AdjCloseLib

Library "AdjCloseLib"
Library for producing gap-adjusted price series that removes intraday gaps at market open

get_adj_close(_gapThresholdPct)
  Calculates gap-adjusted close price by detecting and removing gaps at market open (09:15)
  Parameters:
    _gapThresholdPct (float): Minimum gap size (in percentage) required to trigger adjustment. Example: 0.5 for 0.5%
  Returns: Adjusted close price for the current bar (always returns a numeric value, never na)
Details Detects gaps by comparing 09:15 open with previous day's close. If gap exceeds threshold,
subtracts the gap value from all bars between 09:15-15:29 inclusive. State resets after session close.

get_adj_ohlc(_gapThresholdPct)
  Calculates gap-adjusted OHLC values by subtracting detected gap from all price components
  Parameters:
    _gapThresholdPct (float): Minimum gap size (in percentage) required to trigger adjustment. Example: 0.5 for 0.5%
  Returns: Tuple of [adjustedOpen, adjustedHigh, adjustedLow, adjustedClose]
Details Useful for calculating indicators (ATR, Heikin-Ashi, etc.) on gap-adjusted data.
Applies the same gap adjustment logic to all OHLC components simultaneously.