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
2026-06-04 17:57:24 +02:00
committed by GitHub
parent ac8f6acf08
commit 13bc801f89
22 changed files with 2711 additions and 61 deletions
+52 -51
View File
@@ -84,59 +84,60 @@ pub use indicators::{
FibonacciPivots, FibonacciPivotsOutput, FisherRsi, FisherTransform, FlagPennant, Footprint,
FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis,
FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite,
GarmanKlassVolatility, Gartley, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi,
HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave, Hikkake,
HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon,
HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
GarmanKlassVolatility, Gartley, GatorOscillator, GeneralizedDema, GeometricMa, GoldenPocket,
GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange,
HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
InverseFisherTransform, InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio,
KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength,
Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu,
MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
McGinleyDynamic, MedianAbsoluteDeviation, MedianMa, MedianPrice, Mfi, Microprice, MidPoint,
MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows,
Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap,
OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore,
PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB,
PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
ProfitFactor, Psar, Pvi, Qqe, QqeOutput, QuotedSpread, RSquared, RealizedSpread,
RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB,
RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi,
Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure, RollingCorrelation,
RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVwap,
RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore,
SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput,
SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave,
SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic,
StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema,
TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside,
ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeOfDayReturnProfile,
TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput, TradeImbalance, TrendLabel,
TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, Tsi, Tsv,
TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods,
UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile, VolumeByTimeProfileOutput,
VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate,
Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
KalmanHedgeRatioOutput, Kama, KasePermissionStochastic, KellyCriterion, Keltner, KeltnerOutput,
Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom,
LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji, LongLine,
LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput,
Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow,
MaxDrawdown, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic,
MedianAbsoluteDeviation, MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi,
MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nvi,
OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu,
OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud,
PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo, ProfitFactor, Psar,
Pvi, Qqe, QqeOutput, Qstick, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput,
RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100,
RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr,
RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi,
RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow,
SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap, Shark, SharpeRatio,
ShootingStar, ShortLine, SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma,
SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
StickSandwich, StochRsi, Stochastic, StochasticCci, StochasticOutput, SuperSmoother,
SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
TradeImbalance, TrendLabel, TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin,
TripleTopBottom, Trix, TrueRange, Tsf, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend,
TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver,
UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop,
VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend,
VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
VwapStdDevBandsOutput, Vwma, Vzo, WavePm, WaveTrend, WaveTrendOutput, Wedge, WeightedClose,
WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots,
WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};
// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
// line so the indicator-count tooling (which scans the braced block above and