Add B9 Price Statistics deepening (5 indicators) (#197)
Deepens the **Price Statistics** family (B9) with five rolling-statistics indicators (447 -> 452): - **ShannonEntropy** — Shannon entropy of a binned rolling value distribution. - **SampleEntropy** — Richman-Moorman sample entropy (regularity/complexity of a window). - **KendallTau** — Kendall rank correlation (tau-b) over paired observations (pairwise; distinct from Pearson/Spearman). - **JarqueBera** — Jarque-Bera normality test statistic over a rolling window. - **RollingMinMaxScaler** — maps the latest value to 0..1 over a rolling window. All scalar f64 input except KendallTau (pairwise). Multi-arg scalars (Shannon/Sample entropy) use hand-written Python/Node bindings + the variadic wasm macro; KendallTau uses the pair macros. Verified locally: 3668 core lib + 410 doc tests, clippy clean, 527 node tests, 871 pytest, counter 452.
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Vendored
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@@ -1052,6 +1052,42 @@ export declare class BipowerVariation {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type JarqueBeraNode = JARQUEBERA
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export declare class JARQUEBERA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type RollingMinMaxScalerNode = ROLLINGMINMAX
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export declare class ROLLINGMINMAX {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type ShannonEntropyNode = SHANNONENT
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export declare class SHANNONENT {
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constructor(period: number, bins: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type SampleEntropyNode = SAMPLEENT
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export declare class SAMPLEENT {
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constructor(period: number, m: number, rFactor: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type EwmaVolatilityNode = EwmaVolatility
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export declare class EwmaVolatility {
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constructor(lambda: number)
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@@ -1263,6 +1299,19 @@ export declare class DistanceSsd {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type KendallTauNode = KendallTau
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export declare class KendallTau {
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constructor(period: number)
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update(x: number, y: number): number | null
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/**
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* Batch over two equally-sized arrays. Returns a length-`n` array
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* with `NaN` for warmup positions.
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*/
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batch(x: Array<number>, y: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type BetaNeutralSpreadNode = BetaNeutralSpread
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export declare class BetaNeutralSpread {
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constructor(period: number)
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