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:
kingchenc
@@ -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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#[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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#[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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#[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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#[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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})
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}
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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
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.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(
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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 n = high.len();
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let mut out = vec![f64::NAN; n * 2];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
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out[i * 2] = o.upper;
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out[i * 2 + 1] = o.lower;
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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(object)]
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pub struct KasePermissionStochasticValue {
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pub fast: f64,
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pub slow: f64,
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}
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#[napi(js_name = "KasePermissionStochastic")]
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pub struct KasePermissionStochasticNode {
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inner: wc::KasePermissionStochastic,
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}
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#[napi]
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impl KasePermissionStochasticNode {
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#[napi(constructor)]
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pub fn new(length: u32, smooth: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::KasePermissionStochastic::new(length as usize, smooth 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(
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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<KasePermissionStochasticValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, close, 0.0)?)
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.map(|o| KasePermissionStochasticValue {
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fast: o.fast,
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slow: o.slow,
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}))
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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 n = high.len();
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let mut out = vec![f64::NAN; n * 2];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
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out[i * 2] = o.fast;
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out[i * 2 + 1] = o.slow;
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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(object)]
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pub struct StochValue {
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pub k: f64,
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