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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kingchenc
@@ -42,6 +42,7 @@
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// builds — library code is still linted for genuinely large stack arrays.
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#![cfg_attr(test, allow(clippy::large_stack_arrays))]
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mod cross_section;
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mod derivatives;
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mod error;
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mod microstructure;
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@@ -50,68 +51,69 @@ mod traits;
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pub mod indicators;
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pub use cross_section::{CrossSection, Member};
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pub use derivatives::DerivativesTick;
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pub use error::{Error, Result};
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pub use indicators::{
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AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
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AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
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Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
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AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AvgPrice, AwesomeOscillator,
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AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
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BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
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CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
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ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
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ClassicPivotsOutput, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration,
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CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock,
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Counterattack, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
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DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar,
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Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
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DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
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EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
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EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
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FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput,
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ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate,
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FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
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GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
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HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
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HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
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HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
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Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
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InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama, KellyCriterion, Keltner,
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KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
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LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
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LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
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LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio,
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MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
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MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
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McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, MidPoint, MidPrice,
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MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, Nvi, OIPriceDivergence,
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OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange,
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OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
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PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
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PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
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ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RecoveryFactor,
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RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
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RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap,
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RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio,
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ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio,
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SpearmanCorrelation, SpinningTop, 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, ThreeInside, ThreeLineStrike,
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ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
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TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv,
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TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
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UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
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ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
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VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap,
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VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose,
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WilliamsFractals, WilliamsFractalsOutput, WilliamsR, 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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AdaptiveCycle, Adl, AdvanceBlock, AdvanceDecline, Adx, AdxOutput, Adxr, Alligator,
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AlligatorOutput, Alma, Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator,
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AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown,
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AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta,
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BollingerBands, BollingerBandwidth, BollingerOutput, Breakaway, CalendarSpread, CalmarRatio,
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Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow,
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ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
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ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, ClosingMarubozu,
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Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput, ConcealingBabySwallow,
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ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, CumulativeVolumeDelta,
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CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
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DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar, Donchian, DonchianOutput,
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DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
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DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx, EaseOfMovement,
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EffectiveSpread, EhlersStochastic, ElderImpulse, Ema, EmpiricalModeDecomposition, Engulfing,
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EveningDojiStar, Evwma, FallingThreeMethods, Fama, FibonacciPivots, FibonacciPivotsOutput,
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FisherTransform, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
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FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
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GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, GravestoneDoji, Hammer, HangingMan,
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Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighWave, Hikkake, HikkakeModified,
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HilbertDominantCycle, HistoricalVolatility, Hma, HomingPigeon, HtDcPhase, HtPhasor,
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HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku,
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IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance,
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InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma,
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KagiBars, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst,
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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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LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix,
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MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
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MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
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Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar,
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Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
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OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
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OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
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ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
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PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi,
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QuotedSpread, RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB,
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RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc,
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Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi,
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RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio, ShootingStar, ShortLine,
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SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation,
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SpinningTop, StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput,
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StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi,
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Stochastic, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio,
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Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput,
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TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
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TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis,
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ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting,
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Tii, TpoProfile, TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf,
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Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
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UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
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ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
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VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
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Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
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WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
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WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
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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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