feat(er): Kaufman Efficiency Ratio, KAMA's inner ratio standalone (#350)

CHANGELOG.md

@@ -23,6 +23,7 @@ See [github commits](https://github.com/TA-Lib/ta-lib/commits) for complete list
   - CUMSUM: Cumulative Sum (#372)
   - DONCHIAN: Donchian Channels, the rolling extrema bands (#342)
   - DPO: Detrended Price Oscillator, price displaced back a half cycle less its moving average (#363)
+  - ER: Kaufman Efficiency Ratio (#350)
   - EFI: Elder's Force Index (#206)
   - FOSC: Forecast Oscillator, the close against the previous bar's time series forecast (#345)
   - HMA: Hull Moving Average (#139)

CMakeLists.txt

@@ -396,6 +396,7 @@ set(LIB_SOURCES
 	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_DX.c"
 	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_EFI.c"
 	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_EMA.c"
+	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_ER.c"
 	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_EXP.c"
 	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_FLOOR.c"
 	"${CMAKE_CURRENT_SOURCE_DIR}/src/ta_func/ta_FOSC.c"

include/ta_func.h

@@ -7853,6 +7853,84 @@ TA_LIB_API TA_RetCode TA_EMA_Value( const TA_EMA_Stream *stream, double *outReal
  */
 TA_LIB_API TA_RetCode TA_EMA_Clone( const TA_EMA_Stream *stream, TA_EMA_Stream **clone );
 
+/*
+ * TA_ER - Kaufman Efficiency Ratio
+ * 
+ * Input  = double
+ * Output = double
+ * 
+ * Optional Parameters
+ * -------------------
+ * optInTimePeriod:(From 2 to 100000)
+ *    Number of one-bar changes in the path sum
+ * 
+ * 
+ */
+TA_LIB_API TA_RetCode TA_ER( int    startIdx,
+                             int    endIdx,
+                                        const double inReal[],
+                                        int           optInTimePeriod, /* From 2 to 100000 */
+                                        int          *outBegIdx,
+                                        int          *outNBElement,
+                                        double        outReal[] );
+
+TA_LIB_API TA_RetCode TA_S_ER( int    startIdx,
+                               int    endIdx,
+                                          const float  inReal[],
+                                          int           optInTimePeriod, /* From 2 to 100000 */
+                                          int          *outBegIdx,
+                                          int          *outNBElement,
+                                          double        outReal[] );
+
+TA_LIB_API int TA_ER_Lookback( int           optInTimePeriod );  /* From 2 to 100000 */
+
+
+
+/*
+ * Streaming API for TA_ER — incremental per-bar evaluation.
+ * See docs/streaming-api-design.md.
+ */
+typedef struct TA_ER_Stream TA_ER_Stream;
+
+TA_LIB_API TA_RetCode TA_ER_Open( TA_ER_Stream **stream, const double inReal[], int historyLen, int optInTimePeriod, double *outReal );
+
+TA_LIB_API TA_RetCode TA_ER_Update( TA_ER_Stream *stream, double inReal, double *outReal );
+
+TA_LIB_API TA_RetCode TA_ER_Peek( const TA_ER_Stream *stream, double inReal, double *outReal );
+
+TA_LIB_API TA_RetCode TA_ER_Close( TA_ER_Stream *stream );
+
+/*
+ * OpenAndFill: like Open, but a single pass ALSO fills the caller's arrays
+ * with the whole warm-up history — bit-identical to TA_ER( 0, historyLen-1,
+ * ... ).
+ */
+TA_LIB_API TA_RetCode TA_ER_OpenAndFill( TA_ER_Stream **stream, const double inReal[], int historyLen, int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[] );
+
+/*
+ * UpdateAndFill: commit barCount closed bars and write the barCount values,
+ * in one call — barCount back-to-back TA_ER_Update calls, including the
+ * per-bar rejection. A rejected bar k leaves the bars before it committed and
+ * written, itself uncommitted and its output slot untouched; TA_StreamOutRange
+ * then reports k+1, the rejected bar being the last one counted. Outputs must
+ * not alias the inputs or each other.
+ */
+TA_LIB_API TA_RetCode TA_ER_UpdateAndFill( TA_ER_Stream *stream, const double inReal[], int barCount, double outReal[] );
+
+/*
+ * Value: the value(s) at the last bar the stream counted — the bar
+ * TA_StreamOutRange ends on — without recomputing. Seeded by Open, refreshed by
+ * every accepted Update and UpdateAndFill, left alone by Peek.
+ */
+TA_LIB_API TA_RetCode TA_ER_Value( const TA_ER_Stream *stream, double *outReal );
+
+/*
+ * Clone: fork the stream — an independent stream at the same bar, owning its
+ * own copy of everything the original owns. Both must be closed. The fork
+ * carries the value and the range verbatim.
+ */
+TA_LIB_API TA_RetCode TA_ER_Clone( const TA_ER_Stream *stream, TA_ER_Stream **clone );
+
 /*
  * TA_EXP - Vector Arithmetic Exp
  * 

src/ta_abstract/frames/ta_frame.c

@@ -2302,6 +2302,26 @@ unsigned int TA_EMA_FramePPLB( const TA_ParamHolderPriv *params )
 {
    return TA_EMA_Lookback(params->optIn[0].data.optInInteger /* optInTimePeriod*/ );
 }
+TA_RetCode TA_ER_FramePP( const TA_ParamHolderPriv *params,
+                           int            startIdx,
+                           int            endIdx,
+                           int           *outBegIdx,
+                           int           *outNBElement )
+{
+   return TA_ER(
+               startIdx,
+               endIdx,
+               params->in[0].data.inReal, /* inReal */
+               params->optIn[0].data.optInInteger, /* optInTimePeriod*/
+               outBegIdx, 
+               outNBElement, 
+               params->out[0].data.outReal /*  outReal */
+               );
+}
+unsigned int TA_ER_FramePPLB( const TA_ParamHolderPriv *params )
+{
+   return TA_ER_Lookback(params->optIn[0].data.optInInteger /* optInTimePeriod*/ );
+}
 TA_RetCode TA_EXP_FramePP( const TA_ParamHolderPriv *params,
                            int            startIdx,
                            int            endIdx,

src/ta_abstract/frames/ta_frame.h

@@ -947,6 +947,15 @@ TA_RetCode TA_EMA_FramePP( const TA_ParamHolderPriv *params,
 unsigned int TA_EMA_FramePPLB( const TA_ParamHolderPriv *params )
 ;
 
+TA_RetCode TA_ER_FramePP( const TA_ParamHolderPriv *params,
+                           int            startIdx,
+                           int            endIdx,
+                           int           *outBegIdx,
+                           int           *outNBElement )
+;
+unsigned int TA_ER_FramePPLB( const TA_ParamHolderPriv *params )
+;
+
 TA_RetCode TA_EXP_FramePP( const TA_ParamHolderPriv *params,
                            int            startIdx,
                            int            endIdx,