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

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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.
This commit is contained in:
kingchenc
2026-06-07 01:32:15 +02:00
committed by GitHub
parent 83e34c6f71
commit 2991ba411d
20 changed files with 3131 additions and 53 deletions
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fuzz/fuzz_targets/indicator_update_candle.rs
+7 -1
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@@ -22,7 +22,7 @@
//! WeightedClose.
use libfuzzer_sys::fuzz_target;
use wickra_core::{AbandonedBaby, Abcd, AccelerationBands, AcceleratorOscillator, AdOscillator, Adl, AdvanceBlock, Adx, Adxr, Alligator, AnchoredVwap, Aroon, AroonOscillator, Atr, AtrBands, AtrTrailingStop, AutoFib, AverageDailyRange, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BatchExt, BeltHold, BodySizePct, Breakaway, Butterfly, Camarilla, Candle, Cci, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, ConcealingBabySwallow, Counterattack, Crab, CupAndHandle, Cypher, DayOfWeekProfile, DemandIndex, DemarkPivots, Doji, DojiStar, Donchian, DonchianStop, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, Dx, EaseOfMovement, ElderRay, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FlagPennant, ForceIndex, FractalChaosBands, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GatorOscillator, GoldenPocket, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi, HiLoActivator, HighLowRange, HighWave, Hikkake, HikkakeModified, HomingPigeon, HurstChannel, Ichimoku, IdenticalThreeCrows, InNeck, Indicator, Inertia, InitialBalance, IntradayMomentumIndex, IntradayVolatilityProfile, InvertedHammer, KasePermissionStochastic, Keltner, Kicking, KickingByLength, Kvo, LadderBottom, LongLeggedDoji, LongLine, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, AvgPrice, MedianPrice, Mfi, MidPrice, MinusDi, MinusDm, MorningDojiStar, MorningEveningStar, Natr, Nvi, Obv, OnNeck, OpeningMarubozu, OpeningRange, OvernightGap, OvernightIntradayReturn, ParkinsonVolatility, Pgo, PiercingDarkCloud, PlusDi, PlusDm, ProjectionBands, ProjectionOscillator, Psar, Pvi, Qstick, RectangleRange, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingVwap, Rvi, Rwi, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, ShootingStar, ShortLine, Smi, SpinningTop, StalledPattern, StarcBands, StickSandwich, Stochastic, StochasticCci, SuperTrend, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TimeOfDayReturnProfile, TpoProfile, Triangle, TripleTopBottom, TrueRange, Tsv, TtmSqueeze, TtmTrend, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, VolatilityCone, VolatilityRatio, VoltyStop, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag};
use wickra_core::{AbandonedBaby, Abcd, AccelerationBands, AcceleratorOscillator, AdOscillator, Adl, AdvanceBlock, Adx, Adxr, Alligator, AnchoredVwap, Aroon, AroonOscillator, Atr, AtrBands, AtrRatchet, AtrTrailingStop, AutoFib, AverageDailyRange, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BatchExt, BeltHold, BodySizePct, Breakaway, Butterfly, Camarilla, Candle, Cci, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, ConcealingBabySwallow, Counterattack, Crab, CupAndHandle, Cypher, DayOfWeekProfile, DemandIndex, DemarkPivots, Doji, DojiStar, Donchian, DonchianStop, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, Dx, EaseOfMovement, ElderRay, ElderSafeZone, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FlagPennant, ForceIndex, FractalChaosBands, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GatorOscillator, GoldenPocket, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi, HiLoActivator, HighLowRange, HighWave, Hikkake, HikkakeModified, HomingPigeon, HurstChannel, Ichimoku, IdenticalThreeCrows, InNeck, Indicator, Inertia, InitialBalance, IntradayMomentumIndex, IntradayVolatilityProfile, InvertedHammer, KaseDevStop, KasePermissionStochastic, Keltner, Kicking, KickingByLength, Kvo, LadderBottom, LongLeggedDoji, LongLine, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, AvgPrice, MedianPrice, Mfi, MidPrice, MinusDi, MinusDm, ModifiedMaStop, MorningDojiStar, MorningEveningStar, Natr, Nrtr, Nvi, Obv, OnNeck, OpeningMarubozu, OpeningRange, OvernightGap, OvernightIntradayReturn, ParkinsonVolatility, Pgo, PiercingDarkCloud, PlusDi, PlusDm, ProjectionBands, ProjectionOscillator, Psar, Pvi, Qstick, RectangleRange, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingVwap, Rvi, Rwi, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, ShootingStar, ShortLine, Smi, SpinningTop, StalledPattern, StarcBands, StickSandwich, Stochastic, StochasticCci, SuperTrend, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TimeBasedStop, TimeOfDayReturnProfile, TpoProfile, Triangle, TripleTopBottom, TrueRange, Tsv, TtmSqueeze, TtmTrend, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, VolatilityCone, VolatilityRatio, VoltyStop, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag};
/// Convert a flat `f64` stream into a `Vec<Candle>` by chunking it into
/// `[open, high, low, close, volume]` groups. Tuples that fail OHLCV
@@ -79,6 +79,11 @@ fuzz_target!(|data: Vec<f64>| {
drive(|| Donchian::new(20).unwrap(), &candles);
// --- Trailing Stops ---
drive(|| ModifiedMaStop::new(14).unwrap(), &candles);
drive(|| TimeBasedStop::new(5).unwrap(), &candles);
drive(|| Nrtr::new(2.0).unwrap(), &candles);
drive(|| AtrRatchet::new(14, 4.0, 0.1).unwrap(), &candles);
drive(|| ElderSafeZone::new(14, 2.0).unwrap(), &candles);
drive(|| Psar::new(0.02, 0.02, 0.20).unwrap(), &candles);
drive(SarExt::classic, &candles);
drive(|| SuperTrend::new(14, 3.0).unwrap(), &candles);
@@ -88,6 +93,7 @@ fuzz_target!(|data: Vec<f64>| {
drive(|| HiLoActivator::new(3).unwrap(), &candles);
drive(|| VoltyStop::new(14, 2.0).unwrap(), &candles);
drive(|| YoyoExit::new(14, 2.0).unwrap(), &candles);
drive(|| KaseDevStop::new(30, 1.0).unwrap(), &candles);
// --- Trend & Directional ---
drive(|| KasePermissionStochastic::new(9, 3).unwrap(), &candles);