feat: derivatives basis & calendar-spread indicators (part 3 of 3) (#128)
* feat(derivatives): TermStructureBasis indicator (core) * feat(derivatives): CalendarSpread indicator (core) * feat(derivatives): Python, Node and WASM bindings for basis & calendar-spread indicators * test(derivatives): Python and Node tests for basis & calendar-spread indicators * docs(derivatives): README row + counter 242->244, CHANGELOG part 3; fuzz basis indicators
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@@ -29,6 +29,7 @@ mod balance_of_power;
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mod beta;
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mod bollinger;
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mod bollinger_bandwidth;
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mod calendar_spread;
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mod calmar_ratio;
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mod camarilla_pivots;
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mod cci;
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@@ -204,6 +205,7 @@ mod td_risk_level;
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mod td_sequential;
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mod td_setup;
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mod tema;
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mod term_structure_basis;
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mod three_inside;
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mod three_outside;
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mod three_soldiers_or_crows;
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@@ -271,6 +273,7 @@ pub use balance_of_power::BalanceOfPower;
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pub use beta::Beta;
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pub use bollinger::{BollingerBands, BollingerOutput};
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pub use bollinger_bandwidth::BollingerBandwidth;
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pub use calendar_spread::CalendarSpread;
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pub use calmar_ratio::CalmarRatio;
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pub use camarilla_pivots::{Camarilla, CamarillaPivotsOutput};
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pub use cci::Cci;
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@@ -446,6 +449,7 @@ pub use td_risk_level::{TdRiskLevel, TdRiskLevelOutput};
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pub use td_sequential::{TdSequential, TdSequentialOutput};
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pub use td_setup::TdSetup;
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pub use tema::Tema;
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pub use term_structure_basis::TermStructureBasis;
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pub use three_inside::ThreeInside;
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pub use three_outside::ThreeOutside;
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pub use three_soldiers_or_crows::ThreeSoldiersOrCrows;
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@@ -784,6 +788,8 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"LongShortRatio",
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"TakerBuySellRatio",
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"LiquidationFeatures",
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"TermStructureBasis",
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"CalendarSpread",
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],
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),
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(
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@@ -840,6 +846,6 @@ mod family_tests {
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// the actual indicator count is the early-warning signal that an
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// indicator was added without being assigned a family.
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let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
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assert_eq!(total, 237, "FAMILIES total drifted from indicator count");
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assert_eq!(total, 239, "FAMILIES total drifted from indicator count");
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}
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}
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