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feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

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Adds the **B3 — Trend & Directional** batch: seven new indicators, taking the
catalog from 413 to 420 (Trend & Directional family).

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `Qstick` | candle → f64 | Chande's SMA of the candle body (close − open) |
| `TtmTrend` | candle → f64 (±1) | John Carter close-vs-median-SMA trend filter |
| `TrendStrengthIndex` | f64 → f64 | signed r² of an OLS regression of price vs time |
| `PolarizedFractalEfficiency` | f64 → f64 | Hannula directional trend efficiency |
| `WavePm` | f64 → f64 | Kase variance-normalised peak-momentum statistic (reconstruction) |
| `GatorOscillator` | candle → struct | Bill Williams Alligator convergence/divergence histogram |
| `KasePermissionStochastic` | candle → struct | double-smoothed stochastic permission filter |

Note: the roadmap's "Directional Indicator +DI/−DI" item is already covered by
the existing standalone `PlusDi` / `MinusDi` / `Dx`, so it is intentionally not
re-added.

All touchpoints wired: core (every-branch unit tests), Python/Node/WASM
bindings, fuzz drivers, Python test registries + reference tests, Node
factories, README/CHANGELOG counters.

Local verify: `cargo test -p wickra-core` (lib 3389 + doc 378), `cargo clippy
--workspace --all-targets --all-features -- -D warnings`, node build + 495
tests, maturin + 815 pytest, counter 420 == 420.
This commit is contained in:
kingchenc
2026-06-04 17:57:24 +02:00
committed by GitHub
parent ac8f6acf08
commit 13bc801f89
22 changed files with 2711 additions and 61 deletions
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CHANGELOG.md
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@@ -6,6 +6,13 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [Unreleased]
- **Qstick** — Qstick (Chande), the SMA of the candle body (close − open) as a net buying/selling pressure gauge (`QSTICK`).
- **TTM Trend** — TTM Trend (John Carter), +1/−1 by whether the close sits above the SMA of recent median prices (`TTM_TREND`).
- **Trend Strength Index** — trend strength index, the signed r² of a linear regression of price against time (`TREND_STRENGTH_INDEX`).
- **Polarized Fractal Efficiency** — polarized fractal efficiency (Hannula), directional trend efficiency over a fractal lookback (`POLARIZED_FRACTAL_EFFICIENCY`).
- **Wave PM** — Wave PM (Kase), a variance-normalised peak-momentum statistic (`WAVE_PM`).
- **Gator Oscillator** — Gator Oscillator (Bill Williams), the Alligator convergence/divergence histogram (`GATOR_OSCILLATOR`).
- **Kase Permission Stochastic** — Kase Permission Stochastic, a double-smoothed stochastic used as a trade-permission filter (`KASE_PERMISSION_STOCHASTIC`).
## [0.5.6] - 2026-06-04
- **QQE** — quantitative qualitative estimation, a smoothed RSI with an ATR-of-RSI trailing line (`QQE`).