feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)
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:
@@ -28,6 +28,9 @@ function num(v) {
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// --- Scalar indicators: update(value) vs batch(prices) ---
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const scalarFactories = {
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WAVE_PM: () => new wickra.WAVE_PM(32, 3),
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POLARIZED_FRACTAL_EFFICIENCY: () => new wickra.POLARIZED_FRACTAL_EFFICIENCY(10, 5),
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TREND_STRENGTH_INDEX: () => new wickra.TREND_STRENGTH_INDEX(20),
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DerivativeOscillator: () => new wickra.DerivativeOscillator(14, 5, 3, 9),
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RMI: () => new wickra.RMI(14, 5),
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DynamicMomentumIndex: () => new wickra.DynamicMomentumIndex(14),
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@@ -342,6 +345,8 @@ const candleScalar = {
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HighLowRange: { make: () => new wickra.HighLowRange(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
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StochasticCCI: { make: () => new wickra.StochasticCCI(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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IMI: { make: () => new wickra.IMI(14), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
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TTM_TREND: { make: () => new wickra.TTM_TREND(6), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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Qstick: { make: () => new wickra.Qstick(10), step: (ind, i) => ind.update(open[i], close[i]), batch: (ind) => ind.batch(open, close) },
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};
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for (const [name, d] of Object.entries(candleScalar)) {
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@@ -426,6 +431,8 @@ const multi = {
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FibTimeZones: { make: () => new wickra.FibTimeZones(), fields: ['onZone', 'barsToNext'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
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ElderRay: { make: () => new wickra.ElderRay(13), fields: ['bullPower', 'bearPower'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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QQE: { make: () => new wickra.QQE(14, 5, 4.236), fields: ['rsiMa', 'trailingLine'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
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GatorOscillator: { make: () => new wickra.GatorOscillator(13, 8, 5), fields: ['upper', 'lower'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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KasePermissionStochastic: { make: () => new wickra.KasePermissionStochastic(9, 3), fields: ['fast', 'slow'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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};
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for (const [name, d] of Object.entries(multi)) {
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Vendored
+71
@@ -77,6 +77,14 @@ export interface ElderRayValue {
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bullPower: number
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bearPower: number
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}
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export interface GatorOscillatorValue {
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upper: number
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lower: number
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}
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export interface KasePermissionStochasticValue {
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fast: number
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slow: number
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}
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export interface StochValue {
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k: number
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d: number
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@@ -961,6 +969,15 @@ export declare class DynamicMomentumIndex {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TrendStrengthIndexNode = TREND_STRENGTH_INDEX
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export declare class TREND_STRENGTH_INDEX {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type JumpIndicatorNode = JumpIndicator
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export declare class JumpIndicator {
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constructor(period: number, threshold: number)
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@@ -1494,6 +1511,60 @@ export declare class ElderRay {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TtmTrendNode = TTM_TREND
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export declare class TTM_TREND {
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constructor(period: number)
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update(high: number, low: number, close: number): number | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type QstickNode = Qstick
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export declare class Qstick {
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constructor(period: number)
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update(open: number, close: number): number | null
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batch(open: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type PolarizedFractalEfficiencyNode = POLARIZED_FRACTAL_EFFICIENCY
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export declare class POLARIZED_FRACTAL_EFFICIENCY {
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constructor(period: number, smoothing: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type WavePmNode = WAVE_PM
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export declare class WAVE_PM {
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constructor(length: number, smoothing: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type GatorOscillatorNode = GatorOscillator
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export declare class GatorOscillator {
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constructor(jawPeriod: number, teethPeriod: number, lipsPeriod: number)
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update(high: number, low: number, close: number): GatorOscillatorValue | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type KasePermissionStochasticNode = KasePermissionStochastic
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export declare class KasePermissionStochastic {
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constructor(length: number, smooth: number)
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update(high: number, low: number, close: number): KasePermissionStochasticValue | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type StochNode = Stochastic
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export declare class Stochastic {
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constructor(kPeriod: number, dPeriod: number)
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File diff suppressed because one or more lines are too long
@@ -214,6 +214,11 @@ node_scalar_indicator!(
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"DynamicMomentumIndex",
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wc::DynamicMomentumIndex
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);
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node_scalar_indicator!(
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TrendStrengthIndexNode,
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"TREND_STRENGTH_INDEX",
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wc::TrendStrengthIndex
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);
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#[napi(js_name = "JumpIndicator")]
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pub struct JumpIndicatorNode {
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inner: wc::JumpIndicator,
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@@ -2295,6 +2300,328 @@ impl ElderRayNode {
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}
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}
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#[napi(js_name = "TTM_TREND")]
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pub struct TtmTrendNode {
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inner: wc::TtmTrend,
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}
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#[napi]
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impl TtmTrendNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::TtmTrend::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(js_name = "Qstick")]
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pub struct QstickNode {
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inner: wc::Qstick,
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}
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#[napi]
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impl QstickNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Qstick::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, open: f64, close: f64) -> napi::Result<Option<f64>> {
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let hi = open.max(close);
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let lo = open.min(close);
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Ok(self.inner.update(cnd4(open, hi, lo, close)?))
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}
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#[napi]
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pub fn batch(&mut self, open: Vec<f64>, close: Vec<f64>) -> napi::Result<Vec<f64>> {
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if open.len() != close.len() {
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return Err(NapiError::from_reason(
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"open, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(open.len());
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for i in 0..open.len() {
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let hi = open[i].max(close[i]);
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let lo = open[i].min(close[i]);
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out.push(
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self.inner
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.update(cnd4(open[i], hi, lo, close[i])?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(js_name = "POLARIZED_FRACTAL_EFFICIENCY")]
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pub struct PolarizedFractalEfficiencyNode {
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inner: wc::PolarizedFractalEfficiency,
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}
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#[napi]
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impl PolarizedFractalEfficiencyNode {
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#[napi(constructor)]
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pub fn new(period: u32, smoothing: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::PolarizedFractalEfficiency::new(period as usize, smoothing as usize)
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.map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
|
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#[napi(js_name = "isReady")]
|
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pub fn is_ready(&self) -> bool {
|
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self.inner.is_ready()
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}
|
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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|
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#[napi(js_name = "WAVE_PM")]
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pub struct WavePmNode {
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inner: wc::WavePm,
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}
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#[napi]
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impl WavePmNode {
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#[napi(constructor)]
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pub fn new(length: u32, smoothing: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::WavePm::new(length as usize, smoothing as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
|
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#[napi]
|
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pub fn reset(&mut self) {
|
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self.inner.reset();
|
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}
|
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#[napi(js_name = "isReady")]
|
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pub fn is_ready(&self) -> bool {
|
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self.inner.is_ready()
|
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}
|
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#[napi(js_name = "warmupPeriod")]
|
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pub fn warmup_period(&self) -> u32 {
|
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self.inner.warmup_period() as u32
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}
|
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}
|
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|
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#[napi(object)]
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pub struct GatorOscillatorValue {
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pub upper: f64,
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pub lower: f64,
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}
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|
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#[napi(js_name = "GatorOscillator")]
|
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pub struct GatorOscillatorNode {
|
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inner: wc::GatorOscillator,
|
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}
|
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|
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#[napi]
|
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impl GatorOscillatorNode {
|
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#[napi(constructor)]
|
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pub fn new(jaw_period: u32, teeth_period: u32, lips_period: u32) -> napi::Result<Self> {
|
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Ok(Self {
|
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inner: wc::GatorOscillator::new(
|
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jaw_period as usize,
|
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teeth_period as usize,
|
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lips_period as usize,
|
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)
|
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.map_err(map_err)?,
|
||||
})
|
||||
}
|
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#[napi]
|
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pub fn update(
|
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&mut self,
|
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high: f64,
|
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low: f64,
|
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close: f64,
|
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) -> napi::Result<Option<GatorOscillatorValue>> {
|
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Ok(self
|
||||
.inner
|
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.update(cnd(high, low, close, 0.0)?)
|
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.map(|o| GatorOscillatorValue {
|
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upper: o.upper,
|
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lower: o.lower,
|
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}))
|
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}
|
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#[napi]
|
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pub fn batch(
|
||||
&mut self,
|
||||
high: Vec<f64>,
|
||||
low: Vec<f64>,
|
||||
close: Vec<f64>,
|
||||
) -> napi::Result<Vec<f64>> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(NapiError::from_reason(
|
||||
"high, low, close must be equal length".to_string(),
|
||||
));
|
||||
}
|
||||
let n = high.len();
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
||||
out[i * 2] = o.upper;
|
||||
out[i * 2 + 1] = o.lower;
|
||||
}
|
||||
}
|
||||
Ok(out)
|
||||
}
|
||||
#[napi]
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[napi(js_name = "isReady")]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[napi(js_name = "warmupPeriod")]
|
||||
pub fn warmup_period(&self) -> u32 {
|
||||
self.inner.warmup_period() as u32
|
||||
}
|
||||
}
|
||||
|
||||
#[napi(object)]
|
||||
pub struct KasePermissionStochasticValue {
|
||||
pub fast: f64,
|
||||
pub slow: f64,
|
||||
}
|
||||
|
||||
#[napi(js_name = "KasePermissionStochastic")]
|
||||
pub struct KasePermissionStochasticNode {
|
||||
inner: wc::KasePermissionStochastic,
|
||||
}
|
||||
|
||||
#[napi]
|
||||
impl KasePermissionStochasticNode {
|
||||
#[napi(constructor)]
|
||||
pub fn new(length: u32, smooth: u32) -> napi::Result<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::KasePermissionStochastic::new(length as usize, smooth as usize)
|
||||
.map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
#[napi]
|
||||
pub fn update(
|
||||
&mut self,
|
||||
high: f64,
|
||||
low: f64,
|
||||
close: f64,
|
||||
) -> napi::Result<Option<KasePermissionStochasticValue>> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(cnd(high, low, close, 0.0)?)
|
||||
.map(|o| KasePermissionStochasticValue {
|
||||
fast: o.fast,
|
||||
slow: o.slow,
|
||||
}))
|
||||
}
|
||||
#[napi]
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: Vec<f64>,
|
||||
low: Vec<f64>,
|
||||
close: Vec<f64>,
|
||||
) -> napi::Result<Vec<f64>> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(NapiError::from_reason(
|
||||
"high, low, close must be equal length".to_string(),
|
||||
));
|
||||
}
|
||||
let n = high.len();
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
||||
out[i * 2] = o.fast;
|
||||
out[i * 2 + 1] = o.slow;
|
||||
}
|
||||
}
|
||||
Ok(out)
|
||||
}
|
||||
#[napi]
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[napi(js_name = "isReady")]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[napi(js_name = "warmupPeriod")]
|
||||
pub fn warmup_period(&self) -> u32 {
|
||||
self.inner.warmup_period() as u32
|
||||
}
|
||||
}
|
||||
|
||||
#[napi(object)]
|
||||
pub struct StochValue {
|
||||
pub k: f64,
|
||||
|
||||
@@ -25,6 +25,13 @@ from __future__ import annotations
|
||||
|
||||
from ._wickra import (
|
||||
__version__,
|
||||
Qstick,
|
||||
GatorOscillator,
|
||||
KasePermissionStochastic,
|
||||
WAVE_PM,
|
||||
POLARIZED_FRACTAL_EFFICIENCY,
|
||||
TREND_STRENGTH_INDEX,
|
||||
TTM_TREND,
|
||||
QQE,
|
||||
IMI,
|
||||
ElderRay,
|
||||
@@ -466,6 +473,13 @@ from ._wickra import (
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
"Qstick",
|
||||
"GatorOscillator",
|
||||
"KasePermissionStochastic",
|
||||
"WAVE_PM",
|
||||
"POLARIZED_FRACTAL_EFFICIENCY",
|
||||
"TREND_STRENGTH_INDEX",
|
||||
"TTM_TREND",
|
||||
"QQE",
|
||||
"IMI",
|
||||
"ElderRay",
|
||||
|
||||
@@ -2866,6 +2866,435 @@ impl PyStochasticCci {
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== TtmTrend ==============================
|
||||
|
||||
#[pyclass(name = "TTM_TREND", module = "wickra._wickra", skip_from_py_object)]
|
||||
#[derive(Clone)]
|
||||
struct PyTtmTrend {
|
||||
inner: wc::TtmTrend,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyTtmTrend {
|
||||
#[new]
|
||||
#[pyo3(signature = (period=6))]
|
||||
fn new(period: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::TtmTrend::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
|
||||
let c = extract_candle(candle)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
/// Batch over numpy columns: high, low, close (all 1-D, equal length).
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let h = high
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let l = low
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let c = close
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
if h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let mut out = Vec::with_capacity(h.len());
|
||||
for i in 0..h.len() {
|
||||
let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
|
||||
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(out.into_pyarray(py))
|
||||
}
|
||||
#[getter]
|
||||
fn period(&self) -> usize {
|
||||
self.inner.period()
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
fn __repr__(&self) -> String {
|
||||
format!("TTM_TREND(period={})", self.inner.period())
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== TrendStrengthIndex ==============================
|
||||
|
||||
#[pyclass(
|
||||
name = "TREND_STRENGTH_INDEX",
|
||||
module = "wickra._wickra",
|
||||
skip_from_py_object
|
||||
)]
|
||||
#[derive(Clone)]
|
||||
struct PyTrendStrengthIndex {
|
||||
inner: wc::TrendStrengthIndex,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyTrendStrengthIndex {
|
||||
#[new]
|
||||
#[pyo3(signature = (period=20))]
|
||||
fn new(period: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::TrendStrengthIndex::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, value: f64) -> Option<f64> {
|
||||
self.inner.update(value)
|
||||
}
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
prices: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let s = prices
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
Ok(flatten(self.inner.batch(s)).into_pyarray(py))
|
||||
}
|
||||
#[getter]
|
||||
fn period(&self) -> usize {
|
||||
self.inner.period()
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
fn __repr__(&self) -> String {
|
||||
format!("TREND_STRENGTH_INDEX(period={})", self.inner.period())
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== Qstick ==============================
|
||||
|
||||
#[pyclass(name = "Qstick", module = "wickra._wickra", skip_from_py_object)]
|
||||
#[derive(Clone)]
|
||||
struct PyQstick {
|
||||
inner: wc::Qstick,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyQstick {
|
||||
#[new]
|
||||
#[pyo3(signature = (period=10))]
|
||||
fn new(period: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::Qstick::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
|
||||
let c = extract_candle(candle)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
/// Batch over open/close numpy columns (Qstick reads the body close-open).
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
open: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let o = open
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let c = close
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
if o.len() != c.len() {
|
||||
return Err(PyValueError::new_err("open, close must be equal length"));
|
||||
}
|
||||
let n = o.len();
|
||||
let mut out = Vec::with_capacity(n);
|
||||
for i in 0..n {
|
||||
let hi = o[i].max(c[i]);
|
||||
let lo = o[i].min(c[i]);
|
||||
let candle = wc::Candle::new(o[i], hi, lo, c[i], 0.0, 0).map_err(map_err)?;
|
||||
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(out.into_pyarray(py))
|
||||
}
|
||||
#[getter]
|
||||
fn period(&self) -> usize {
|
||||
self.inner.period()
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== PolarizedFractalEfficiency ==============================
|
||||
|
||||
#[pyclass(
|
||||
name = "POLARIZED_FRACTAL_EFFICIENCY",
|
||||
module = "wickra._wickra",
|
||||
skip_from_py_object
|
||||
)]
|
||||
#[derive(Clone)]
|
||||
struct PyPolarizedFractalEfficiency {
|
||||
inner: wc::PolarizedFractalEfficiency,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyPolarizedFractalEfficiency {
|
||||
#[new]
|
||||
#[pyo3(signature = (period=10, smoothing=5))]
|
||||
fn new(period: usize, smoothing: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::PolarizedFractalEfficiency::new(period, smoothing).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, value: f64) -> Option<f64> {
|
||||
self.inner.update(value)
|
||||
}
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
prices: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let s = prices
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
Ok(flatten(self.inner.batch(s)).into_pyarray(py))
|
||||
}
|
||||
#[getter]
|
||||
fn period(&self) -> usize {
|
||||
self.inner.periods().0
|
||||
}
|
||||
#[getter]
|
||||
fn smoothing(&self) -> usize {
|
||||
self.inner.periods().1
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== WavePm ==============================
|
||||
|
||||
#[pyclass(name = "WAVE_PM", module = "wickra._wickra", skip_from_py_object)]
|
||||
#[derive(Clone)]
|
||||
struct PyWavePm {
|
||||
inner: wc::WavePm,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyWavePm {
|
||||
#[new]
|
||||
#[pyo3(signature = (length=32, smoothing=3))]
|
||||
fn new(length: usize, smoothing: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::WavePm::new(length, smoothing).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, value: f64) -> Option<f64> {
|
||||
self.inner.update(value)
|
||||
}
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
prices: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let s = prices
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
Ok(flatten(self.inner.batch(s)).into_pyarray(py))
|
||||
}
|
||||
#[getter]
|
||||
fn length(&self) -> usize {
|
||||
self.inner.periods().0
|
||||
}
|
||||
#[getter]
|
||||
fn smoothing(&self) -> usize {
|
||||
self.inner.periods().1
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== GatorOscillator ==============================
|
||||
|
||||
#[pyclass(
|
||||
name = "GatorOscillator",
|
||||
module = "wickra._wickra",
|
||||
skip_from_py_object
|
||||
)]
|
||||
#[derive(Clone)]
|
||||
struct PyGatorOscillator {
|
||||
inner: wc::GatorOscillator,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyGatorOscillator {
|
||||
#[new]
|
||||
#[pyo3(signature = (jaw_period=13, teeth_period=8, lips_period=5))]
|
||||
fn new(jaw_period: usize, teeth_period: usize, lips_period: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::GatorOscillator::new(jaw_period, teeth_period, lips_period)
|
||||
.map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64)>> {
|
||||
let c = extract_candle(candle)?;
|
||||
Ok(self.inner.update(c).map(|o| (o.upper, o.lower)))
|
||||
}
|
||||
/// Batch over high/low/close numpy columns. Returns shape `(n, 2)` for
|
||||
/// `[upper, lower]`.
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray2<f64>>> {
|
||||
let h = high
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let l = low
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let c = close
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
if h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let n = h.len();
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
|
||||
if let Some(o) = self.inner.update(candle) {
|
||||
out[i * 2] = o.upper;
|
||||
out[i * 2 + 1] = o.lower;
|
||||
}
|
||||
}
|
||||
Ok(numpy::ndarray::Array2::from_shape_vec((n, 2), out)
|
||||
.expect("shape consistent")
|
||||
.into_pyarray(py))
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== KasePermissionStochastic ==============================
|
||||
|
||||
#[pyclass(
|
||||
name = "KasePermissionStochastic",
|
||||
module = "wickra._wickra",
|
||||
skip_from_py_object
|
||||
)]
|
||||
#[derive(Clone)]
|
||||
struct PyKasePermissionStochastic {
|
||||
inner: wc::KasePermissionStochastic,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyKasePermissionStochastic {
|
||||
#[new]
|
||||
#[pyo3(signature = (length=9, smooth=3))]
|
||||
fn new(length: usize, smooth: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::KasePermissionStochastic::new(length, smooth).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64)>> {
|
||||
let c = extract_candle(candle)?;
|
||||
Ok(self.inner.update(c).map(|o| (o.fast, o.slow)))
|
||||
}
|
||||
/// Batch over high/low/close numpy columns. Returns shape `(n, 2)` for
|
||||
/// `[fast, slow]`.
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray2<f64>>> {
|
||||
let h = high
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let l = low
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let c = close
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
if h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let n = h.len();
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
|
||||
if let Some(o) = self.inner.update(candle) {
|
||||
out[i * 2] = o.fast;
|
||||
out[i * 2 + 1] = o.slow;
|
||||
}
|
||||
}
|
||||
Ok(numpy::ndarray::Array2::from_shape_vec((n, 2), out)
|
||||
.expect("shape consistent")
|
||||
.into_pyarray(py))
|
||||
}
|
||||
fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== Stochastic ==============================
|
||||
|
||||
#[pyclass(name = "IMI", module = "wickra._wickra", skip_from_py_object)]
|
||||
@@ -20986,5 +21415,12 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
|
||||
m.add_class::<PyRsx>()?;
|
||||
m.add_class::<PyDynamicMomentumIndex>()?;
|
||||
m.add_class::<PyStochasticCci>()?;
|
||||
m.add_class::<PyTtmTrend>()?;
|
||||
m.add_class::<PyTrendStrengthIndex>()?;
|
||||
m.add_class::<PyQstick>()?;
|
||||
m.add_class::<PyPolarizedFractalEfficiency>()?;
|
||||
m.add_class::<PyWavePm>()?;
|
||||
m.add_class::<PyGatorOscillator>()?;
|
||||
m.add_class::<PyKasePermissionStochastic>()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -45,6 +45,9 @@ def ohlcv() -> tuple[np.ndarray, np.ndarray, np.ndarray, np.ndarray]:
|
||||
# --- Scalar (f64 -> f64) indicators ---------------------------------------
|
||||
|
||||
SCALAR = [
|
||||
(ta.WAVE_PM, (32, 3)),
|
||||
(ta.POLARIZED_FRACTAL_EFFICIENCY, (10, 5)),
|
||||
(ta.TREND_STRENGTH_INDEX, (20,)),
|
||||
(ta.DerivativeOscillator, (14, 5, 3, 9)),
|
||||
(ta.RMI, (14, 5)),
|
||||
(ta.DynamicMomentumIndex, (14,)),
|
||||
@@ -355,6 +358,7 @@ def test_relative_strength_streaming_matches_batch():
|
||||
# 6-tuple candle; the batch helper takes only the columns it needs.
|
||||
|
||||
CANDLE_SCALAR = {
|
||||
"TTM_TREND": (lambda: ta.TTM_TREND(6), lambda ind, h, l, c, v: ind.batch(h, l, c)),
|
||||
"StochasticCCI": (lambda: ta.StochasticCCI(14), lambda ind, h, l, c, v: ind.batch(h, l, c)),
|
||||
# Per-bar OHLC transforms (open matters). The streaming harness feeds
|
||||
# open == close, so batch passes the close column in for open to match.
|
||||
@@ -892,6 +896,16 @@ def test_candle_scalar_streaming_matches_batch(name, ohlcv):
|
||||
# --- Candle-input, multi-output indicators --------------------------------
|
||||
|
||||
MULTI = {
|
||||
"KasePermissionStochastic": (
|
||||
lambda: ta.KasePermissionStochastic(9, 3),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
2,
|
||||
),
|
||||
"GatorOscillator": (
|
||||
lambda: ta.GatorOscillator(13, 8, 5),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
2,
|
||||
),
|
||||
"ElderRay": (
|
||||
lambda: ta.ElderRay(13),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
@@ -2779,6 +2793,75 @@ def test_imi_reference():
|
||||
assert math.isnan(out[1])
|
||||
assert out[2] == pytest.approx(75.0)
|
||||
|
||||
|
||||
def test_qstick_reference():
|
||||
q = ta.Qstick(3)
|
||||
open_ = np.array([10.0, 10.0, 10.0])
|
||||
close = np.array([11.0, 11.0, 11.0])
|
||||
out = q.batch(open_, close)
|
||||
# Each body is close - open = 1; SMA(3) of [1, 1, 1] = 1.
|
||||
assert math.isnan(out[0])
|
||||
assert math.isnan(out[1])
|
||||
assert out[2] == pytest.approx(1.0)
|
||||
|
||||
|
||||
def test_ttm_trend_reference():
|
||||
t = ta.TTM_TREND(3)
|
||||
high = np.array([13.0, 13.0, 13.0])
|
||||
low = np.array([9.0, 9.0, 9.0])
|
||||
close = np.array([12.0, 12.0, 12.0])
|
||||
out = t.batch(high, low, close)
|
||||
# Median (13 + 9) / 2 = 11; close 12 is above the SMA(3) reference -> +1.
|
||||
assert math.isnan(out[0])
|
||||
assert out[2] == pytest.approx(1.0)
|
||||
|
||||
|
||||
def test_trend_strength_index_reference():
|
||||
tsi = ta.TREND_STRENGTH_INDEX(10)
|
||||
closes = np.arange(10, dtype=float)
|
||||
out = tsi.batch(closes)
|
||||
# A clean ramp is a perfect uptrend -> signed r^2 = +1.
|
||||
assert math.isclose(out[-1], 1.0, abs_tol=1e-9)
|
||||
|
||||
|
||||
def test_polarized_fractal_efficiency_reference():
|
||||
pfe = ta.POLARIZED_FRACTAL_EFFICIENCY(5, 3)
|
||||
closes = np.arange(20, dtype=float)
|
||||
out = pfe.batch(closes)
|
||||
# On a straight ramp the path equals the diagonal -> efficiency 1 -> +100.
|
||||
assert math.isclose(out[-1], 100.0, abs_tol=1e-9)
|
||||
|
||||
|
||||
def test_wave_pm_reference():
|
||||
wpm = ta.WAVE_PM(10, 3)
|
||||
closes = np.arange(60, dtype=float) * 5.0
|
||||
out = wpm.batch(closes)
|
||||
# Constant-slope ramp: momentum equals its energy -> 100 * (1 - e^-0.5).
|
||||
baseline = 100.0 * (1.0 - math.exp(-0.5))
|
||||
assert math.isclose(out[-1], baseline, abs_tol=1e-9)
|
||||
|
||||
|
||||
def test_gator_oscillator_reference():
|
||||
g = ta.GatorOscillator(13, 8, 5)
|
||||
n = 40
|
||||
high = np.full(n, 11.0)
|
||||
low = np.full(n, 9.0)
|
||||
close = np.full(n, 10.0)
|
||||
out = g.batch(high, low, close)
|
||||
# Constant median collapses all three Alligator lines -> both bars zero.
|
||||
assert out[-1][0] == pytest.approx(0.0)
|
||||
assert out[-1][1] == pytest.approx(0.0)
|
||||
|
||||
|
||||
def test_kase_permission_stochastic_reference():
|
||||
k = ta.KasePermissionStochastic(4, 2)
|
||||
n = 20
|
||||
flat = np.full(n, 10.0)
|
||||
out = k.batch(flat, flat, flat)
|
||||
# HH == LL -> raw %K defaults to the neutral 50 -> both lines at 50.
|
||||
assert out[-1][0] == pytest.approx(50.0)
|
||||
assert out[-1][1] == pytest.approx(50.0)
|
||||
|
||||
# --- Lifecycle ------------------------------------------------------------
|
||||
|
||||
|
||||
|
||||
@@ -80,6 +80,14 @@ wasm_scalar_indicator!(WasmTrima, "TRIMA", wc::Trima, period: usize);
|
||||
wasm_scalar_indicator!(WasmZlema, "ZLEMA", wc::Zlema, period: usize);
|
||||
wasm_scalar_indicator!(WasmT3, "T3", wc::T3, period: usize, v: f64);
|
||||
wasm_scalar_indicator!(WasmAlma, "ALMA", wc::Alma, period: usize, offset: f64, sigma: f64);
|
||||
wasm_scalar_indicator!(
|
||||
WasmPolarizedFractalEfficiency,
|
||||
"POLARIZED_FRACTAL_EFFICIENCY",
|
||||
wc::PolarizedFractalEfficiency,
|
||||
period: usize,
|
||||
smoothing: usize
|
||||
);
|
||||
wasm_scalar_indicator!(WasmWavePm, "WAVE_PM", wc::WavePm, length: usize, smoothing: usize);
|
||||
wasm_scalar_indicator!(WasmMcGinleyDynamic, "McGinleyDynamic", wc::McGinleyDynamic, period: usize);
|
||||
wasm_scalar_indicator!(WasmFrama, "FRAMA", wc::Frama, period: usize);
|
||||
wasm_scalar_indicator!(WasmVidya, "VIDYA", wc::Vidya, period: usize, cmo_period: usize);
|
||||
@@ -2255,6 +2263,219 @@ impl WasmElderRay {
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = TTM_TREND)]
|
||||
pub struct WasmTtmTrend {
|
||||
inner: wc::TtmTrend,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = TTM_TREND)]
|
||||
impl WasmTtmTrend {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmTtmTrend, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::TtmTrend::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
|
||||
let c = make_candle(high, low, close, 0.0)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = Vec::with_capacity(high.len());
|
||||
for i in 0..high.len() {
|
||||
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
||||
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = Qstick)]
|
||||
pub struct WasmQstick {
|
||||
inner: wc::Qstick,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = Qstick)]
|
||||
impl WasmQstick {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmQstick, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::Qstick::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
/// Batch over open/close arrays; `NaN` during warmup.
|
||||
pub fn batch(&mut self, open: &[f64], close: &[f64]) -> Result<Float64Array, JsError> {
|
||||
let n = open.len();
|
||||
if close.len() != n {
|
||||
return Err(JsError::new("open, close must be equal length"));
|
||||
}
|
||||
let mut out = vec![f64::NAN; n];
|
||||
for i in 0..n {
|
||||
let hi = open[i].max(close[i]);
|
||||
let lo = open[i].min(close[i]);
|
||||
let c = make_candle_ohlc(open[i], hi, lo, close[i])?;
|
||||
if let Some(v) = self.inner.update(c) {
|
||||
out[i] = v;
|
||||
}
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
/// Streaming update over one candle's open and close.
|
||||
pub fn update(&mut self, open: f64, close: f64) -> Result<Option<f64>, JsError> {
|
||||
let hi = open.max(close);
|
||||
let lo = open.min(close);
|
||||
let c = make_candle_ohlc(open, hi, lo, close)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = GatorOscillator)]
|
||||
pub struct WasmGatorOscillator {
|
||||
inner: wc::GatorOscillator,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = GatorOscillator)]
|
||||
impl WasmGatorOscillator {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(
|
||||
jaw_period: usize,
|
||||
teeth_period: usize,
|
||||
lips_period: usize,
|
||||
) -> Result<WasmGatorOscillator, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::GatorOscillator::new(jaw_period, teeth_period, lips_period)
|
||||
.map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
/// Returns `[upper0, lower0, upper1, lower1, ...]`, length `2 * n`.
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
let n = high.len();
|
||||
if low.len() != n || close.len() != n {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
||||
if let Some(o) = self.inner.update(c) {
|
||||
out[i * 2] = o.upper;
|
||||
out[i * 2 + 1] = o.lower;
|
||||
}
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
/// Streaming update. Returns `{ upper, lower }` once warm, else `null`.
|
||||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
|
||||
let c = make_candle(high, low, close, 0.0)?;
|
||||
Ok(match self.inner.update(c) {
|
||||
Some(o) => {
|
||||
let obj = Object::new();
|
||||
Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
|
||||
Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
|
||||
obj.into()
|
||||
}
|
||||
None => JsValue::NULL,
|
||||
})
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = KasePermissionStochastic)]
|
||||
pub struct WasmKasePermissionStochastic {
|
||||
inner: wc::KasePermissionStochastic,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = KasePermissionStochastic)]
|
||||
impl WasmKasePermissionStochastic {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(length: usize, smooth: usize) -> Result<WasmKasePermissionStochastic, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::KasePermissionStochastic::new(length, smooth).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
/// Returns `[fast0, slow0, fast1, slow1, ...]`, length `2 * n`.
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
let n = high.len();
|
||||
if low.len() != n || close.len() != n {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
||||
if let Some(o) = self.inner.update(c) {
|
||||
out[i * 2] = o.fast;
|
||||
out[i * 2 + 1] = o.slow;
|
||||
}
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
/// Streaming update. Returns `{ fast, slow }` once warm, else `null`.
|
||||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
|
||||
let c = make_candle(high, low, close, 0.0)?;
|
||||
Ok(match self.inner.update(c) {
|
||||
Some(o) => {
|
||||
let obj = Object::new();
|
||||
Reflect::set(&obj, &"fast".into(), &o.fast.into()).ok();
|
||||
Reflect::set(&obj, &"slow".into(), &o.slow.into()).ok();
|
||||
obj.into()
|
||||
}
|
||||
None => JsValue::NULL,
|
||||
})
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = Stochastic)]
|
||||
pub struct WasmStoch {
|
||||
inner: wc::Stochastic,
|
||||
@@ -10431,6 +10652,7 @@ wasm_scalar_indicator!(WasmRsx, "RSX", wc::Rsx, period: usize);
|
||||
wasm_scalar_indicator!(WasmDynamicMomentumIndex, "DynamicMomentumIndex", wc::DynamicMomentumIndex, period: usize);
|
||||
wasm_scalar_indicator!(WasmRmi, "RMI", wc::Rmi, period: usize, momentum: usize);
|
||||
wasm_scalar_indicator!(WasmDerivativeOscillator, "DerivativeOscillator", wc::DerivativeOscillator, rsi_period: usize, smooth1: usize, smooth2: usize, signal_period: usize);
|
||||
wasm_scalar_indicator!(WasmTrendStrengthIndex, "TREND_STRENGTH_INDEX", wc::TrendStrengthIndex, period: usize);
|
||||
|
||||
// --- DrawdownDuration: u32 output, no constructor args ---
|
||||
|
||||
|
||||
Reference in New Issue
Block a user