F5: add PPO, DPO and Coppock Curve price oscillators

Completes the F5 family (Price oscillators) end to end:

- Rust core: ppo.rs (Percentage Price Oscillator — MACD as a percentage
  of the slow EMA), dpo.rs (Detrended Price Oscillator — shifted price
  minus its SMA), coppock.rs (Coppock Curve — WMA of two summed ROCs).
  Each with a full Indicator impl, runnable doctest and reference /
  constant-series / warmup / reset / batch==streaming / non-finite tests.
- Python: PyPpo / PyDpo / PyCoppock PyO3 classes + module registration
  + .pyi stubs (defaults PPO=(12,26), DPO=20, Coppock=(14,11,10)).
- Node: DpoNode via the scalar macro, explicit PpoNode and CoppockNode;
  index.d.ts and index.js updated.
- WASM: WasmDpo / WasmPpo / WasmCoppock via the scalar macro.
- Wiki: Indicator-Ppo/Dpo/Coppock.md plus rows in Indicators-Overview.md
  and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 300 core tests,
25 data tests and 42 doctests green.
This commit is contained in:
kingchenc
2026-05-22 18:09:10 +02:00
parent e24e7726ce
commit 54148cad5b
15 changed files with 1385 additions and 4 deletions
+4 -1
View File
@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`)
}
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
@@ -333,6 +333,9 @@ module.exports.TSI = TSI
module.exports.PMO = PMO
module.exports.StochRSI = StochRSI
module.exports.UltimateOscillator = UltimateOscillator
module.exports.PPO = PPO
module.exports.DPO = DPO
module.exports.Coppock = Coppock
module.exports.MACD = MACD
module.exports.BollingerBands = BollingerBands
module.exports.ATR = ATR
+76
View File
@@ -107,6 +107,7 @@ node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
node_scalar_indicator!(MomNode, "MOM", wc::Mom);
node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
// ============================== MACD ==============================
@@ -1238,6 +1239,81 @@ impl UltimateOscillatorNode {
}
}
// ============================== PPO ==============================
#[napi(js_name = "PPO")]
pub struct PpoNode {
inner: wc::Ppo,
}
#[napi]
impl PpoNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Ppo::new(fast as usize, slow as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Coppock ==============================
#[napi(js_name = "Coppock")]
pub struct CoppockNode {
inner: wc::Coppock,
}
#[napi]
impl CoppockNode {
#[napi(constructor)]
pub fn new(roc_long: u32, roc_short: u32, wma_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Coppock::new(roc_long as usize, roc_short as usize, wma_period as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "VWMA")]
pub struct VwmaNode {
inner: wc::Vwma,