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
2026-06-04 15:26:17 +02:00
committed by GitHub
parent 0d2acad28d
commit 4f81222aed
25 changed files with 3855 additions and 49 deletions
+31 -1
View File
@@ -91,7 +91,9 @@ mod dema;
mod demand_index;
mod demark_pivots;
mod depth_slope;
mod derivative_oscillator;
mod detrended_std_dev;
mod disparity_index;
mod distance_ssd;
mod doji;
mod doji_star;
@@ -104,11 +106,13 @@ mod dpo;
mod dragonfly_doji;
mod drawdown_duration;
mod dx;
mod dynamic_momentum_index;
mod ease_of_movement;
mod effective_spread;
mod ehlers_stochastic;
mod ehma;
mod elder_impulse;
mod elder_ray;
mod ema;
mod empirical_mode_decomposition;
mod engulfing;
@@ -126,6 +130,7 @@ mod fib_projection;
mod fib_retracement;
mod fib_time_zones;
mod fibonacci_pivots;
mod fisher_rsi;
mod fisher_transform;
mod flag_pennant;
mod footprint;
@@ -173,6 +178,7 @@ mod inertia;
mod information_ratio;
mod initial_balance;
mod instantaneous_trendline;
mod intraday_momentum_index;
mod intraday_volatility_profile;
mod inverse_fisher_transform;
mod inverted_hammer;
@@ -264,6 +270,7 @@ mod ppo;
mod profit_factor;
mod psar;
mod pvi;
mod qqe;
mod quoted_spread;
mod r_squared;
mod realized_spread;
@@ -276,6 +283,7 @@ mod renko_bars;
mod renko_trailing_stop;
mod rickshaw_man;
mod rising_three_methods;
mod rmi;
mod roc;
mod rocp;
mod rocr;
@@ -289,6 +297,7 @@ mod rolling_percentile_rank;
mod rolling_quantile;
mod roofing_filter;
mod rsi;
mod rsx;
mod rvi;
mod rvi_volatility;
mod rwi;
@@ -325,6 +334,7 @@ mod step_trailing_stop;
mod stick_sandwich;
mod stoch_rsi;
mod stochastic;
mod stochastic_cci;
mod super_smoother;
mod super_trend;
mod t3;
@@ -494,7 +504,9 @@ pub use dema::Dema;
pub use demand_index::DemandIndex;
pub use demark_pivots::{DemarkPivots, DemarkPivotsOutput};
pub use depth_slope::DepthSlope;
pub use derivative_oscillator::DerivativeOscillator;
pub use detrended_std_dev::DetrendedStdDev;
pub use disparity_index::DisparityIndex;
pub use distance_ssd::DistanceSsd;
pub use doji::Doji;
pub use doji_star::DojiStar;
@@ -507,11 +519,13 @@ pub use dpo::Dpo;
pub use dragonfly_doji::DragonflyDoji;
pub use drawdown_duration::DrawdownDuration;
pub use dx::Dx;
pub use dynamic_momentum_index::DynamicMomentumIndex;
pub use ease_of_movement::EaseOfMovement;
pub use effective_spread::EffectiveSpread;
pub use ehlers_stochastic::EhlersStochastic;
pub use ehma::Ehma;
pub use elder_impulse::ElderImpulse;
pub use elder_ray::{ElderRay, ElderRayOutput};
pub use ema::Ema;
pub use empirical_mode_decomposition::EmpiricalModeDecomposition;
pub use engulfing::Engulfing;
@@ -529,6 +543,7 @@ pub use fib_projection::{FibProjection, FibProjectionOutput};
pub use fib_retracement::{FibRetracement, FibRetracementOutput};
pub use fib_time_zones::{FibTimeZones, FibTimeZonesOutput};
pub use fibonacci_pivots::{FibonacciPivots, FibonacciPivotsOutput};
pub use fisher_rsi::FisherRsi;
pub use fisher_transform::FisherTransform;
pub use flag_pennant::FlagPennant;
pub use footprint::{Footprint, FootprintLevel, FootprintOutput};
@@ -576,6 +591,7 @@ pub use inertia::Inertia;
pub use information_ratio::InformationRatio;
pub use initial_balance::{InitialBalance, InitialBalanceOutput};
pub use instantaneous_trendline::InstantaneousTrendline;
pub use intraday_momentum_index::IntradayMomentumIndex;
pub use intraday_volatility_profile::{IntradayVolatilityProfile, IntradayVolatilityProfileOutput};
pub use inverse_fisher_transform::InverseFisherTransform;
pub use inverted_hammer::InvertedHammer;
@@ -667,6 +683,7 @@ pub use ppo::Ppo;
pub use profit_factor::ProfitFactor;
pub use psar::Psar;
pub use pvi::Pvi;
pub use qqe::{Qqe, QqeOutput};
pub use quoted_spread::QuotedSpread;
pub use r_squared::RSquared;
pub use realized_spread::RealizedSpread;
@@ -679,6 +696,7 @@ pub use renko_bars::{RenkoBars, RenkoBrick};
pub use renko_trailing_stop::RenkoTrailingStop;
pub use rickshaw_man::RickshawMan;
pub use rising_three_methods::RisingThreeMethods;
pub use rmi::Rmi;
pub use roc::Roc;
pub use rocp::Rocp;
pub use rocr::Rocr;
@@ -692,6 +710,7 @@ pub use rolling_percentile_rank::RollingPercentileRank;
pub use rolling_quantile::RollingQuantile;
pub use roofing_filter::RoofingFilter;
pub use rsi::Rsi;
pub use rsx::Rsx;
pub use rvi::Rvi;
pub use rvi_volatility::RviVolatility;
pub use rwi::{Rwi, RwiOutput};
@@ -728,6 +747,7 @@ pub use step_trailing_stop::StepTrailingStop;
pub use stick_sandwich::StickSandwich;
pub use stoch_rsi::StochRsi;
pub use stochastic::{Stochastic, StochasticOutput};
pub use stochastic_cci::StochasticCci;
pub use super_smoother::SuperSmoother;
pub use super_trend::{SuperTrend, SuperTrendOutput};
pub use t3::T3;
@@ -880,6 +900,16 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
"Rocp",
"Rocr",
"Rocr100",
"DisparityIndex",
"FisherRsi",
"Rsx",
"DynamicMomentumIndex",
"StochasticCci",
"Rmi",
"DerivativeOscillator",
"ElderRay",
"IntradayMomentumIndex",
"Qqe",
],
),
(
@@ -1363,6 +1393,6 @@ mod family_tests {
// the actual indicator count is the early-warning signal that an
// indicator was added without being assigned a family.
let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
assert_eq!(total, 403, "FAMILIES total drifted from indicator count");
assert_eq!(total, 413, "FAMILIES total drifted from indicator count");
}
}