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 -10
View File
@@ -99,7 +99,7 @@ pub use indicators::{
LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel,
LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures,
LiquidationFeaturesOutput, LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope,
MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram, MacdIndicator, MacdOutput, Mama, MamaOutput,
MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation,
MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom,
@@ -109,10 +109,10 @@ pub use indicators::{
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,
PointAndFigureBars, PolarizedFractalEfficiency, Ppo, PpoHistogram, 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,
@@ -129,11 +129,11 @@ pub use indicators::{
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,
TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, 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,