gavindiaz/wickra
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: derivatives basis & calendar-spread indicators (part 3 of 3) (#128)

Browse Source 
* 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
This commit is contained in:
kingchenc
2026-06-01 22:07:35 +02:00
committed by GitHub
parent 8e5bfd07ce
commit 2d140419bb
17 changed files with 830 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crates/wickra-core/src/lib.rs
+2 -2
View File
@@ -51,7 +51,7 @@ pub use indicators::{
Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AnchoredVwap, Apo, Aroon,
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta,
BollingerBands, BollingerBandwidth, BollingerOutput, CalmarRatio, Camarilla,
BollingerBands, BollingerBandwidth, BollingerOutput, CalendarSpread, CalmarRatio, Camarilla,
CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, Cmo,
@@ -86,7 +86,7 @@ pub use indicators::{
StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio, TdCombo,
TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure,
TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput,
TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeOutside,
ThreeSoldiersOrCrows, Tii, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv,
TtmSqueeze, TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,