (Fermat number) = error (e.g. insufficient data)
+func HT_TRENDMODE(inReal []float64) []int {
+	var (
+		startIdx     = 0
+		endIdx       = len(inReal) - 1
+		outBegIdx    int
+		outNBElement int
+		outInteger   = make([]int, len(inReal))
+	)
+
+	if retCode := ht_trendmode(
+		startIdx,
+		endIdx,
+		inReal,
+		&outBegIdx,
+		&outNBElement,
+		outInteger,
+	); SUCCESS != taResult(retCode) {
+		slog.Debug("HT_TRENDMODE", "result", retCode)
+		return nil
+	}
+
+	return outInteger
+}