Add B7 Trailing Stops family (6 indicators) (#193)

Adds the **Trailing Stops** family deepening (B7), six new indicators (434 -> 440): - **KaseDevStop** — Cynthia Kase's volatility stop on the standard deviation of the two-bar true range. - **ElderSafeZone** — Alexander Elder's stop offset by a multiple of average market noise. - **AtrRatchet** — Kaufman ATR ratchet that tightens its multiple by a per-bar increment. - **Nrtr** — Nick Rypock Trailing Reverse (percentage band). - **TimeBasedStop** — exits after a fixed number of bars (scalar fraction of elapsed life). - **ModifiedMaStop** — moving-average based trailing stop. ("Wilder Volatility System" is intentionally skipped — it overlaps the existing VoltyStop/Psar/SarExt.) Each takes Candle input; the five band/structure stops emit a {value, direction} struct, TimeBasedStop a scalar. Wired across core, Python/Node/WASM bindings, fuzz target and tests. Verified locally: 3560 core lib + 398 doc tests, clippy clean, 515 node tests, 852 pytest, counter 440.
2026-06-07 01:32:15 +02:00
parent 83e34c6f71
commit 2991ba411d
20 changed files with 3131 additions and 53 deletions
@@ -2922,6 +2922,59 @@ impl ProjectionOscillatorNode {
    }
 }

+#[napi(js_name = "TimeBasedStop")]
+pub struct TimeBasedStopNode {
+    inner: wc::TimeBasedStop,
+}
+
+#[napi]
+impl TimeBasedStopNode {
+    #[napi(constructor)]
+    pub fn new(max_bars: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::TimeBasedStop::new(max_bars as usize).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, close must be equal length".to_string(),
+            ));
+        }
+        let mut out = Vec::with_capacity(high.len());
+        for i in 0..high.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 StochValue {
    pub k: f64,
@@ -6591,6 +6644,372 @@ impl RenkoTrailingStopNode {
    }
 }

+// ============================== Kase DevStop ==============================
+
+#[napi(object)]
+pub struct KaseDevStopValue {
+    pub value: f64,
+    pub direction: f64,
+}
+
+#[napi(js_name = "KaseDevStop")]
+pub struct KaseDevStopNode {
+    inner: wc::KaseDevStop,
+}
+
+#[napi]
+impl KaseDevStopNode {
+    #[napi(constructor)]
+    pub fn new(period: u32, dev: f64) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::KaseDevStop::new(period as usize, dev).map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(
+        &mut self,
+        high: f64,
+        low: f64,
+        close: f64,
+    ) -> napi::Result<Option<KaseDevStopValue>> {
+        Ok(self
+            .inner
+            .update(cnd(high, low, close, 0.0)?)
+            .map(|o| KaseDevStopValue {
+                value: o.value,
+                direction: o.direction,
+            }))
+    }
+    /// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+    /// Warmup positions are `NaN`.
+    #[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, close must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
+                out[i * 2] = o.value;
+                out[i * 2 + 1] = o.direction;
+            }
+        }
+        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
+    }
+}
+
+// ============================== Elder SafeZone ==============================
+
+#[napi(object)]
+pub struct ElderSafeZoneValue {
+    pub value: f64,
+    pub direction: f64,
+}
+
+#[napi(js_name = "ElderSafeZone")]
+pub struct ElderSafeZoneNode {
+    inner: wc::ElderSafeZone,
+}
+
+#[napi]
+impl ElderSafeZoneNode {
+    #[napi(constructor)]
+    pub fn new(period: u32, coeff: f64) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::ElderSafeZone::new(period as usize, coeff).map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(
+        &mut self,
+        high: f64,
+        low: f64,
+        close: f64,
+    ) -> napi::Result<Option<ElderSafeZoneValue>> {
+        Ok(self
+            .inner
+            .update(cnd(high, low, close, 0.0)?)
+            .map(|o| ElderSafeZoneValue {
+                value: o.value,
+                direction: o.direction,
+            }))
+    }
+    /// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+    /// Warmup positions are `NaN`.
+    #[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, close must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
+                out[i * 2] = o.value;
+                out[i * 2 + 1] = o.direction;
+            }
+        }
+        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
+    }
+}
+
+// ============================== ATR Ratchet ==============================
+
+#[napi(object)]
+pub struct AtrRatchetValue {
+    pub value: f64,
+    pub direction: f64,
+}
+
+#[napi(js_name = "AtrRatchet")]
+pub struct AtrRatchetNode {
+    inner: wc::AtrRatchet,
+}
+
+#[napi]
+impl AtrRatchetNode {
+    #[napi(constructor)]
+    pub fn new(atr_period: u32, start_mult: f64, increment: f64) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::AtrRatchet::new(atr_period as usize, start_mult, increment)
+                .map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(
+        &mut self,
+        high: f64,
+        low: f64,
+        close: f64,
+    ) -> napi::Result<Option<AtrRatchetValue>> {
+        Ok(self
+            .inner
+            .update(cnd(high, low, close, 0.0)?)
+            .map(|o| AtrRatchetValue {
+                value: o.value,
+                direction: o.direction,
+            }))
+    }
+    /// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+    /// Warmup positions are `NaN`.
+    #[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, close must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
+                out[i * 2] = o.value;
+                out[i * 2 + 1] = o.direction;
+            }
+        }
+        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
+    }
+}
+
+// ============================== NRTR ==============================
+
+#[napi(object)]
+pub struct NrtrValue {
+    pub value: f64,
+    pub direction: f64,
+}
+
+#[napi(js_name = "Nrtr")]
+pub struct NrtrNode {
+    inner: wc::Nrtr,
+}
+
+#[napi]
+impl NrtrNode {
+    #[napi(constructor)]
+    pub fn new(pct: f64) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::Nrtr::new(pct).map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<NrtrValue>> {
+        Ok(self
+            .inner
+            .update(cnd(high, low, close, 0.0)?)
+            .map(|o| NrtrValue {
+                value: o.value,
+                direction: o.direction,
+            }))
+    }
+    /// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+    /// Warmup positions are `NaN`.
+    #[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, close must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
+                out[i * 2] = o.value;
+                out[i * 2 + 1] = o.direction;
+            }
+        }
+        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
+    }
+}
+
+// ============================== Modified MA Stop ==============================
+
+#[napi(object)]
+pub struct ModifiedMaStopValue {
+    pub value: f64,
+    pub direction: f64,
+}
+
+#[napi(js_name = "ModifiedMaStop")]
+pub struct ModifiedMaStopNode {
+    inner: wc::ModifiedMaStop,
+}
+
+#[napi]
+impl ModifiedMaStopNode {
+    #[napi(constructor)]
+    pub fn new(period: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::ModifiedMaStop::new(period as usize).map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(
+        &mut self,
+        high: f64,
+        low: f64,
+        close: f64,
+    ) -> napi::Result<Option<ModifiedMaStopValue>> {
+        Ok(self
+            .inner
+            .update(cnd(high, low, close, 0.0)?)
+            .map(|o| ModifiedMaStopValue {
+                value: o.value,
+                direction: o.direction,
+            }))
+    }
+    /// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
+    /// Warmup positions are `NaN`.
+    #[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, close must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
+                out[i * 2] = o.value;
+                out[i * 2 + 1] = o.direction;
+            }
+        }
+        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
+    }
+}
+
 // ============================== Typical Price ==============================

 #[napi(js_name = "TypicalPrice")]