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:
kingchenc
2026-05-22 19:42:14 +02:00
parent 0b11a523a0
commit 21bbd521b3
18 changed files with 2643 additions and 13 deletions
+8
View File
@@ -9,11 +9,14 @@ mod adx;
mod aroon;
mod aroon_oscillator;
mod atr;
mod atr_trailing_stop;
mod awesome_oscillator;
mod bollinger;
mod bollinger_bandwidth;
mod cci;
mod chaikin_oscillator;
mod chande_kroll_stop;
mod chandelier_exit;
mod cmf;
mod cmo;
mod coppock;
@@ -44,6 +47,7 @@ mod smma;
mod std_dev;
mod stoch_rsi;
mod stochastic;
mod super_trend;
mod t3;
mod tema;
mod trima;
@@ -64,11 +68,14 @@ pub use adx::{Adx, AdxOutput};
pub use aroon::{Aroon, AroonOutput};
pub use aroon_oscillator::AroonOscillator;
pub use atr::Atr;
pub use atr_trailing_stop::AtrTrailingStop;
pub use awesome_oscillator::AwesomeOscillator;
pub use bollinger::{BollingerBands, BollingerOutput};
pub use bollinger_bandwidth::BollingerBandwidth;
pub use cci::Cci;
pub use chaikin_oscillator::ChaikinOscillator;
pub use chande_kroll_stop::{ChandeKrollStop, ChandeKrollStopOutput};
pub use chandelier_exit::{ChandelierExit, ChandelierExitOutput};
pub use cmf::ChaikinMoneyFlow;
pub use cmo::Cmo;
pub use coppock::Coppock;
@@ -99,6 +106,7 @@ pub use smma::Smma;
pub use std_dev::StdDev;
pub use stoch_rsi::StochRsi;
pub use stochastic::{Stochastic, StochasticOutput};
pub use super_trend::{SuperTrend, SuperTrendOutput};
pub use t3::T3;
pub use tema::Tema;
pub use trima::Trima;