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).
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@@ -72,15 +72,16 @@ pub use indicators::{
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ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, Crab,
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CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher,
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DayOfWeekProfile, DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex,
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DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar,
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Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
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DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji,
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DrawdownDuration, Dx, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
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Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, Expectancy,
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DemarkPivots, DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev,
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DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop,
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DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom,
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DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx, DynamicMomentumIndex,
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EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse, ElderRay,
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ElderRayOutput, Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, Expectancy,
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FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence,
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FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection,
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FibProjectionOutput, FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput,
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FibonacciPivots, FibonacciPivotsOutput, FisherTransform, FlagPennant, Footprint,
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FibonacciPivots, FibonacciPivotsOutput, FisherRsi, FisherTransform, FlagPennant, Footprint,
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FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis,
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FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite,
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GarmanKlassVolatility, Gartley, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
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@@ -90,10 +91,10 @@ pub use indicators::{
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HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
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HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
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InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
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IntradayVolatilityProfile, IntradayVolatilityProfileOutput, InverseFisherTransform,
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InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama,
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KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
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Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
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IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
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InverseFisherTransform, InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio,
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KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength,
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Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
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LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
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LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
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LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
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@@ -107,35 +108,35 @@ pub use indicators::{
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OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore,
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PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB,
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PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
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ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
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RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput,
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RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, Rocp, Rocr, Rocr100,
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RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr,
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RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility,
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Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput,
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SessionRange, SessionRangeOutput, SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine,
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SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio,
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SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
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SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
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StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
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StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
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SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
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TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
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TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
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TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
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ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
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Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
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TradeImbalance, TrendLabel, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix,
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TrueRange, Tsf, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows,
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TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio,
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UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance,
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VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile,
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VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
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VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput,
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Vwma, Vzo, WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio, WilliamsFractals,
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WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots, WoodiePivotsOutput,
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YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
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Zlema, FAMILIES, T3,
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ProfitFactor, Psar, Pvi, Qqe, QqeOutput, QuotedSpread, RSquared, RealizedSpread,
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RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB,
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RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi,
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Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure, RollingCorrelation,
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RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVwap,
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RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore,
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SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput,
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SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave,
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SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
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SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
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StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
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StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic,
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StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
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TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
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TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
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TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema,
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TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside,
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ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeOfDayReturnProfile,
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TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput, TradeImbalance, TrendLabel,
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TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, Tsi, Tsv,
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TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
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UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods,
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UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
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VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile, VolumeByTimeProfileOutput,
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VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
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Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
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Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate,
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Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
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ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
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};
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// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
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// line so the indicator-count tooling (which scans the braced block above and
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