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feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

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* feat(rvi): add Relative Vigor Index

Dorsey's RVI = SMA(close - open, period) / SMA(high - low, period) over
a rolling window of period candles. Candle input, single parameter
period (default 10). Positive on average-bullish windows, negative on
average-bearish. Holds the previous value if the entire window has
zero range (denominator undefined).

Reference: Donald Dorsey, also pandas-ta rvi.

Touchpoints: rvi.rs + mod.rs + lib.rs re-export, PyRvi + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values reference,
RviNode (4-column OHLC batch) + index.d.ts/index.js + indicators.test
.js factory + reference, WasmRvi + make_candle_ohlc helper, candle-fuzz
target + criterion bench, README + CHANGELOG.

* feat(pgo): add Pretty Good Oscillator

Mark Johnson's PGO = (close - SMA(close, period)) / EMA(TR, period).
Counts roughly how many ATR-equivalents the close sits from its
period-bar mean. Candle input, single parameter period (default 14).
Johnson's heuristic uses +3/-3 crossings as entry signals.

Touchpoints: pgo.rs + mod.rs + lib.rs re-export, PyPgo + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values flat-close
reference, PgoNode (h/l/c) + index.d.ts/index.js + indicators.test.js
factory + reference, WasmPgo, candle-fuzz target + bench, README +
CHANGELOG.

* feat(kst): add Know Sure Thing (Pring)

Pring's long-horizon momentum oscillator: weighted sum of four
SMA-smoothed ROC series with fixed weights 1, 2, 3, 4, plus an SMA
signal line. Nine parameters (four ROC periods, four SMA periods, one
signal period); classic() applies Pring's recommended defaults.
Multi-output indicator emitting KstOutput { kst, signal }.

Touchpoints: kst.rs + mod.rs + lib.rs re-export, PyKst + __init__.py
+ test_new_indicators MULTI + test_known_values flat-input reference,
KstNode + KstValue + index.d.ts/index.js + indicators.test.js multi
factory + reference, WasmKst (manual JsValue object), scalar-fuzz
target (handled outside the f64-output drive helper), README +
CHANGELOG.

* feat(smi): add Stochastic Momentum Index (Blau)

Blau's doubly-EMA-smoothed bounded oscillator: measures the close's
displacement from the centre of the recent high-low range, scaled by
the smoothed range. Candle input, three parameters (period, d_period,
d2_period) with defaults 5 / 3 / 3.

Internally feeds both the displacement-EMA stack and the range-EMA
stack on every candle so they warm up in parallel (gating either
behind the other starves the second by one input).

Touchpoints: smi.rs + mod.rs + lib.rs re-export, PySmi + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values flat-input
reference, SmiNode + index.d.ts/index.js + indicators.test.js factory
+ reference, WasmSmi, candle-fuzz target, README + CHANGELOG.

* feat(laguerre-rsi): add Ehlers Laguerre RSI

Four-stage Laguerre polynomial filter wrapped in an RSI-style up/down
accumulator. Single gamma in [0, 1] (default 0.5) trades lag for
smoothness. State is seeded by setting all four L_i to the first input
so a constant series stays at the neutral 50. Output clamped to
[0, 100] to absorb floating-point rounding.

Reference: Ehlers, Time Warp - Without Space Travel, 2002.

Touchpoints: laguerre_rsi.rs + mod.rs + lib.rs re-export, PyLaguerreRsi
+ __init__.py + test_new_indicators SCALAR + test_known_values neutral
reference, LaguerreRsiNode + index.d.ts/index.js + indicators.test.js
factory + reference, WasmLaguerreRsi via scalar macro, scalar-fuzz
target, README + CHANGELOG.

* feat(connors-rsi): add Connors RSI (CRSI)

Larry Connors' 3-component aggregate: RSI(close), RSI(streak), and
PercentRank of the 1-period return over the last period_rank returns.
Each component is bounded in [0, 100] so the aggregate is too.
Three parameters (period_rsi, period_streak, period_rank) with
defaults 3 / 2 / 100. Streak tracks consecutive up/down runs (resets
to 0 on unchanged close).

Touchpoints: connors_rsi.rs + mod.rs + lib.rs re-export, PyConnorsRsi
+ __init__.py + test_new_indicators SCALAR + test_known_values bounded
reference, ConnorsRsiNode + index.d.ts/index.js + indicators.test.js
factory + reference, WasmConnorsRsi via scalar macro, scalar-fuzz
target, README + CHANGELOG.

* feat(inertia): add Dorsey Inertia (RVI + LinReg)

Donald Dorsey's Inertia — a LinearRegression smoothing of the RVI
series. Endpoint of an n-bar least-squares fit of RVI is the indicator
reading. Preserves trend direction while damping the ratio. Candle
input, two parameters (rvi_period, linreg_period) with defaults 14 / 20.

Touchpoints: inertia.rs + mod.rs + lib.rs re-export, PyInertia +
__init__.py + test_new_indicators CANDLE_SCALAR + test_known_values
constant reference, InertiaNode (4-column OHLC batch) + index.d.ts /
index.js + indicators.test.js factory + reference, WasmInertia,
candle-fuzz target, README + CHANGELOG.

* test(kst): Move KST out of MULTI dict (it is scalar-input)

KST sits in the MULTI dict (candle-input, multi-output) but its
update() takes a single f64, not a candle tuple. The shared streaming
loop in test_multi_streaming_matches_batch fed the OHLCV tuple in,
which crashed with `TypeError: argument 'value': must be real number,
not tuple` on every Python matrix entry.

Split into a new MULTI_SCALAR_INPUT dict with its own test function
that feeds the close-price stream as floats. KST is currently the
only such indicator; structure is ready for future scalar-input
multi-output additions (e.g. some MACD-shaped indicators).

* test(coverage): Cover SMI zero-range and ConnorsRsi zero-prev cold paths

codecov/patch on PR 40 flagged two uncovered defensive branches:
- SMI returns self.current early when the smoothed range collapses to
  zero (`r2 <= 0.0`) so the formula stays defined. Exercised by feeding
  bars where high == low.
- ConnorsRsi skips the ROC ring-buffer update when the previous price
  is exactly zero so the divide-by-zero in `(input - prev) / prev` is
  impossible. Exercised by seeding the first bar at 0.0.
This commit is contained in:
kingchenc
2026-05-25 15:28:56 +02:00
committed by GitHub
parent a39adb9dae
commit 24e723fa7d
22 changed files with 3185 additions and 25 deletions
Download Patch File Download Diff File Expand all files Collapse all files
bindings/node/__tests__/indicators.test.js
+65
View File
@@ -64,6 +64,8 @@ const scalarFactories = {
VerticalHorizontalFilter: () => new wickra.VerticalHorizontalFilter(28),
ZScore: () => new wickra.ZScore(20),
LinRegAngle: () => new wickra.LinRegAngle(14),
LaguerreRSI: () => new wickra.LaguerreRSI(0.5),
ConnorsRSI: () => new wickra.ConnorsRSI(3, 2, 100),
};
for (const [name, make] of Object.entries(scalarFactories)) {
@@ -91,6 +93,10 @@ const candleScalar = {
AwesomeOscillator: { make: () => new wickra.AwesomeOscillator(5, 34), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
OBV: { make: () => new wickra.OBV(), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
VWMA: { make: () => new wickra.VWMA(20), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
RVI: { make: () => new wickra.RVI(10), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
Inertia: { make: () => new wickra.Inertia(14, 20), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
PGO: { make: () => new wickra.PGO(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
SMI: { make: () => new wickra.SMI(5, 3, 3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
EVWMA: { make: () => new wickra.EVWMA(20), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
UltimateOscillator: { make: () => new wickra.UltimateOscillator(7, 14, 28), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
AroonOscillator: { make: () => new wickra.AroonOscillator(14), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
@@ -128,6 +134,7 @@ for (const [name, d] of Object.entries(candleScalar)) {
// --- Multi-output indicators: object update vs interleaved batch ---
const multi = {
KST: { make: () => new wickra.KST(10, 15, 20, 30, 10, 10, 10, 15, 9), fields: ['kst', 'signal'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
Alligator: { make: () => new wickra.Alligator(13, 8, 5), fields: ['jaw', 'teeth', 'lips'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
MACD: { make: () => new wickra.MACD(12, 26, 9), fields: ['macd', 'signal', 'histogram'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
BollingerBands: { make: () => new wickra.BollingerBands(20, 2), fields: ['upper', 'middle', 'lower', 'stddev'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
@@ -266,6 +273,64 @@ test('LinRegAngle of a unit-slope series is 45 degrees', () => {
assert.ok(Math.abs(out[4] - 45) < 1e-9);
});
test('Inertia(3, 4) on a constant RVI series equals that RVI', () => {
const n = 60;
// Every bar (open, high, low, close) = (10, 11, 9, 10.5) -> RVI = 0.25.
const out = new wickra.Inertia(3, 4).batch(
Array(n).fill(10),
Array(n).fill(11),
Array(n).fill(9),
Array(n).fill(10.5),
);
for (let i = 5; i < n; i++) assert.ok(Math.abs(out[i] - 0.25) < 1e-12);
});
test('ConnorsRSI stays bounded in [0, 100]', () => {
const prices = Array.from({ length: 250 }, (_, i) => 100 + 20 * Math.sin(i * 0.12));
const out = new wickra.ConnorsRSI(3, 2, 100).batch(prices);
for (let i = 0; i < out.length; i++) {
if (Number.isNaN(out[i])) continue;
assert.ok(out[i] >= 0 && out[i] <= 100, `out[${i}] = ${out[i]}`);
}
});
test('LaguerreRSI on a flat series stays at the neutral 50', () => {
const out = new wickra.LaguerreRSI(0.5).batch(Array(40).fill(42));
for (let i = 0; i < out.length; i++) assert.ok(Math.abs(out[i] - 50) < 1e-12);
});
test('SMI with close at range centre emits zero after warmup', () => {
const n = 60;
const out = new wickra.SMI(5, 3, 3).batch(Array(n).fill(11), Array(n).fill(9), Array(n).fill(10));
// warmup_period = 5 + 3 + 3 - 2 = 9.
for (let i = 8; i < n; i++) assert.ok(Math.abs(out[i]) < 1e-12);
});
test('KST on a flat series emits zero after warmup', () => {
const kst = new wickra.KST(10, 15, 20, 30, 10, 10, 10, 15, 9);
const n = 80;
const out = kst.batch(Array(n).fill(42));
const warmup = kst.warmupPeriod();
for (let i = warmup - 1; i < n; i++) {
assert.ok(Math.abs(out[i * 2]) < 1e-12, `kst[${i}] = ${out[i * 2]}`);
assert.ok(Math.abs(out[i * 2 + 1]) < 1e-12, `signal[${i}] = ${out[i * 2 + 1]}`);
}
});
test('PGO(5) on a flat close emits zero after warmup', () => {
const n = 20;
const out = new wickra.PGO(5).batch(Array(n).fill(11), Array(n).fill(9), Array(n).fill(10));
for (let i = 0; i < 4; i++) assert.ok(Number.isNaN(out[i]));
for (let i = 4; i < n; i++) assert.ok(Math.abs(out[i]) < 1e-12, `out[${i}] = ${out[i]}`);
});
test('RVI(2) reference value on two bars', () => {
// Bars (open, high, low, close): (10, 11, 9, 10.5), (10.5, 11.5, 10, 11).
const out = new wickra.RVI(2).batch([10, 10.5], [11, 11.5], [9, 10], [10.5, 11]);
assert.ok(Number.isNaN(out[0]));
assert.ok(Math.abs(out[1] - 1 / 3.5) < 1e-12);
});
test('EVWMA(2) reference values on [10, 20, 30] with volumes [1, 3, 1]', () => {
const out = new wickra.EVWMA(2).batch([10, 20, 30], [1, 3, 1]);
assert.ok(Number.isNaN(out[0]));
bindings/node/index.js
+8 -1
View File
@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`)
}
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
@@ -349,6 +349,13 @@ module.exports.RollingVWAP = RollingVWAP
module.exports.AwesomeOscillator = AwesomeOscillator
module.exports.Aroon = Aroon
module.exports.KAMA = KAMA
module.exports.RVI = RVI
module.exports.PGO = PGO
module.exports.KST = KST
module.exports.SMI = SMI
module.exports.LaguerreRSI = LaguerreRSI
module.exports.ConnorsRSI = ConnorsRSI
module.exports.Inertia = Inertia
module.exports.ALMA = ALMA
module.exports.McGinleyDynamic = McGinleyDynamic
module.exports.FRAMA = FRAMA
bindings/node/src/lib.rs
+380
View File
@@ -1070,6 +1070,386 @@ impl AroonNode {
}
}
// Helper for OHLC-input indicators that need the open price (not provided
// by `cnd` which fakes open == close).
fn cnd4(open: f64, high: f64, low: f64, close: f64) -> napi::Result<wc::Candle> {
wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)
}
#[napi(js_name = "Inertia")]
pub struct InertiaNode {
inner: wc::Inertia,
}
#[napi]
impl InertiaNode {
#[napi(constructor)]
pub fn new(rvi_period: u32, linreg_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Inertia::new(clamp_period(rvi_period), clamp_period(linreg_period))
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd4(open, high, low, close)?))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"open, high, low and close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd4(open[i], high[i], low[i], close[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "ConnorsRSI")]
pub struct ConnorsRsiNode {
inner: wc::ConnorsRsi,
}
#[napi]
impl ConnorsRsiNode {
#[napi(constructor)]
pub fn new(period_rsi: u32, period_streak: u32, period_rank: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ConnorsRsi::new(
clamp_period(period_rsi),
clamp_period(period_streak),
clamp_period(period_rank),
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "LaguerreRSI")]
pub struct LaguerreRsiNode {
inner: wc::LaguerreRsi,
}
#[napi]
impl LaguerreRsiNode {
#[napi(constructor)]
pub fn new(gamma: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::LaguerreRsi::new(gamma).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "SMI")]
pub struct SmiNode {
inner: wc::Smi,
}
#[napi]
impl SmiNode {
#[napi(constructor)]
pub fn new(period: u32, d_period: u32, d2_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Smi::new(
clamp_period(period),
clamp_period(d_period),
clamp_period(d2_period),
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"high, low and close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(object)]
pub struct KstValue {
pub kst: f64,
pub signal: f64,
}
#[napi(js_name = "KST")]
pub struct KstNode {
inner: wc::Kst,
}
#[napi]
impl KstNode {
#[napi(constructor)]
#[allow(clippy::too_many_arguments)]
pub fn new(
roc1: u32,
roc2: u32,
roc3: u32,
roc4: u32,
sma1: u32,
sma2: u32,
sma3: u32,
sma4: u32,
signal: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::Kst::new(
clamp_period(roc1),
clamp_period(roc2),
clamp_period(roc3),
clamp_period(roc4),
clamp_period(sma1),
clamp_period(sma2),
clamp_period(sma3),
clamp_period(sma4),
clamp_period(signal),
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<KstValue> {
self.inner.update(value).map(|o| KstValue {
kst: o.kst,
signal: o.signal,
})
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let n = prices.len();
let mut out = vec![f64::NAN; n * 2];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 2] = o.kst;
out[i * 2 + 1] = o.signal;
}
}
out
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "PGO")]
pub struct PgoNode {
inner: wc::Pgo,
}
#[napi]
impl PgoNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Pgo::new(clamp_period(period)).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"high, low and close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "RVI")]
pub struct RviNode {
inner: wc::Rvi,
}
#[napi]
impl RviNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Rvi::new(clamp_period(period)).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd4(open, high, low, close)?))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"open, high, low and close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd4(open[i], high[i], low[i], close[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "KAMA")]
pub struct KamaNode {
inner: wc::Kama,