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.
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@@ -310,7 +310,7 @@ if (!nativeBinding) {
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throw new Error(`Failed to load native binding`)
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}
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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
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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
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module.exports.version = version
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module.exports.SMA = SMA
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@@ -333,6 +333,9 @@ module.exports.TSI = TSI
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module.exports.PMO = PMO
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module.exports.StochRSI = StochRSI
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module.exports.UltimateOscillator = UltimateOscillator
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module.exports.PPO = PPO
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module.exports.DPO = DPO
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module.exports.Coppock = Coppock
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module.exports.MACD = MACD
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module.exports.BollingerBands = BollingerBands
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module.exports.ATR = ATR
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@@ -107,6 +107,7 @@ node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
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node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
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node_scalar_indicator!(MomNode, "MOM", wc::Mom);
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node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
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node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
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// ============================== MACD ==============================
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@@ -1238,6 +1239,81 @@ impl UltimateOscillatorNode {
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}
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}
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// ============================== PPO ==============================
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#[napi(js_name = "PPO")]
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pub struct PpoNode {
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inner: wc::Ppo,
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}
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#[napi]
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impl PpoNode {
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#[napi(constructor)]
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pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Ppo::new(fast as usize, slow as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Coppock ==============================
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#[napi(js_name = "Coppock")]
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pub struct CoppockNode {
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inner: wc::Coppock,
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}
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#[napi]
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impl CoppockNode {
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#[napi(constructor)]
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pub fn new(roc_long: u32, roc_short: u32, wma_period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Coppock::new(roc_long as usize, roc_short as usize, wma_period as usize)
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.map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(js_name = "VWMA")]
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pub struct VwmaNode {
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inner: wc::Vwma,
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