feat(core): B4 price oscillators (TsfOscillator, MacdHistogram, PpoHistogram) (#184)

Adds three **Price Oscillators** family indicators (420 → 423).

## Indicators

- **TsfOscillator** — `100·(close − TSF)/close`, the percentage gap of the close to the **one-bar-ahead** time-series forecast. Close-relative companion to `Cfo`, which measures the same gap against the regression value at the *current* bar; the two differ by exactly the slope term `100·b/close`.
- **MacdHistogram** — the standalone `macd − signal` bar of MACD exposed as a plain `f64` series.
- **PpoHistogram** — the Percentage Price Oscillator with its 9-period signal EMA and the resulting scale-free, zero-centered histogram (PPO itself only emits the line).

All three are scalar `f64` indicators wrapping existing, already-tested building blocks (`MacdIndicator`, `Ppo` + `Ema`, `Tsf`).

## Scope notes (VORAB-CHECK)

The B4 roadmap listed six items; three were dropped to avoid duplicates:
- *Forecast Oscillator* already ships as `Cfo`.
- *Derivative Oscillator* already ships (`DerivativeOscillator`, B2).
- *Detrended Synthetic Price* deferred — no citable formula distinct from the existing `Apo`/`Dpo`.

## Touchpoints

Core (`tsf_oscillator.rs`, `macd_histogram.rs`, `ppo_histogram.rs`) with full per-branch unit tests, `mod.rs`/`lib.rs`, python/node/wasm bindings (wasm via typed-arg macro, python/node hand-written for the multi-arg histograms), fuzz drivers, python reference + streaming-vs-batch tests, node factories, README family row + counter, CHANGELOG.

Local verify: `cargo test --workspace` green, `clippy -D warnings` clean, node 498 tests, full python suite green.
This commit is contained in:
kingchenc
2026-06-04 19:36:43 +02:00
committed by GitHub
parent d36d514f56
commit 1f4bf9e3a6
17 changed files with 942 additions and 19 deletions
+27
View File
@@ -978,6 +978,15 @@ export declare class TREND_STRENGTH_INDEX {
isReady(): boolean
warmupPeriod(): number
}
export type TsfOscillatorNode = TsfOscillator
export declare class TsfOscillator {
constructor(period: number)
update(value: number): number | null
batch(prices: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type JumpIndicatorNode = JumpIndicator
export declare class JumpIndicator {
constructor(period: number, threshold: number)
@@ -1909,6 +1918,24 @@ export declare class DerivativeOscillator {
isReady(): boolean
warmupPeriod(): number
}
export type MacdHistogramNode = MacdHistogram
export declare class MacdHistogram {
constructor(fast: number, slow: number, signal: number)
update(value: number): number | null
batch(prices: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type PpoHistogramNode = PpoHistogram
export declare class PpoHistogram {
constructor(fast: number, slow: number, signal: number)
update(value: number): number | null
batch(prices: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type TsiNode = TSI
export declare class TSI {
constructor(long: number, short: number)