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
@@ -2050,6 +2050,211 @@ impl WasmHighLowRange {
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}
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}
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#[wasm_bindgen(js_name = StochasticCCI)]
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pub struct WasmStochasticCci {
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inner: wc::StochasticCci,
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}
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#[wasm_bindgen(js_class = StochasticCCI)]
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impl WasmStochasticCci {
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#[wasm_bindgen(constructor)]
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pub fn new(period: usize) -> Result<WasmStochasticCci, JsError> {
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Ok(Self {
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inner: wc::StochasticCci::new(period).map_err(map_err)?,
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})
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}
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
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let c = make_candle(high, low, close, 0.0)?;
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Ok(self.inner.update(c))
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}
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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(JsError::new("high, low, close must be equal length"));
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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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let c = make_candle(high[i], low[i], close[i], 0.0)?;
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out.push(self.inner.update(c).unwrap_or(f64::NAN));
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}
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Ok(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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}
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#[wasm_bindgen(js_name = IMI)]
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pub struct WasmImi {
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inner: wc::IntradayMomentumIndex,
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}
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#[wasm_bindgen(js_class = IMI)]
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impl WasmImi {
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#[wasm_bindgen(constructor)]
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pub fn new(period: usize) -> Result<WasmImi, JsError> {
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Ok(Self {
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inner: wc::IntradayMomentumIndex::new(period).map_err(map_err)?,
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})
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}
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/// Batch over open/high/low/close arrays; `NaN` during warmup.
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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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let n = open.len();
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if high.len() != n || low.len() != n || close.len() != n {
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return Err(JsError::new("open, high, low, close must be equal length"));
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}
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let mut out = vec![f64::NAN; n];
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for i in 0..n {
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let c = make_candle_ohlc(open[i], high[i], low[i], close[i])?;
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if let Some(v) = self.inner.update(c) {
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out[i] = v;
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}
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}
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Ok(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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/// Streaming update over one candle's open/high/low/close.
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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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) -> Result<Option<f64>, JsError> {
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let c = make_candle_ohlc(open, high, low, close)?;
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Ok(self.inner.update(c))
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = QQE)]
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pub struct WasmQqe {
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inner: wc::Qqe,
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}
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#[wasm_bindgen(js_class = QQE)]
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impl WasmQqe {
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#[wasm_bindgen(constructor)]
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pub fn new(rsi_period: usize, smoothing: usize, factor: f64) -> Result<WasmQqe, JsError> {
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Ok(Self {
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inner: wc::Qqe::new(rsi_period, smoothing, factor).map_err(map_err)?,
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})
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}
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/// Returns `[rsiMa0, trailing0, rsiMa1, trailing1, ...]`, length `2 * n`.
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pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
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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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Float64Array::from(out.as_slice())
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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/// Streaming update. Returns `{ rsiMa, trailingLine }` once warm, else `null`.
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pub fn update(&mut self, value: f64) -> JsValue {
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match self.inner.update(value) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"rsiMa".into(), &o.rsi_ma.into()).ok();
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Reflect::set(&obj, &"trailingLine".into(), &o.trailing_line.into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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}
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = ElderRay)]
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pub struct WasmElderRay {
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inner: wc::ElderRay,
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}
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#[wasm_bindgen(js_class = ElderRay)]
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impl WasmElderRay {
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#[wasm_bindgen(constructor)]
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pub fn new(period: usize) -> Result<WasmElderRay, JsError> {
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Ok(Self {
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inner: wc::ElderRay::new(period).map_err(map_err)?,
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})
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}
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/// Returns `[bull0, bear0, bull1, bear1, ...]`, length `2 * n`.
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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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let n = high.len();
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if low.len() != n || close.len() != n {
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return Err(JsError::new("high, low, close must be equal length"));
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}
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let mut out = vec![f64::NAN; n * 2];
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for i in 0..n {
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let c = make_candle(high[i], low[i], close[i], 0.0)?;
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if let Some(o) = self.inner.update(c) {
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out[i * 2] = o.bull_power;
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out[i * 2 + 1] = o.bear_power;
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}
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}
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Ok(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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/// Streaming update. Returns `{ bullPower, bearPower }` once warm, else `null`.
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
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let c = make_candle(high, low, close, 0.0)?;
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Ok(match self.inner.update(c) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"bullPower".into(), &o.bull_power.into()).ok();
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Reflect::set(&obj, &"bearPower".into(), &o.bear_power.into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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})
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = Stochastic)]
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pub struct WasmStoch {
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inner: wc::Stochastic,
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@@ -10220,6 +10425,12 @@ wasm_scalar_indicator!(WasmMedianMa, "MedianMA", wc::MedianMa, period: usize);
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wasm_scalar_indicator!(WasmAdaptiveLaguerreFilter, "AdaptiveLaguerre", wc::AdaptiveLaguerreFilter, period: usize);
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wasm_scalar_indicator!(WasmGeneralizedDema, "GD", wc::GeneralizedDema, period: usize, v: f64);
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wasm_scalar_indicator!(WasmHoltWinters, "HoltWinters", wc::HoltWinters, alpha: f64, beta: f64);
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wasm_scalar_indicator!(WasmDisparityIndex, "DisparityIndex", wc::DisparityIndex, period: usize);
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wasm_scalar_indicator!(WasmFisherRsi, "FisherRSI", wc::FisherRsi, period: usize);
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wasm_scalar_indicator!(WasmRsx, "RSX", wc::Rsx, period: usize);
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wasm_scalar_indicator!(WasmDynamicMomentumIndex, "DynamicMomentumIndex", wc::DynamicMomentumIndex, period: usize);
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wasm_scalar_indicator!(WasmRmi, "RMI", wc::Rmi, period: usize, momentum: usize);
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wasm_scalar_indicator!(WasmDerivativeOscillator, "DerivativeOscillator", wc::DerivativeOscillator, rsi_period: usize, smooth1: usize, smooth2: usize, signal_period: usize);
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// --- DrawdownDuration: u32 output, no constructor args ---
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