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F-Abschluss: wire the Python package, refresh docs and extend the test suites

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Finalises the F1-F12 indicator expansion (25 -> 63 indicators).

- Python `wickra/__init__.py`: import and re-export all 63 indicators,
  grouped by family, with a matching `__all__`. The package previously
  exposed only the original 25 even though the compiled module and the
  `.pyi` stubs already carried the rest.
- Docs: `Home.md` and `README.md` indicator counts and family tables
  updated to 63; `Indicators-Overview.md` already restructured per family
  in F10-F12; `Warmup-Periods.md` gains all 38 new indicators across the
  single- and multi-output tables (and the stale two-arg `Psar::new`
  example is corrected to three args); `CHANGELOG.md` `[Unreleased]` lists
  every new indicator by family.
- Tests: `bindings/node/__tests__/indicators.test.js` covers all 63
  indicators (streaming==batch plus four new reference-value checks),
  80/80 green; new `bindings/python/tests/test_new_indicators.py` covers
  the 38 additions (streaming==batch, shapes, reference values,
  lifecycle), Python suite 105/105 green.
- `bindings/node/index.js` regenerated by `napi build`.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests, 66 doctests, 80 Node tests and 105 Python tests green;
`cargo check -p wickra-wasm --tests` green.
This commit is contained in:
kingchenc
2026-05-22 20:04:13 +02:00
parent 2d0ee926c5
commit 2f3b5cc3be
8 changed files with 534 additions and 73 deletions
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README.md
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@@ -95,16 +95,17 @@ python -m benchmarks.compare_libraries
## Indicators
25 streaming-first indicators across four families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests.
63 streaming-first indicators across four families plus a statistics group.
Every one passes the `batch == streaming` equivalence test, reference-value
tests, and reset semantics tests.
| Family | Indicators |
|-------------|-----------|
| Trend | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA |
| Momentum | RSI (Wilder), MACD, Stochastic, CCI, ROC, Williams %R, ADX (+DI/-DI), MFI, TRIX, Awesome Oscillator, Aroon |
| Volatility | Bollinger Bands, ATR, Keltner Channels, Donchian Channels, Parabolic SAR |
| Volume | OBV, VWAP (cumulative + rolling) |
| Trend | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA |
| Momentum | RSI (Wilder), MACD, Stochastic, CCI, ROC, Williams %R, ADX (+DI/-DI), MFI, TRIX, Awesome Oscillator, Aroon, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, PPO, DPO, Coppock, Aroon Oscillator, Vortex, Mass Index |
| Volatility | Bollinger Bands, ATR, Keltner Channels, Donchian Channels, Parabolic SAR, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop |
| Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement |
| Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope |
Adding a new indicator means implementing one trait in Rust; all four bindings
inherit it automatically.
@@ -174,7 +175,7 @@ A Python live-trading example using the public `websockets` package lives at
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 25 indicators
│ ├── wickra-core/ core engine + all 63 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io)
│ │ + benches/ and examples/backtest.rs
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds