Deepen Momentum Oscillators family with ten additions (#179)
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
@@ -28,6 +28,12 @@ function num(v) {
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// --- Scalar indicators: update(value) vs batch(prices) ---
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const scalarFactories = {
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DerivativeOscillator: () => new wickra.DerivativeOscillator(14, 5, 3, 9),
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RMI: () => new wickra.RMI(14, 5),
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DynamicMomentumIndex: () => new wickra.DynamicMomentumIndex(14),
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RSX: () => new wickra.RSX(14),
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FisherRSI: () => new wickra.FisherRSI(14),
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DisparityIndex: () => new wickra.DisparityIndex(14),
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HoltWinters: () => new wickra.HoltWinters(0.2, 0.1),
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GD: () => new wickra.GD(5, 0.7),
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AdaptiveLaguerre: () => new wickra.AdaptiveLaguerre(13),
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@@ -334,6 +340,8 @@ const candleScalar = {
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BodySizePct: { make: () => new wickra.BodySizePct(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
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WickRatio: { make: () => new wickra.WickRatio(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
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HighLowRange: { make: () => new wickra.HighLowRange(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
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StochasticCCI: { make: () => new wickra.StochasticCCI(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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IMI: { make: () => new wickra.IMI(14), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
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};
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for (const [name, d] of Object.entries(candleScalar)) {
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@@ -416,6 +424,8 @@ const multi = {
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FibArcs: { make: () => new wickra.FibArcs(), fields: ['arc382', 'arc500', 'arc618'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
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FibChannel: { make: () => new wickra.FibChannel(), fields: ['base', 'level618', 'level1000', 'level1618'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
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FibTimeZones: { make: () => new wickra.FibTimeZones(), fields: ['onZone', 'barsToNext'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
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ElderRay: { make: () => new wickra.ElderRay(13), fields: ['bullPower', 'bearPower'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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QQE: { make: () => new wickra.QQE(14, 5, 4.236), fields: ['rsiMa', 'trailingLine'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
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};
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for (const [name, d] of Object.entries(multi)) {
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Vendored
+98
@@ -69,6 +69,14 @@ export interface HtPhasorValue {
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inphase: number
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quadrature: number
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}
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export interface QqeValue {
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rsiMa: number
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trailingLine: number
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}
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export interface ElderRayValue {
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bullPower: number
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bearPower: number
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}
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export interface StochValue {
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k: number
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d: number
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@@ -917,6 +925,42 @@ export declare class AdaptiveLaguerre {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type DisparityIndexNode = DisparityIndex
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export declare class DisparityIndex {
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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 FisherRsiNode = FisherRSI
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export declare class FisherRSI {
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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 RsxNode = RSX
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export declare class RSX {
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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 DynamicMomentumIndexNode = DynamicMomentumIndex
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export declare class DynamicMomentumIndex {
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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 JumpIndicatorNode = JumpIndicator
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export declare class JumpIndicator {
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constructor(period: number, threshold: number)
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@@ -1414,6 +1458,42 @@ export declare class HighLowRange {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type StochasticCciNode = StochasticCCI
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export declare class StochasticCCI {
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constructor(period: number)
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update(high: number, low: number, close: number): number | null
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batch(high: Array<number>, low: Array<number>, close: 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 ImiNode = IMI
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export declare class IMI {
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constructor(period: number)
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: 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 QqeNode = QQE
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export declare class QQE {
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constructor(rsiPeriod: number, smoothing: number, factor: number)
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update(value: number): QqeValue | 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 ElderRayNode = ElderRay
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export declare class ElderRay {
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constructor(period: number)
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update(high: number, low: number, close: number): ElderRayValue | null
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batch(high: Array<number>, low: Array<number>, close: 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 StochNode = Stochastic
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export declare class Stochastic {
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constructor(kPeriod: number, dPeriod: number)
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@@ -1740,6 +1820,24 @@ export declare class HoltWinters {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type RmiNode = RMI
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export declare class RMI {
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constructor(period: number, momentum: 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 DerivativeOscillatorNode = DerivativeOscillator
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export declare class DerivativeOscillator {
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constructor(rsiPeriod: number, smooth1: number, smooth2: number, signalPeriod: 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 TsiNode = TSI
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export declare class TSI {
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constructor(long: number, short: number)
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+11
-1
File diff suppressed because one or more lines are too long
@@ -206,6 +206,14 @@ node_scalar_indicator!(
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"AdaptiveLaguerre",
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wc::AdaptiveLaguerreFilter
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);
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node_scalar_indicator!(DisparityIndexNode, "DisparityIndex", wc::DisparityIndex);
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node_scalar_indicator!(FisherRsiNode, "FisherRSI", wc::FisherRsi);
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node_scalar_indicator!(RsxNode, "RSX", wc::Rsx);
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node_scalar_indicator!(
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DynamicMomentumIndexNode,
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"DynamicMomentumIndex",
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wc::DynamicMomentumIndex
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);
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#[napi(js_name = "JumpIndicator")]
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pub struct JumpIndicatorNode {
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inner: wc::JumpIndicator,
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@@ -2051,6 +2059,242 @@ impl HighLowRangeNode {
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}
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}
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#[napi(js_name = "StochasticCCI")]
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pub struct StochasticCciNode {
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inner: wc::StochasticCci,
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}
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#[napi]
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impl StochasticCciNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::StochasticCci::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(js_name = "IMI")]
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pub struct ImiNode {
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inner: wc::IntradayMomentumIndex,
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}
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#[napi]
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impl ImiNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::IntradayMomentumIndex::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(
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&mut self,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd4(open, high, low, close)?))
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}
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#[napi]
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pub fn batch(
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&mut self,
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open: Vec<f64>,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"open, high, low, close must be equal length".to_string(),
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));
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}
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let n = open.len();
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let mut out = Vec::with_capacity(n);
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for i in 0..n {
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out.push(
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self.inner
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.update(cnd4(open[i], high[i], low[i], close[i])?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(object)]
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pub struct QqeValue {
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pub rsi_ma: f64,
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pub trailing_line: f64,
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}
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#[napi(js_name = "QQE")]
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pub struct QqeNode {
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inner: wc::Qqe,
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}
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#[napi]
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impl QqeNode {
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#[napi(constructor)]
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pub fn new(rsi_period: u32, smoothing: u32, factor: f64) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Qqe::new(rsi_period as usize, smoothing as usize, factor)
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.map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<QqeValue> {
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self.inner.update(value).map(|o| QqeValue {
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rsi_ma: o.rsi_ma,
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trailing_line: o.trailing_line,
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})
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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let mut out = vec![f64::NAN; prices.len() * 2];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 2] = o.rsi_ma;
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out[i * 2 + 1] = o.trailing_line;
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}
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}
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out
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
|
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pub fn is_ready(&self) -> bool {
|
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self.inner.is_ready()
|
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}
|
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#[napi(js_name = "warmupPeriod")]
|
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pub fn warmup_period(&self) -> u32 {
|
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self.inner.warmup_period() as u32
|
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}
|
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}
|
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|
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#[napi(object)]
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pub struct ElderRayValue {
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pub bull_power: f64,
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pub bear_power: f64,
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}
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|
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#[napi(js_name = "ElderRay")]
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pub struct ElderRayNode {
|
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inner: wc::ElderRay,
|
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}
|
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|
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#[napi]
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impl ElderRayNode {
|
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#[napi(constructor)]
|
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pub fn new(period: u32) -> napi::Result<Self> {
|
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Ok(Self {
|
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inner: wc::ElderRay::new(period as usize).map_err(map_err)?,
|
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})
|
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}
|
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#[napi]
|
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pub fn update(
|
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&mut self,
|
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high: f64,
|
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low: f64,
|
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close: f64,
|
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) -> napi::Result<Option<ElderRayValue>> {
|
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Ok(self
|
||||
.inner
|
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.update(cnd(high, low, close, 0.0)?)
|
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.map(|o| ElderRayValue {
|
||||
bull_power: o.bull_power,
|
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bear_power: o.bear_power,
|
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}))
|
||||
}
|
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#[napi]
|
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pub fn batch(
|
||||
&mut self,
|
||||
high: Vec<f64>,
|
||||
low: Vec<f64>,
|
||||
close: Vec<f64>,
|
||||
) -> napi::Result<Vec<f64>> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(NapiError::from_reason(
|
||||
"high, low, close must be equal length".to_string(),
|
||||
));
|
||||
}
|
||||
let n = high.len();
|
||||
let mut out = vec![f64::NAN; n * 2];
|
||||
for i in 0..n {
|
||||
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
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out[i * 2] = o.bull_power;
|
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out[i * 2 + 1] = o.bear_power;
|
||||
}
|
||||
}
|
||||
Ok(out)
|
||||
}
|
||||
#[napi]
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[napi(js_name = "isReady")]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[napi(js_name = "warmupPeriod")]
|
||||
pub fn warmup_period(&self) -> u32 {
|
||||
self.inner.warmup_period() as u32
|
||||
}
|
||||
}
|
||||
|
||||
#[napi(object)]
|
||||
pub struct StochValue {
|
||||
pub k: f64,
|
||||
@@ -3877,6 +4121,91 @@ impl HoltWintersNode {
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== RMI ==============================
|
||||
|
||||
#[napi(js_name = "RMI")]
|
||||
pub struct RmiNode {
|
||||
inner: wc::Rmi,
|
||||
}
|
||||
|
||||
#[napi]
|
||||
impl RmiNode {
|
||||
#[napi(constructor)]
|
||||
pub fn new(period: u32, momentum: u32) -> napi::Result<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::Rmi::new(period as usize, momentum as usize).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
#[napi]
|
||||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||||
self.inner.update(value)
|
||||
}
|
||||
#[napi]
|
||||
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
||||
flatten(self.inner.batch(&prices))
|
||||
}
|
||||
#[napi]
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[napi(js_name = "isReady")]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[napi(js_name = "warmupPeriod")]
|
||||
pub fn warmup_period(&self) -> u32 {
|
||||
self.inner.warmup_period() as u32
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== DerivativeOscillator ==============================
|
||||
|
||||
#[napi(js_name = "DerivativeOscillator")]
|
||||
pub struct DerivativeOscillatorNode {
|
||||
inner: wc::DerivativeOscillator,
|
||||
}
|
||||
|
||||
#[napi]
|
||||
impl DerivativeOscillatorNode {
|
||||
#[napi(constructor)]
|
||||
pub fn new(
|
||||
rsi_period: u32,
|
||||
smooth1: u32,
|
||||
smooth2: u32,
|
||||
signal_period: u32,
|
||||
) -> napi::Result<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::DerivativeOscillator::new(
|
||||
rsi_period as usize,
|
||||
smooth1 as usize,
|
||||
smooth2 as usize,
|
||||
signal_period as usize,
|
||||
)
|
||||
.map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
#[napi]
|
||||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||||
self.inner.update(value)
|
||||
}
|
||||
#[napi]
|
||||
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
||||
flatten(self.inner.batch(&prices))
|
||||
}
|
||||
#[napi]
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[napi(js_name = "isReady")]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[napi(js_name = "warmupPeriod")]
|
||||
pub fn warmup_period(&self) -> u32 {
|
||||
self.inner.warmup_period() as u32
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== TSI ==============================
|
||||
|
||||
#[napi(js_name = "TSI")]
|
||||
|
||||
Reference in New Issue
Block a user