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
@@ -80,6 +80,14 @@ wasm_scalar_indicator!(WasmTrima, "TRIMA", wc::Trima, period: usize);
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wasm_scalar_indicator!(WasmZlema, "ZLEMA", wc::Zlema, period: usize);
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wasm_scalar_indicator!(WasmT3, "T3", wc::T3, period: usize, v: f64);
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wasm_scalar_indicator!(WasmAlma, "ALMA", wc::Alma, period: usize, offset: f64, sigma: f64);
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wasm_scalar_indicator!(
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WasmPolarizedFractalEfficiency,
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"POLARIZED_FRACTAL_EFFICIENCY",
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wc::PolarizedFractalEfficiency,
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period: usize,
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smoothing: usize
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);
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wasm_scalar_indicator!(WasmWavePm, "WAVE_PM", wc::WavePm, length: usize, smoothing: usize);
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wasm_scalar_indicator!(WasmMcGinleyDynamic, "McGinleyDynamic", wc::McGinleyDynamic, period: usize);
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wasm_scalar_indicator!(WasmFrama, "FRAMA", wc::Frama, period: usize);
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wasm_scalar_indicator!(WasmVidya, "VIDYA", wc::Vidya, period: usize, cmo_period: usize);
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@@ -2255,6 +2263,219 @@ impl WasmElderRay {
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}
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}
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#[wasm_bindgen(js_name = TTM_TREND)]
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pub struct WasmTtmTrend {
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inner: wc::TtmTrend,
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}
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#[wasm_bindgen(js_class = TTM_TREND)]
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impl WasmTtmTrend {
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#[wasm_bindgen(constructor)]
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pub fn new(period: usize) -> Result<WasmTtmTrend, JsError> {
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Ok(Self {
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inner: wc::TtmTrend::new(period).map_err(map_err)?,
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})
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}
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
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let c = make_candle(high, low, close, 0.0)?;
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Ok(self.inner.update(c))
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}
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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(JsError::new("high, low, close must be equal length"));
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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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let c = make_candle(high[i], low[i], close[i], 0.0)?;
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out.push(self.inner.update(c).unwrap_or(f64::NAN));
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}
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Ok(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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}
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#[wasm_bindgen(js_name = Qstick)]
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pub struct WasmQstick {
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inner: wc::Qstick,
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}
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#[wasm_bindgen(js_class = Qstick)]
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impl WasmQstick {
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#[wasm_bindgen(constructor)]
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pub fn new(period: usize) -> Result<WasmQstick, JsError> {
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Ok(Self {
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inner: wc::Qstick::new(period).map_err(map_err)?,
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})
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}
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/// Batch over open/close arrays; `NaN` during warmup.
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pub fn batch(&mut self, open: &[f64], close: &[f64]) -> Result<Float64Array, JsError> {
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let n = open.len();
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if close.len() != n {
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return Err(JsError::new("open, close must be equal length"));
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}
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let mut out = vec![f64::NAN; n];
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for i in 0..n {
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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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let c = make_candle_ohlc(open[i], hi, lo, close[i])?;
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if let Some(v) = self.inner.update(c) {
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out[i] = v;
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}
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}
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Ok(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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/// Streaming update over one candle's open and close.
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pub fn update(&mut self, open: f64, close: f64) -> Result<Option<f64>, JsError> {
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let hi = open.max(close);
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let lo = open.min(close);
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let c = make_candle_ohlc(open, hi, lo, close)?;
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Ok(self.inner.update(c))
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = GatorOscillator)]
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pub struct WasmGatorOscillator {
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inner: wc::GatorOscillator,
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}
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#[wasm_bindgen(js_class = GatorOscillator)]
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impl WasmGatorOscillator {
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#[wasm_bindgen(constructor)]
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pub fn new(
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jaw_period: usize,
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teeth_period: usize,
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lips_period: usize,
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) -> Result<WasmGatorOscillator, JsError> {
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Ok(Self {
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inner: wc::GatorOscillator::new(jaw_period, teeth_period, lips_period)
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.map_err(map_err)?,
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})
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}
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/// Returns `[upper0, lower0, upper1, lower1, ...]`, length `2 * n`.
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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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let n = high.len();
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if low.len() != n || close.len() != n {
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return Err(JsError::new("high, low, close must be equal length"));
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}
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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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let c = make_candle(high[i], low[i], close[i], 0.0)?;
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if let Some(o) = self.inner.update(c) {
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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(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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/// Streaming update. Returns `{ upper, lower }` once warm, else `null`.
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
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let c = make_candle(high, low, close, 0.0)?;
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Ok(match self.inner.update(c) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
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Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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})
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = KasePermissionStochastic)]
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pub struct WasmKasePermissionStochastic {
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inner: wc::KasePermissionStochastic,
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}
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#[wasm_bindgen(js_class = KasePermissionStochastic)]
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impl WasmKasePermissionStochastic {
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#[wasm_bindgen(constructor)]
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pub fn new(length: usize, smooth: usize) -> Result<WasmKasePermissionStochastic, JsError> {
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Ok(Self {
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inner: wc::KasePermissionStochastic::new(length, smooth).map_err(map_err)?,
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})
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}
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/// Returns `[fast0, slow0, fast1, slow1, ...]`, length `2 * n`.
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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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let n = high.len();
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if low.len() != n || close.len() != n {
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return Err(JsError::new("high, low, close must be equal length"));
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}
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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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let c = make_candle(high[i], low[i], close[i], 0.0)?;
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if let Some(o) = self.inner.update(c) {
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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(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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/// Streaming update. Returns `{ fast, slow }` once warm, else `null`.
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
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let c = make_candle(high, low, close, 0.0)?;
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Ok(match self.inner.update(c) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"fast".into(), &o.fast.into()).ok();
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Reflect::set(&obj, &"slow".into(), &o.slow.into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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})
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = Stochastic)]
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pub struct WasmStoch {
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inner: wc::Stochastic,
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@@ -10431,6 +10652,7 @@ wasm_scalar_indicator!(WasmRsx, "RSX", wc::Rsx, period: usize);
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wasm_scalar_indicator!(WasmDynamicMomentumIndex, "DynamicMomentumIndex", wc::DynamicMomentumIndex, period: usize);
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wasm_scalar_indicator!(WasmRmi, "RMI", wc::Rmi, period: usize, momentum: usize);
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wasm_scalar_indicator!(WasmDerivativeOscillator, "DerivativeOscillator", wc::DerivativeOscillator, rsi_period: usize, smooth1: usize, smooth2: usize, signal_period: usize);
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wasm_scalar_indicator!(WasmTrendStrengthIndex, "TREND_STRENGTH_INDEX", wc::TrendStrengthIndex, period: usize);
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// --- DrawdownDuration: u32 output, no constructor args ---
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