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
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# ForceIndex
> Force Index — Alexander Elder's price change scaled by volume, then
> smoothed with an EMA.
## Quick reference
| Field | Value |
|-------|-------|
| Family | Volume |
| Sub-category | Oscillators |
| Input type | `Candle` (uses `close`, `volume`) |
| Output type | `f64` |
| Output range | unbounded around zero |
| Default parameters | `period = 13` (Python) |
| Warmup period | `period + 1` |
| Interpretation | Conviction behind a move; sign and zero-crossings are the signal. |
## Formula
```
raw_t = (close_t close_{t1}) · volume_t
Force_t = EMA(raw, period)_t
```
The raw force is positive on an up-close and negative on a down-close, with a
magnitude that grows with the volume backing the move — a large move on heavy
volume registers a large force, a large move on thin volume does not.
Smoothing the raw series with an EMA turns the noisy per-bar reading into a
tradeable line; Elder's classic period is `13`.
## Parameters
`period` — the EMA smoothing period. The Python binding defaults it to `13`;
the Rust and Node constructors require it explicitly.
## Inputs / Outputs
From `crates/wickra-core/src/indicators/force_index.rs`:
```rust
impl Indicator for ForceIndex {
type Input = Candle;
type Output = f64;
// update(&mut self, input: Candle) -> Option<f64>
}
```
`ForceIndex` is a **candle-input** indicator that reads `close` and `volume`.
In Python the streaming `update` accepts a 6-tuple or a dict; the batch helper
takes `close`, `volume` numpy arrays. Node and WASM expose
`update(close, volume)` and the matching `batch`.
## Warmup
`ForceIndex::new(13).warmup_period() == 14`. The first candle only establishes
the previous close, so the first raw force appears on candle 2 and the first
smoothed value on candle `period + 1`.
## Edge cases
- **First candle.** Establishes the previous close only; emits `None`.
- **Up- vs down-trend.** A strictly rising series gives a positive force, a
strictly falling series a negative one (`pure_uptrend_is_positive` and
`pure_downtrend_is_negative` pin this).
- **`period = 1`.** `EMA(1)` has `alpha = 1`, so the Force Index passes the
raw force through unsmoothed.
- **Reset.** `fi.reset()` clears the previous close and the EMA.
## Examples
### Rust
```rust
use wickra::{BatchExt, Candle, Indicator, ForceIndex};
fn main() -> Result<(), Box<dyn std::error::Error>> {
// ForceIndex(1): EMA(1) passes the raw force through.
let mut fi = ForceIndex::new(1)?;
let out = fi.batch(&[
Candle::new(10.0, 10.0, 10.0, 10.0, 100.0, 0)?, // seeds the previous close
Candle::new(12.0, 12.0, 12.0, 12.0, 100.0, 1)?, // raw = (12-10)·100
Candle::new(11.0, 11.0, 11.0, 11.0, 200.0, 2)?, // raw = (11-12)·200
]);
println!("{:?}", out);
Ok(())
}
```
Output:
```
[None, Some(200.0), Some(-200.0)]
```
This matches the `reference_values` test in
`crates/wickra-core/src/indicators/force_index.rs`.
### Python
```python
import numpy as np
import wickra as ta
fi = ta.ForceIndex(1)
close = np.array([10.0, 12.0, 11.0])
volume = np.array([100.0, 100.0, 200.0])
print(fi.batch(close, volume))
```
Output:
```
[ nan 200. -200.]
```
### Node
```javascript
const ta = require('wickra');
const fi = new ta.ForceIndex(1);
console.log(fi.batch([10, 12, 11], [100, 100, 200]));
```
Output:
```
[ NaN, 200, -200 ]
```
## Interpretation
Elder reads the Force Index on two horizons. A short period (the classic `2`)
is a sensitive entry timer — it crosses zero often. A longer period (`13`)
tracks the conviction behind the prevailing trend: it staying above zero
confirms buyers are in control. Divergence between a `13`-period Force Index
and price flags an exhausting move.
## Common pitfalls
- **Comparing levels across instruments.** The force scales with raw volume,
so a value of `200` means nothing without knowing the instrument.
- **Feeding it scalar prices.** It needs `close` *and* `volume`.
## References
Alexander Elder's Force Index, introduced in *Trading for a Living* (1993).
## See also
- [Indicator-Obv.md](Indicator-Obv.md) — cumulative signed volume, a coarser
volume-conviction gauge.
- [Indicator-VolumePriceTrend.md](Indicator-VolumePriceTrend.md) — cumulative
volume scaled by percentage move.
- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.