# screamer function index (name, short description)

# Functors
AD, Chaikin Accumulation/Distribution Line.
ADOSC, Difference of fast and slow EMA of the Accumulation/Distribution line.
ADX, Wilder's ADX with +DI and -DI (3 inputs -> 3 outputs).
ATR, Wilder-smoothed average of TrueRange.
Abs, Absolute value of each element.
Acos, Inverse cosine of each element (radians, input in [-1, 1]).
Asin, Inverse sine of each element (radians, input in [-1, 1]).
Atan, Inverse tangent of each element (radians).
Atan2, Signed angle of (x, y) from the positive x-axis (numpy.arctan2 order).
BOP, (close - open) / (high - low) per bar. No smoothing.
BollingerBands, Mean +/- num_std rolling standard deviations.
Butter, General-order IIR Butterworth low-pass filter.
ButterBandpass, General-order IIR Butterworth band-pass filter.
ButterBandstop, General-order IIR Butterworth band-stop (notch) filter.
ButterHighpass, General-order IIR Butterworth high-pass filter (rejects low frequencies).
CCI, Commodity Channel Index over typical price.
Cart2Polar, Convert (x, y) to (r, theta).
Ceil, Round each element toward positive infinity.
Clip, Bound each element below and/or above.
Cos, Cosine of each element (radians).
Cube, x cubed (faster than Power(3)).
CumMax, Running maximum from t=0.
CumMin, Running minimum from t=0.
CumProd, Running product from t=0.
CumSum, Running sum from t=0.
DEMA, Mulloy's Double EMA: 2*EMA - EMA(EMA).
Detrend, x[t] minus its rolling mean.
Diff, x[t] - x[t-k] (first difference at lag k).
Diff2, Second-order finite difference (discrete second derivative).
DonchianChannels, Trend-following envelope: rolling max(high), rolling min(low), and midline.
Drawdown, Running drawdown from the cumulative peak.
Elu, Exponential linear unit.
Erf, Gauss error function.
Erfc, Complementary error function (1 - erf).
EwBeta, EW CAPM beta: cov(target, regressor) / var(regressor).
EwCorr, EW Pearson correlation of two parallel streams.
EwCov, EW covariance of two parallel streams.
EwGarmanKlassVar, Var form of the Garman-Klass range-based volatility estimator (OHLC).
EwGarmanKlassVol, Vol form of the Garman-Klass range-based volatility estimator (OHLC).
EwKurt, EW excess kurtosis.
EwMean, Exponentially-weighted moving average (pandas adjust=True).
EwParkinsonVar, Var form of the Parkinson range-based volatility estimator (uses high & low).
EwParkinsonVol, Vol form of the Parkinson range-based volatility estimator (uses high & low).
EwRms, EW root-mean-square.
EwRogersSatchellVar, Var form of the Rogers-Satchell drift-robust range-based estimator.
EwRogersSatchellVol, Vol form of the Rogers-Satchell drift-robust range-based estimator.
EwSkew, EW skewness.
EwStd, EW standard deviation.
EwVar, EW variance (pandas adjust=True bias-corrected).
EwZscore, Latest sample standardised by EW mean and std.
Exp, e to the power of each element.
Ffill, Replace NaN with the most recent finite value.
FillNa, Replace NaN with a user-specified scalar.
Floor, Round each element toward negative infinity.
Hampel, Robust Hampel despiker, replace samples far from the window median (in MAD units).
HullMA, Hull's responsive MA: WMA(2*WMA(n/2) - WMA(n), sqrt(n)).
Hypot, Euclidean distance sqrt(x^2 + y^2), numerically stable.
Identity, Pass-through (y = x).
ImpulseClip, Causal impulse remover, detects spikes on the trend-free first difference.
KAMA, Adaptive MA whose smoothing constant responds to the efficiency ratio.
KalmanFilter, Scalar 1-D Kalman filter for a noisy random-walk model.
KeltnerChannels, Volatility-adapted envelope: EMA midline plus/minus a multiple of ATR.
Lag, Output is the input delayed by k samples.
Linear, Affine transform: scale * x + shift.
Linear2, Two-input affine combination: a*x + b*y + c.
Log, Natural logarithm of each element.
LogReturn, log(x[t] / x[t-k]) - log return at lag k.
MACD, MACD line, signal line, and histogram (3 outputs).
MFI, Volume-weighted analogue of RSI on the typical price.
MaxDrawdown, Worst drawdown experienced so far (since reset).
Momentum, x[t] - x[t-k], TA-Lib's MOM. Mathematically identical to Diff(k).
MovingAverage, Finite-impulse-response filter with user-supplied taps.
NATR, ATR scaled to a percentage of the current close.
OBV, On-Balance Volume: signed cumulative volume by close-direction (Granville, 1963).
Polar2Cart, Convert (r, theta) to (x, y).
Power, x raised to a fixed exponent p.
ROC, 100 * (x[t] / x[t-k] - 1) - TA-Lib's ROC.
ROCP, x[t] / x[t-k] - 1 - TA-Lib's ROCP. Identical to Return.
ROCR, x[t] / x[t-k] - TA-Lib's ROCR.
Relu, Rectified linear unit: max(0, x).
Return, (x[t] - x[t-k]) / x[t-k] - the simple percentage return at lag k.
RollingAlpha, Rolling OLS intercept of target on regressor (companion to RollingBeta).
RollingArgmax, Window-offset of the trailing-window maximum (TA-Lib MAXINDEX).
RollingArgmin, Window-offset of the trailing-window minimum (TA-Lib MININDEX).
RollingBeta, cov(x, y) / var(y) - regression slope of x on y.
RollingCalmar, Annualised return divided by the worst rolling drawdown.
RollingCorr, Rolling Pearson correlation of two parallel streams.
RollingCov, Rolling sample covariance of two parallel streams.
RollingGarmanKlassVar, Var form of the Garman-Klass range-based volatility estimator (OHLC).
RollingGarmanKlassVol, Vol form of the Garman-Klass range-based volatility estimator (OHLC).
RollingHitRate, Fraction of strictly-positive samples in a trailing window.
RollingHurst, Rolling-window Hurst exponent via Anis-Lloyd corrected rescaled-range analysis.
RollingInfoRatio, Annualised information ratio: Sharpe of active returns against a benchmark.
RollingIqr, Q3 minus Q1 over the trailing window.
RollingKurt, Trailing-window excess kurtosis.
RollingLinearRegression, Full OLS fit returning (slope, intercept, r_squared, stderr).
RollingMad, Trailing-window mean absolute deviation from the rolling mean.
RollingMax, Trailing-window maximum (monotonic deque).
RollingMaxDrawdown, Worst peak-to-trough drawdown inside a trailing window.
RollingMean, Trailing-window arithmetic mean (simple moving average).
RollingMedian, Trailing-window median.
RollingMedianAD, Rolling median absolute deviation, median(|x - median|), a robust scale estimate.
RollingMin, Trailing-window minimum (monotonic deque).
RollingMinMax, Trailing-window (min, max) returned as a 2-tuple per step.
RollingOU, Rolling MLE fit of a mean-reverting Ornstein-Uhlenbeck process.
RollingParkinsonVar, Var form of the Parkinson range-based volatility estimator (uses high & low).
RollingParkinsonVol, Vol form of the Parkinson range-based volatility estimator (uses high & low).
RollingPercentile, Percentile (rank/window) of the current value in the trailing window.
RollingPoly1, OLS fit y = a + b*t over a trailing window. derivative_order selects value/slope/zero.
RollingPoly2, OLS fit y = a + b*t + c*t^2 over a trailing window.
RollingQuantile, Trailing-window quantile (e.g. 0.25 = lower quartile).
RollingRSI, Relative Strength Index. Wilder's smoothing by default; Cutler's via method='cutler'.
RollingRange, Trailing-window max minus min.
RollingRank, Rank of the current value within the trailing window (1-based, average tie rule).
RollingResidualStd, Standard deviation of the rolling-hedge-adjusted residual y - beta*x.
RollingRms, Trailing-window root-mean-square.
RollingRogersSatchellVar, Var form of the Rogers-Satchell drift-robust range-based estimator.
RollingRogersSatchellVol, Vol form of the Rogers-Satchell drift-robust range-based estimator.
RollingSharpe, Annualised Sharpe ratio over a trailing window of returns.
RollingSigmaClip, Replace samples outside [mean - lower*std, mean + upper*std] with NaN or the clipped bound.
RollingSkew, Trailing-window skewness.
RollingSortino, Annualised Sortino ratio: Sharpe with downside-only deviation.
RollingSpread, x - beta(x,y) * y - hedge-adjusted residual.
RollingStd, Trailing-window sample standard deviation (ddof=1).
RollingSum, Trailing-window sum.
RollingTSF, Linear regression of y on time, projected one step ahead. TA-Lib's TSF.
RollingVWAP, Rolling volume-weighted average price (typical-price weighted).
RollingVar, Trailing-window sample variance (ddof=1).
RollingYangZhangVar, Var form of the Yang-Zhang estimator (drift + gap robust).
RollingYangZhangVol, Vol form of the Yang-Zhang estimator (drift + gap robust).
RollingZscore, Latest sample standardised by trailing-window mean and std.
Round, Round each element to the nearest integer (half-to-even).
SchmittTrigger, Hysteresis comparator. Latches 1.0 above the upper threshold, 0.0 below the lower threshold, and retains its previous value in between.
Selu, Scaled exponential linear unit (self-normalizing networks).
Sigmoid, Logistic sigmoid: 1 / (1 + exp(-x)).
Sign, Sign of each element: -1, 0, or +1.
Sin, Sine of each element (radians).
Softsign, Softsign: x / (1 + |x|).
Sqrt, Square root of each element.
Square, x squared (faster than Power(2)).
Stoch, Stochastic oscillator %K and %D (3 inputs -> 2 outputs).
StochRSI, Stochastic applied to RSI (1 input -> 2 outputs).
TEMA, Mulloy's Triple EMA: 3*EMA - 3*EMA(EMA) + EMA(EMA(EMA)).
TRIMA, Triangular MA: SMA of an SMA. Heavier center-weighting than WMA.
TRIX, ROC of a triple-smoothed EMA.
Tanh, Hyperbolic tangent.
TrueRange, Per-bar true range accounting for overnight gaps (Wilder, 1978).
UltimateOscillator, Three-period weighted oscillator (Williams, 1976).
WMA, Linearly-weighted moving average. O(1) per step.
WilliamsR, Inverse stochastic oscillator in [-100, 0].

# Stream operators
Stream, A sequence of values with an optional ordering index.
merge, Merge N value streams into one index-sorted (values, sources, index).
merge_iter, Yield (value, index, source) events in index order.
combine_latest, As-of latest-value join of N streams: one row per distinct index (same-index events coalesce).
combine_latest_iter, Yield coalesced (row, index) events: one per distinct index.
replay, Replay merged streams as an async event stream paced by index-deltas.
dropna, Drop events whose value is NaN.
dropna_iter, Streaming dropna over (value, index) tuples.
filter, Keep events where predicate(row) is truthy.
filter_iter, Streaming filter over (value, index) tuples.
select, Pick column(s) from a wide (M, N) value stream.
select_iter, Streaming select over (value, index) tuples.
split, Partition a merged tagged stream back into per-source streams.
resample, Causal windowed downsample of a 1-D value stream.
resample_iter, Streaming resample over (value, index) tuples.

# Computational DAG
Input, Create a source Node - a named placeholder for a timed stream.
Dag, A positional N-in / M-out callable that evaluates a computation graph.
Node, An immutable handle for a stream in a computation graph.
