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Deepen Momentum Oscillators family with ten additions (#179)

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Deepens the **Momentum Oscillators** family with ten widely-used oscillators
(403 → 413 indicators), the second batch of Part B (family deepening).

| Indicator | Binding | Input → Output |
|-----------|---------|----------------|
| `DisparityIndex` | `DisparityIndex` | scalar → scalar |
| `FisherRsi` | `FisherRSI` | scalar → scalar |
| `Rmi` | `RMI` | scalar (period, momentum) → scalar |
| `DerivativeOscillator` | `DerivativeOscillator` | scalar (4 periods) → scalar |
| `Rsx` | `RSX` | scalar → scalar |
| `DynamicMomentumIndex` | `DynamicMomentumIndex` | scalar → scalar |
| `IntradayMomentumIndex` | `IMI` | candle (open+close) → scalar |
| `StochasticCci` | `StochasticCCI` | candle → scalar |
| `ElderRay` | `ElderRay` | candle → struct (bull/bear) |
| `Qqe` | `QQE` | scalar → struct (rsi_ma/trailing) |

LSMA was dropped from the planned set: it already ships as `LinearRegression`.

The single-period scalars use generated macro bindings; `Rmi` /
`DerivativeOscillator` use hand node/python bindings with the typed wasm macro;
`ElderRay`/`Qqe` use custom struct bindings; `IntradayMomentumIndex` uses custom
candle bindings carrying the open. Full coverage: core modules with per-branch
unit tests, mod/lib catalogue, FAMILIES + assert, README + docs counters,
CHANGELOG, all three bindings (regenerated `index.d.ts`/`index.js`), fuzz
drivers, and the python/node test registries.

Local verification: `cargo test -p wickra-core` (lib 3335 + doc 371),
`cargo clippy --workspace --all-targets --all-features -D warnings` clean,
node `npm run build && npm test` (488), python `pytest` (802).
This commit is contained in:
kingchenc
2026-06-04 15:26:17 +02:00
committed by GitHub
parent 0d2acad28d
commit 4f81222aed
25 changed files with 3855 additions and 49 deletions
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CHANGELOG.md
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@@ -6,6 +6,16 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [Unreleased]
- **QQE** — quantitative qualitative estimation, a smoothed RSI with an ATR-of-RSI trailing line (`QQE`).
- **Intraday Momentum Index** — intraday momentum index (Chande), RSI on the open-to-close body (`IMI`).
- **Elder Ray** — Elder Ray bull power and bear power around an EMA of close (`ElderRay`).
- **Derivative Oscillator** — derivative oscillator (Constance Brown), a double-smoothed RSI histogram (`DerivativeOscillator`).
- **RMI** — relative momentum index (RMI), RSI over a multi-bar momentum lookback (`RMI`).
- **Stochastic CCI** — stochastic CCI, a stochastic oscillator over the CCI (`StochasticCCI`).
- **Dynamic Momentum Index** — dynamic momentum index (Chande), a volatility-adaptive RSI (`DynamicMomentumIndex`).
- **RSX** — RSX, a Jurik-style three-stage smoothed RSI (`RSX`).
- **Fisher RSI** — Fisher RSI, the Fisher transform of a normalised RSI (`FisherRSI`).
- **Disparity Index** — disparity index, the percent gap between price and its moving average (`DisparityIndex`).
## [0.5.5] - 2026-06-04
- **GD** — generalized DEMA (GD), Tillson's volume-factor double EMA and the building block of T3 (`GD`).