F12: add price transforms and rolling linear regression

- Rust core: typical_price.rs ((H+L+C)/3), median_price.rs ((H+L)/2), weighted_close.rs ((H+L+2C)/4) — stateless per-bar OHLC transforms — and linreg.rs (LinearRegression — endpoint of a rolling ordinary-least-squares fit) and linreg_slope.rs (LinRegSlope — slope of that fit). Each with a full Indicator impl, runnable doctest and reference / property / warmup / reset / batch==streaming tests. - Python: PyTypicalPrice / PyMedianPrice / PyWeightedClose / PyLinearRegression / PyLinRegSlope PyO3 classes + module registration + .pyi stubs. - Node: explicit TypicalPriceNode / MedianPriceNode / WeightedCloseNode / LinearRegressionNode / LinRegSlopeNode; index.d.ts and index.js updated. - WASM: explicit WasmTypicalPrice / WasmMedianPrice / WasmWeightedClose; WasmLinearRegression / WasmLinRegSlope via the scalar macro. - Wiki: a new indicators/statistics/ folder with five Indicator-*.md pages, a new "Statistics" family in Indicators-Overview.md and Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests, 25 data tests and 66 doctests green.
2026-05-22 19:52:04 +02:00
parent 21bbd521b3
commit 2d0ee926c5
19 changed files with 2254 additions and 12 deletions
@@ -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, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding

 module.exports.version = version
 module.exports.SMA = SMA
@@ -355,6 +355,11 @@ module.exports.SuperTrend = SuperTrend
 module.exports.ChandelierExit = ChandelierExit
 module.exports.ChandeKrollStop = ChandeKrollStop
 module.exports.AtrTrailingStop = AtrTrailingStop
+module.exports.TypicalPrice = TypicalPrice
+module.exports.MedianPrice = MedianPrice
+module.exports.WeightedClose = WeightedClose
+module.exports.LinearRegression = LinearRegression
+module.exports.LinRegSlope = LinRegSlope
 module.exports.MACD = MACD
 module.exports.BollingerBands = BollingerBands
 module.exports.ATR = ATR
@@ -1782,6 +1782,258 @@ impl AtrTrailingStopNode {
    }
 }

+// ============================== Typical Price ==============================
+
+#[napi(js_name = "TypicalPrice")]
+pub struct TypicalPriceNode {
+    inner: wc::TypicalPrice,
+}
+
+impl Default for TypicalPriceNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[napi]
+impl TypicalPriceNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::TypicalPrice::new(),
+        }
+    }
+    #[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
+    }
+}
+
+// ============================== Median Price ==============================
+
+#[napi(js_name = "MedianPrice")]
+pub struct MedianPriceNode {
+    inner: wc::MedianPrice,
+}
+
+impl Default for MedianPriceNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[napi]
+impl MedianPriceNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::MedianPrice::new(),
+        }
+    }
+    #[napi]
+    pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
+        Ok(self.inner.update(cnd(high, low, low, 0.0)?))
+    }
+    #[napi]
+    pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
+        if high.len() != low.len() {
+            return Err(NapiError::from_reason(
+                "high and low 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], low[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
+    }
+}
+
+// ============================== Weighted Close ==============================
+
+#[napi(js_name = "WeightedClose")]
+pub struct WeightedCloseNode {
+    inner: wc::WeightedClose,
+}
+
+impl Default for WeightedCloseNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[napi]
+impl WeightedCloseNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::WeightedClose::new(),
+        }
+    }
+    #[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
+    }
+}
+
+// ============================== Linear Regression ==============================
+
+#[napi(js_name = "LinearRegression")]
+pub struct LinearRegressionNode {
+    inner: wc::LinearRegression,
+}
+
+#[napi]
+impl LinearRegressionNode {
+    #[napi(constructor)]
+    pub fn new(period: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::LinearRegression::new(period as usize).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
+    }
+}
+
+// ============================== Linear Regression Slope ==============================
+
+#[napi(js_name = "LinRegSlope")]
+pub struct LinRegSlopeNode {
+    inner: wc::LinRegSlope,
+}
+
+#[napi]
+impl LinRegSlopeNode {
+    #[napi(constructor)]
+    pub fn new(period: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::LinRegSlope::new(period as usize).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
+    }
+}
+
 // ============================== Bollinger Bandwidth ==============================

 #[napi(js_name = "BollingerBandwidth")]