feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

* feat(bands-channels): add Family 05 with 11 indicators

Eleven price-envelope overlays organised into a new "Bands & Channels"
family, exposed across all four bindings (Rust core, Python, Node, WASM)
plus fuzz/test/bench/docs coverage:

- MaEnvelope - SMA centerline with fixed-percent envelope (the oldest
  band overlay still in regular use).
- AccelerationBands (Price Headley) - momentum-biased bands that widen
  with the bar's relative range (H - L) / (H + L).
- StarcBands (Stoller Average Range Channel) - SMA(close) +/- k*ATR;
  Keltner's SMA-centerline sibling.
- AtrBands - close-anchored envelope of width k*ATR; the standard
  volatility-targeting stop/target band.
- HurstChannel - SMA centerline wrapped by the rolling high-low range
  (Brian Millard / Hurst-cycle channel).
- LinRegChannel - rolling OLS endpoint +/- k * population stddev of the
  residuals; dispersion about the trend rather than the mean.
- StandardErrorBands - regression line +/- k * OLS standard error
  (denominator n - 2) for prediction-interval bands.
- DoubleBollinger (Kathy Lien) - two concentric BB envelopes
  (typically +/- 1 sigma and +/- 2 sigma) for the zone-partition setup.
- TtmSqueeze (John Carter) - BB-inside-KC squeeze flag paired with a
  detrended-close linear-regression momentum reading.
- FractalChaosBands - Bill Williams 5-bar fractal high/low envelope.
- VwapStdDevBands - cumulative VWAP with volume-weighted population
  standard deviation bands.

Each indicator ships:
- Core impl with the full Indicator trait, classic() where applicable,
  and unit tests (rejects_zero_period / multiplier, accessors, flat
  market, monotonic ordering, batch == streaming, reset, plus
  algebraically verifiable reference values).
- Python PyO3 binding with multi-column NumPy batch (PyArray2).
- Node napi binding with #[napi(object)] struct + interleaved flat
  batch.
- WASM wasm-bindgen binding via Object/Reflect for update +
  Float64Array for batch.
- Fuzz coverage in fuzz_targets/indicator_update{,_candle}.rs.
- Python streaming-vs-batch parametric test + reference test.
- Node streaming-vs-interleaved-batch test + reference test.
- Criterion microbench under crates/wickra/benches/indicators.rs.

README family table, README indicator-count line, and CHANGELOG
Unreleased entry updated: indicator total rises from 71 to 82 across
nine families. Wiki pages are updated in a separate commit in the
wickra.wiki repo.

* test(acceleration-bands): cover sum_hl==0 zero-price guard

Exercises line 104 (`0.0` branch of the `sum_hl == 0.0` guard) which
was the last patch-coverage miss on the family-05 PR. `Candle::new`
accepts a fully-zero bar so the branch is reachable in principle —
add a degenerate-candle unit test to hit it.
This commit is contained in:
kingchenc
2026-05-25 18:37:12 +02:00
committed by GitHub
parent 3ea0f12b7a
commit 54194a4ff8
25 changed files with 5482 additions and 33 deletions
+22
View File
@@ -4,6 +4,7 @@
//! volume) but every public name is also re-exported flat from this module and
//! from the crate root for convenience.
mod acceleration_bands;
mod accelerator_oscillator;
mod adl;
mod adx;
@@ -13,6 +14,7 @@ mod apo;
mod aroon;
mod aroon_oscillator;
mod atr;
mod atr_bands;
mod atr_trailing_stop;
mod awesome_oscillator;
mod awesome_oscillator_histogram;
@@ -32,16 +34,19 @@ mod connors_rsi;
mod coppock;
mod dema;
mod donchian;
mod double_bollinger;
mod dpo;
mod ease_of_movement;
mod elder_impulse;
mod ema;
mod evwma;
mod force_index;
mod fractal_chaos_bands;
mod frama;
mod garman_klass;
mod historical_volatility;
mod hma;
mod hurst_channel;
mod inertia;
mod jma;
mod kama;
@@ -50,7 +55,9 @@ mod kst;
mod laguerre_rsi;
mod linreg;
mod linreg_angle;
mod linreg_channel;
mod linreg_slope;
mod ma_envelope;
mod macd;
mod mass_index;
mod mcginley_dynamic;
@@ -73,6 +80,8 @@ mod rvi_volatility;
mod sma;
mod smi;
mod smma;
mod standard_error_bands;
mod starc_bands;
mod stc;
mod std_dev;
mod stoch_rsi;
@@ -84,6 +93,7 @@ mod trima;
mod trix;
mod true_range;
mod tsi;
mod ttm_squeeze;
mod typical_price;
mod ulcer_index;
mod ultimate_oscillator;
@@ -92,6 +102,7 @@ mod vidya;
mod vortex;
mod vpt;
mod vwap;
mod vwap_stddev_bands;
mod vwma;
mod weighted_close;
mod williams_r;
@@ -101,6 +112,7 @@ mod z_score;
mod zero_lag_macd;
mod zlema;
pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
pub use accelerator_oscillator::AcceleratorOscillator;
pub use adl::Adl;
pub use adx::{Adx, AdxOutput};
@@ -110,6 +122,7 @@ pub use apo::Apo;
pub use aroon::{Aroon, AroonOutput};
pub use aroon_oscillator::AroonOscillator;
pub use atr::Atr;
pub use atr_bands::{AtrBands, AtrBandsOutput};
pub use atr_trailing_stop::AtrTrailingStop;
pub use awesome_oscillator::AwesomeOscillator;
pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
@@ -129,16 +142,19 @@ pub use connors_rsi::ConnorsRsi;
pub use coppock::Coppock;
pub use dema::Dema;
pub use donchian::{Donchian, DonchianOutput};
pub use double_bollinger::{DoubleBollinger, DoubleBollingerOutput};
pub use dpo::Dpo;
pub use ease_of_movement::EaseOfMovement;
pub use elder_impulse::ElderImpulse;
pub use ema::Ema;
pub use evwma::Evwma;
pub use force_index::ForceIndex;
pub use fractal_chaos_bands::{FractalChaosBands, FractalChaosBandsOutput};
pub use frama::Frama;
pub use garman_klass::GarmanKlassVolatility;
pub use historical_volatility::HistoricalVolatility;
pub use hma::Hma;
pub use hurst_channel::{HurstChannel, HurstChannelOutput};
pub use inertia::Inertia;
pub use jma::Jma;
pub use kama::Kama;
@@ -147,7 +163,9 @@ pub use kst::{Kst, KstOutput};
pub use laguerre_rsi::LaguerreRsi;
pub use linreg::LinearRegression;
pub use linreg_angle::LinRegAngle;
pub use linreg_channel::{LinRegChannel, LinRegChannelOutput};
pub use linreg_slope::LinRegSlope;
pub use ma_envelope::{MaEnvelope, MaEnvelopeOutput};
pub use macd::{MacdIndicator, MacdOutput};
pub use mass_index::MassIndex;
pub use mcginley_dynamic::McGinleyDynamic;
@@ -170,6 +188,8 @@ pub use rvi_volatility::RviVolatility;
pub use sma::Sma;
pub use smi::Smi;
pub use smma::Smma;
pub use standard_error_bands::{StandardErrorBands, StandardErrorBandsOutput};
pub use starc_bands::{StarcBands, StarcBandsOutput};
pub use stc::Stc;
pub use std_dev::StdDev;
pub use stoch_rsi::StochRsi;
@@ -181,6 +201,7 @@ pub use trima::Trima;
pub use trix::Trix;
pub use true_range::TrueRange;
pub use tsi::Tsi;
pub use ttm_squeeze::{TtmSqueeze, TtmSqueezeOutput};
pub use typical_price::TypicalPrice;
pub use ulcer_index::UlcerIndex;
pub use ultimate_oscillator::UltimateOscillator;
@@ -189,6 +210,7 @@ pub use vidya::Vidya;
pub use vortex::{Vortex, VortexOutput};
pub use vpt::VolumePriceTrend;
pub use vwap::{RollingVwap, Vwap};
pub use vwap_stddev_bands::{VwapStdDevBands, VwapStdDevBandsOutput};
pub use vwma::Vwma;
pub use weighted_close::WeightedClose;
pub use williams_r::WilliamsR;