F10: add Chaikin Money Flow, Chaikin Oscillator, Force Index and Ease of Movement

- Rust core: cmf.rs (Chaikin Money Flow — summed money-flow volume over
  summed volume, bounded to [-1, +1]), chaikin_oscillator.rs (Chaikin
  Oscillator — the MACD of the ADL, EMA(ADL, fast) - EMA(ADL, slow)),
  force_index.rs (Elder's Force Index — EMA of price change scaled by
  volume), ease_of_movement.rs (Arms' Ease of Movement — SMA of distance
  travelled per unit of volume). Each with a full Indicator impl,
  runnable doctest and reference / property / warmup / reset /
  batch==streaming tests.
- Python: PyChaikinMoneyFlow / PyChaikinOscillator / PyForceIndex /
  PyEaseOfMovement PyO3 classes + module registration + .pyi stubs.
- Node: explicit ChaikinMoneyFlowNode / ChaikinOscillatorNode /
  ForceIndexNode / EaseOfMovementNode; index.d.ts and index.js updated.
- WASM: WasmChaikinMoneyFlow / WasmChaikinOscillator / WasmForceIndex /
  WasmEaseOfMovement.
- Wiki: Indicator-ChaikinMoneyFlow/ChaikinOscillator/ForceIndex/
  EaseOfMovement.md plus a new "Oscillators" sub-table in
  Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 402 core tests,
25 data tests and 57 doctests green.
This commit is contained in:
kingchenc
2026-05-22 19:25:32 +02:00
parent 81962485af
commit 0b11a523a0
17 changed files with 2372 additions and 8 deletions
+5 -1
View File
@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`)
}
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, ADL, VolumePriceTrend, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
@@ -347,6 +347,10 @@ module.exports.BollingerBandwidth = BollingerBandwidth
module.exports.PercentB = PercentB
module.exports.ADL = ADL
module.exports.VolumePriceTrend = VolumePriceTrend
module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
module.exports.ChaikinOscillator = ChaikinOscillator
module.exports.ForceIndex = ForceIndex
module.exports.EaseOfMovement = EaseOfMovement
module.exports.MACD = MACD
module.exports.BollingerBands = BollingerBands
module.exports.ATR = ATR