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
+10 -1
View File
@@ -214,6 +214,7 @@ mod ma_envelope;
mod macd;
mod macd_ext;
mod macd_fix;
mod macd_histogram;
mod mama;
mod market_facilitation_index;
mod marubozu;
@@ -270,6 +271,7 @@ mod pmo;
mod point_and_figure_bars;
mod polarized_fractal_efficiency;
mod ppo;
mod ppo_histogram;
mod profit_factor;
mod psar;
mod pvi;
@@ -381,6 +383,7 @@ mod triple_top_bottom;
mod trix;
mod true_range;
mod tsf;
mod tsf_oscillator;
mod tsi;
mod tsv;
mod ttm_squeeze;
@@ -634,6 +637,7 @@ pub use ma_envelope::{MaEnvelope, MaEnvelopeOutput};
pub use macd::{MacdIndicator, MacdOutput};
pub use macd_ext::{MaType, MacdExt};
pub use macd_fix::MacdFix;
pub use macd_histogram::MacdHistogram;
pub use mama::{Mama, MamaOutput};
pub use market_facilitation_index::MarketFacilitationIndex;
pub use marubozu::Marubozu;
@@ -690,6 +694,7 @@ pub use pmo::Pmo;
pub use point_and_figure_bars::{PnfColumn, PointAndFigureBars};
pub use polarized_fractal_efficiency::PolarizedFractalEfficiency;
pub use ppo::Ppo;
pub use ppo_histogram::PpoHistogram;
pub use profit_factor::ProfitFactor;
pub use psar::Psar;
pub use pvi::Pvi;
@@ -801,6 +806,7 @@ pub use triple_top_bottom::TripleTopBottom;
pub use trix::Trix;
pub use true_range::TrueRange;
pub use tsf::Tsf;
pub use tsf_oscillator::TsfOscillator;
pub use tsi::Tsi;
pub use tsv::Tsv;
pub use ttm_squeeze::{TtmSqueeze, TtmSqueezeOutput};
@@ -973,6 +979,9 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
"ZeroLagMacd",
"ElderImpulse",
"Stc",
"TsfOscillator",
"MacdHistogram",
"PpoHistogram",
],
),
(
@@ -1414,6 +1423,6 @@ mod family_tests {
// the actual indicator count is the early-warning signal that an
// indicator was added without being assigned a family.
let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
assert_eq!(total, 420, "FAMILIES total drifted from indicator count");
assert_eq!(total, 423, "FAMILIES total drifted from indicator count");
}
}