feat: add Market Breadth family with CrossSection input (#153)
## What Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...). ## Core - **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign. - **`Error::InvalidCrossSection`** variant for the validation failures. - **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick. - New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty. ## Bindings All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`): - **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`). - **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags. - Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated. ## Tests / Fuzz - Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists. - Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch. - New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`. ## Verify - `cargo fmt --all` clean - `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed - `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean - `cd bindings/node && npm run build && npm test` → 398 passed - `maturin develop --release` + `pytest bindings/python/tests` → all passed - counter check: mod-count 315 == lib-block 315
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@@ -0,0 +1,168 @@
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//! Advance/Decline Line — cumulative net advancing-minus-declining issues.
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use crate::cross_section::CrossSection;
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use crate::traits::Indicator;
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/// Advance/Decline Line (A/D Line) — the running cumulative sum of net advancing
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/// issues across a universe.
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///
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/// On each [`CrossSection`] tick the net breadth is `advancers - decliners`:
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/// the number of symbols with a positive price change minus the number with a
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/// negative change (unchanged symbols are ignored). The line accumulates this
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/// net value over time, so a rising line means advancers have persistently
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/// outnumbered decliners — broad participation — while a falling line warns that
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/// a rally is being carried by fewer and fewer names (a breadth divergence when
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/// the index itself is still rising).
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///
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/// `Input = CrossSection`, `Output = f64`. The line is defined from the very
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/// first tick, so `warmup_period == 1` and the indicator is ready after one
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/// update.
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///
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/// # Example
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///
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/// ```
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/// use wickra_core::{AdvanceDecline, CrossSection, Indicator, Member};
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///
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/// let mut ad = AdvanceDecline::new();
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/// // 3 advancers, 1 decliner -> net +2.
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/// let tick = CrossSection::new(
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/// vec![
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/// Member::new(1.0, 10.0, false, false),
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/// Member::new(0.5, 10.0, false, false),
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/// Member::new(2.0, 10.0, false, false),
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/// Member::new(-1.0, 10.0, false, false),
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/// ],
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/// 0,
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/// )
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/// .unwrap();
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/// assert_eq!(ad.update(tick), Some(2.0));
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/// ```
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#[derive(Debug, Clone, Default)]
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pub struct AdvanceDecline {
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line: f64,
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has_emitted: bool,
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}
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impl AdvanceDecline {
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/// Construct a new Advance/Decline Line indicator.
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#[must_use]
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pub const fn new() -> Self {
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Self {
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line: 0.0,
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has_emitted: false,
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}
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}
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}
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impl Indicator for AdvanceDecline {
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type Input = CrossSection;
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type Output = f64;
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fn update(&mut self, section: CrossSection) -> Option<f64> {
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let net = section.advancers() as f64 - section.decliners() as f64;
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self.line += net;
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self.has_emitted = true;
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Some(self.line)
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}
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fn reset(&mut self) {
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self.line = 0.0;
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self.has_emitted = false;
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}
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fn warmup_period(&self) -> usize {
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1
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}
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fn is_ready(&self) -> bool {
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self.has_emitted
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}
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fn name(&self) -> &'static str {
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"AdvanceDecline"
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::cross_section::Member;
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use crate::traits::BatchExt;
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/// Build a cross-section with `up` advancers, `down` decliners and `flat`
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/// unchanged symbols.
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fn section(up: usize, down: usize, flat: usize) -> CrossSection {
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let mut members = Vec::new();
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for _ in 0..up {
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members.push(Member::new(1.0, 10.0, false, false));
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}
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for _ in 0..down {
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members.push(Member::new(-1.0, 10.0, false, false));
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}
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for _ in 0..flat {
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members.push(Member::new(0.0, 10.0, false, false));
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}
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CrossSection::new(members, 0).unwrap()
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}
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#[test]
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fn accessors_and_metadata() {
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let ad = AdvanceDecline::new();
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assert_eq!(ad.name(), "AdvanceDecline");
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assert_eq!(ad.warmup_period(), 1);
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assert!(!ad.is_ready());
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}
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#[test]
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fn first_tick_emits_net_breadth() {
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let mut ad = AdvanceDecline::new();
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assert_eq!(ad.update(section(3, 1, 0)), Some(2.0));
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assert!(ad.is_ready());
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}
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#[test]
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fn line_accumulates_across_ticks() {
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let mut ad = AdvanceDecline::new();
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assert_eq!(ad.update(section(3, 1, 0)), Some(2.0)); // +2 -> 2
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assert_eq!(ad.update(section(1, 4, 0)), Some(-1.0)); // -3 -> -1
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assert_eq!(ad.update(section(2, 0, 0)), Some(1.0)); // +2 -> 1
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}
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#[test]
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fn unchanged_symbols_are_ignored() {
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let mut ad = AdvanceDecline::new();
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// 2 up, 2 down, 5 unchanged -> net 0, line stays flat.
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assert_eq!(ad.update(section(2, 2, 5)), Some(0.0));
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assert_eq!(ad.update(section(2, 2, 5)), Some(0.0));
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}
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#[test]
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fn reset_clears_state() {
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let mut ad = AdvanceDecline::new();
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ad.update(section(5, 0, 0));
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assert!(ad.is_ready());
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ad.reset();
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assert!(!ad.is_ready());
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// Line restarts from zero, not from the pre-reset value.
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assert_eq!(ad.update(section(1, 0, 0)), Some(1.0));
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}
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#[test]
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fn batch_equals_streaming() {
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let sections = vec![
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section(3, 1, 2),
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section(1, 4, 0),
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section(2, 2, 1),
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section(5, 0, 3),
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];
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let mut a = AdvanceDecline::new();
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let mut b = AdvanceDecline::new();
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assert_eq!(
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a.batch(§ions),
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sections
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.iter()
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.map(|s| b.update(s.clone()))
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.collect::<Vec<_>>()
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);
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}
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}
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@@ -11,6 +11,7 @@ mod ad_oscillator;
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mod adaptive_cycle;
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mod adl;
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mod advance_block;
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mod advance_decline;
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mod adx;
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mod adxr;
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mod alligator;
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@@ -325,6 +326,7 @@ pub use ad_oscillator::AdOscillator;
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pub use adaptive_cycle::AdaptiveCycle;
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pub use adl::Adl;
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pub use advance_block::AdvanceBlock;
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pub use advance_decline::AdvanceDecline;
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pub use adx::{Adx, AdxOutput};
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pub use adxr::Adxr;
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pub use alligator::{Alligator, AlligatorOutput};
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@@ -1038,6 +1040,7 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"Alt-Chart Bars",
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&["RenkoBars", "KagiBars", "PointAndFigureBars"],
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),
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("Market Breadth", &["AdvanceDecline"]),
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];
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#[cfg(test)]
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@@ -1066,6 +1069,6 @@ mod family_tests {
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// the actual indicator count is the early-warning signal that an
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// indicator was added without being assigned a family.
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let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
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assert_eq!(total, 314, "FAMILIES total drifted from indicator count");
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assert_eq!(total, 315, "FAMILIES total drifted from indicator count");
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}
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}
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