feat(indicators): A5b Fibonacci tools (geometric) (#172)

Completes the **Fibonacci** family with the four geometric/time tools (catalogue 373 -> 377). All extend the internal `pattern_swing` ZigZag tracker with a per-pivot bar index and a current-bar counter (additive — the chart/harmonic detectors are unaffected), and emit `Candle -> struct` outputs via custom Python/Node/WASM bindings. | Tool | Output | |------|--------| | `FibFan` | three trendlines fanning from a swing start through its 38.2/50/61.8% retracement levels, extended to the current bar | | `FibArcs` | semicircular retracement levels centred on the swing end, normalised by the leg's bar-width (chart-scale-free) | | `FibChannel` | a sloped base trendline plus parallel lines at Fibonacci multiples of the channel width | | `FibTimeZones` | markers at Fibonacci bar-distances (1/2/3/5/8/...) from the latest swing pivot | The geometric tools are novel as streaming indicators; each normalises its geometry to the swing leg's bar-width so the output is chart-scale-free. Formulas are documented in each module and deep-dive. Fully wired: core (100% unit-tested branches incl. the new `pattern_swing` bar tracking), Python/Node/WASM struct bindings, fuzz, reference + streaming-vs-batch tests. Verification: `cargo test --workspace` green, clippy `-D warnings` clean, node 454 tests, python 768 tests.
2026-06-04 01:12:09 +02:00
parent ea9da12d86
commit 5a1d607807
19 changed files with 1757 additions and 13 deletions
@@ -14482,3 +14482,279 @@ impl Default for FibConfluenceNode {
        Self::new()
    }
 }
+
+#[napi(object)]
+pub struct FibFanValue {
+    pub fan_382: f64,
+    pub fan_500: f64,
+    pub fan_618: f64,
+}
+
+#[napi(js_name = "FibFan")]
+pub struct FibFanNode {
+    inner: wc::FibFan,
+}
+
+#[napi]
+impl FibFanNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::FibFan::new(),
+        }
+    }
+    #[napi]
+    pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<FibFanValue>> {
+        Ok(self
+            .inner
+            .update(swing_cnd(high, low)?)
+            .map(|o| FibFanValue {
+                fan_382: o.fan_382,
+                fan_500: o.fan_500,
+                fan_618: o.fan_618,
+            }))
+    }
+    #[napi]
+    pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
+        if high.len() != low.len() {
+            return Err(NapiError::from_reason(
+                "high and low must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(swing_cnd(high[i], low[i])?) {
+                out[i * 3] = o.fan_382;
+                out[i * 3 + 1] = o.fan_500;
+                out[i * 3 + 2] = o.fan_618;
+            }
+        }
+        Ok(out)
+    }
+    #[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
+    }
+}
+
+impl Default for FibFanNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[napi(object)]
+pub struct FibArcsValue {
+    pub arc_382: f64,
+    pub arc_500: f64,
+    pub arc_618: f64,
+}
+
+#[napi(js_name = "FibArcs")]
+pub struct FibArcsNode {
+    inner: wc::FibArcs,
+}
+
+#[napi]
+impl FibArcsNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::FibArcs::new(),
+        }
+    }
+    #[napi]
+    pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<FibArcsValue>> {
+        Ok(self
+            .inner
+            .update(swing_cnd(high, low)?)
+            .map(|o| FibArcsValue {
+                arc_382: o.arc_382,
+                arc_500: o.arc_500,
+                arc_618: o.arc_618,
+            }))
+    }
+    #[napi]
+    pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
+        if high.len() != low.len() {
+            return Err(NapiError::from_reason(
+                "high and low must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(swing_cnd(high[i], low[i])?) {
+                out[i * 3] = o.arc_382;
+                out[i * 3 + 1] = o.arc_500;
+                out[i * 3 + 2] = o.arc_618;
+            }
+        }
+        Ok(out)
+    }
+    #[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
+    }
+}
+
+impl Default for FibArcsNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[napi(object)]
+pub struct FibChannelValue {
+    pub base: f64,
+    pub level_618: f64,
+    pub level_1000: f64,
+    pub level_1618: f64,
+}
+
+#[napi(js_name = "FibChannel")]
+pub struct FibChannelNode {
+    inner: wc::FibChannel,
+}
+
+#[napi]
+impl FibChannelNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::FibChannel::new(),
+        }
+    }
+    #[napi]
+    pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<FibChannelValue>> {
+        Ok(self
+            .inner
+            .update(swing_cnd(high, low)?)
+            .map(|o| FibChannelValue {
+                base: o.base,
+                level_618: o.level_618,
+                level_1000: o.level_1000,
+                level_1618: o.level_1618,
+            }))
+    }
+    #[napi]
+    pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
+        if high.len() != low.len() {
+            return Err(NapiError::from_reason(
+                "high and low must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 4];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(swing_cnd(high[i], low[i])?) {
+                out[i * 4] = o.base;
+                out[i * 4 + 1] = o.level_618;
+                out[i * 4 + 2] = o.level_1000;
+                out[i * 4 + 3] = o.level_1618;
+            }
+        }
+        Ok(out)
+    }
+    #[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
+    }
+}
+
+impl Default for FibChannelNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[napi(object)]
+pub struct FibTimeZonesValue {
+    pub on_zone: f64,
+    pub bars_to_next: f64,
+}
+
+#[napi(js_name = "FibTimeZones")]
+pub struct FibTimeZonesNode {
+    inner: wc::FibTimeZones,
+}
+
+#[napi]
+impl FibTimeZonesNode {
+    #[napi(constructor)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::FibTimeZones::new(),
+        }
+    }
+    #[napi]
+    pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<FibTimeZonesValue>> {
+        Ok(self
+            .inner
+            .update(swing_cnd(high, low)?)
+            .map(|o| FibTimeZonesValue {
+                on_zone: o.on_zone,
+                bars_to_next: o.bars_to_next,
+            }))
+    }
+    #[napi]
+    pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
+        if high.len() != low.len() {
+            return Err(NapiError::from_reason(
+                "high and low must be equal length".to_string(),
+            ));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            if let Some(o) = self.inner.update(swing_cnd(high[i], low[i])?) {
+                out[i * 2] = o.on_zone;
+                out[i * 2 + 1] = o.bars_to_next;
+            }
+        }
+        Ok(out)
+    }
+    #[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
+    }
+}
+
+impl Default for FibTimeZonesNode {
+    fn default() -> Self {
+        Self::new()
+    }
+}