Skip to content

feat(vector): implement exact NFI indicator kernels - #177

Merged
vntrevx merged 3 commits into
mainfrom
feat/m20-indicator-kernels
Aug 10, 2026
Merged

feat(vector): implement exact NFI indicator kernels#177
vntrevx merged 3 commits into
mainfrom
feat/m20-indicator-kernels

Conversation

@vntrevx

@vntrevx vntrevx commented Aug 10, 2026

Copy link
Copy Markdown
Owner

Intent

Complete M20-04 with operation-driven Native kernels for every indicator reachable from latest NFI X7 e857f9b6.

What changed

  • exact TA-Lib 0.6.4 kernels for 19 operations and 56 reachable parameter variants
  • exact pandas 3.0.3 rolling mean/sum/min/max for 24 inventoried variants
  • bounded state that remains bit-exact across arbitrary record-batch splits
  • generic TA-Lib tuple/subscript output lowering without Signal, strategy, pair, SHA, or result branches
  • reproducible 2,200-row official Python/TA-Lib/pandas oracle

Validation

  • Python: 732 passed
  • compatibility automation: 134 passed
  • Rust workspace: 195 passed
  • rustfmt and Clippy: clean
  • Spot full fixture: trade surface and full state exact
  • Futures full fixture: trade surface and full state exact
  • Oracle: all 80 cases column exact; no tolerance

Claim boundary

All latest-NFI-reachable indicator kernels are exact. The whole latest X7 source still fails closed at strategy.py:3168:21 on informative/config attribute lowering, which remains M20-05 work; this PR does not claim full latest-strategy Native execution.

@chatgpt-codex-connector

Copy link
Copy Markdown

You have reached your Codex usage limits for code reviews. You can see your limits in the Codex usage dashboard.

@vntrevx
vntrevx merged commit 74afc4b into main Aug 10, 2026
11 checks passed
@vntrevx
vntrevx deleted the feat/m20-indicator-kernels branch August 10, 2026 16:26
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant