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:
@@ -44,13 +44,15 @@ pub mod indicators;
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pub use error::{Error, Result};
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pub use indicators::{
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Adl, Adx, AdxOutput, Aroon, AroonOscillator, AroonOutput, Atr, AwesomeOscillator,
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BollingerBands, BollingerBandwidth, BollingerOutput, Cci, ChaikinMoneyFlow, ChaikinOscillator,
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Cmo, Coppock, Dema, Donchian, DonchianOutput, Dpo, EaseOfMovement, Ema, ForceIndex,
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HistoricalVolatility, Hma, Kama, Keltner, KeltnerOutput, MacdIndicator, MacdOutput, MassIndex,
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Mfi, Mom, Natr, Obv, PercentB, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi, Sma, Smma, StdDev,
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StochRsi, Stochastic, StochasticOutput, Tema, Trima, Trix, Tsi, UlcerIndex, UltimateOscillator,
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VolumePriceTrend, Vortex, VortexOutput, Vwap, Vwma, WilliamsR, Wma, Zlema, T3,
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Adl, Adx, AdxOutput, Aroon, AroonOscillator, AroonOutput, Atr, AtrTrailingStop,
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AwesomeOscillator, BollingerBands, BollingerBandwidth, BollingerOutput, Cci, ChaikinMoneyFlow,
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ChaikinOscillator, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
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ChandelierExitOutput, Cmo, Coppock, Dema, Donchian, DonchianOutput, Dpo, EaseOfMovement, Ema,
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ForceIndex, HistoricalVolatility, Hma, Kama, Keltner, KeltnerOutput, MacdIndicator, MacdOutput,
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MassIndex, Mfi, Mom, Natr, Obv, PercentB, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi, Sma, Smma,
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StdDev, StochRsi, Stochastic, StochasticOutput, SuperTrend, SuperTrendOutput, Tema, Trima,
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Trix, Tsi, UlcerIndex, UltimateOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, Vwma,
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WilliamsR, Wma, Zlema, T3,
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};
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pub use ohlcv::{Candle, Tick};
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pub use traits::{BatchExt, Chain, Indicator};
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