F11: add SuperTrend, Chandelier Exit, Chande Kroll Stop and ATR Trailing Stop
- Rust core: super_trend.rs (SuperTrend — ATR-banded trailing stop with
flip logic; SuperTrendOutput { value, direction }), chandelier_exit.rs
(Chandelier Exit — ATR stop hung off the window's highest high / lowest
low; ChandelierExitOutput { long_stop, short_stop }),
chande_kroll_stop.rs (Chande Kroll Stop — a two-stage ATR stop;
ChandeKrollStopOutput { stop_long, stop_short }), atr_trailing_stop.rs
(ATR Trailing Stop — a single ratcheting close-based stop). Each with a
full Indicator impl, runnable doctest and reference / property / warmup
/ reset / batch==streaming tests.
- Python: PySuperTrend / PyChandelierExit / PyChandeKrollStop /
PyAtrTrailingStop PyO3 classes (struct outputs as tuples and (n, 2)
arrays) + module registration + .pyi stubs.
- Node: explicit SuperTrendNode / ChandelierExitNode / ChandeKrollStopNode
/ AtrTrailingStopNode with SuperTrendValue / ChandelierExitValue /
ChandeKrollStopValue objects; index.d.ts and index.js updated.
- WASM: WasmSuperTrend / WasmChandelierExit / WasmChandeKrollStop /
WasmAtrTrailingStop.
- Wiki: Indicator-SuperTrend/ChandelierExit/ChandeKrollStop/
AtrTrailingStop.md plus rows in the "Trailing stop" table of
Indicators-Overview.md and entries in Home.md.
- Add clippy.toml with doc-valid-idents for the proper noun "LeBeau".
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 427 core tests,
25 data tests and 61 doctests green.
This commit is contained in:
@@ -9,11 +9,14 @@ mod adx;
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mod aroon;
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mod aroon_oscillator;
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mod atr;
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mod atr_trailing_stop;
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mod awesome_oscillator;
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mod bollinger;
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mod bollinger_bandwidth;
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mod cci;
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mod chaikin_oscillator;
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mod chande_kroll_stop;
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mod chandelier_exit;
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mod cmf;
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mod cmo;
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mod coppock;
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@@ -44,6 +47,7 @@ mod smma;
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mod std_dev;
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mod stoch_rsi;
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mod stochastic;
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mod super_trend;
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mod t3;
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mod tema;
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mod trima;
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@@ -64,11 +68,14 @@ pub use adx::{Adx, AdxOutput};
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pub use aroon::{Aroon, AroonOutput};
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pub use aroon_oscillator::AroonOscillator;
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pub use atr::Atr;
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pub use atr_trailing_stop::AtrTrailingStop;
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pub use awesome_oscillator::AwesomeOscillator;
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pub use bollinger::{BollingerBands, BollingerOutput};
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pub use bollinger_bandwidth::BollingerBandwidth;
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pub use cci::Cci;
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pub use chaikin_oscillator::ChaikinOscillator;
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pub use chande_kroll_stop::{ChandeKrollStop, ChandeKrollStopOutput};
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pub use chandelier_exit::{ChandelierExit, ChandelierExitOutput};
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pub use cmf::ChaikinMoneyFlow;
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pub use cmo::Cmo;
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pub use coppock::Coppock;
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@@ -99,6 +106,7 @@ pub use smma::Smma;
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pub use std_dev::StdDev;
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pub use stoch_rsi::StochRsi;
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pub use stochastic::{Stochastic, StochasticOutput};
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pub use super_trend::{SuperTrend, SuperTrendOutput};
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pub use t3::T3;
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pub use tema::Tema;
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pub use trima::Trima;
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