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

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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.
This commit is contained in:
kingchenc
2026-06-04 01:12:09 +02:00
committed by GitHub
parent ea9da12d86
commit 5a1d607807
19 changed files with 1757 additions and 13 deletions
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bindings/python/src/lib.rs
+273
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@@ -18293,6 +18293,275 @@ impl PyFibConfluence {
}
}
#[pyclass(name = "FibFan", module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct PyFibFan {
inner: wc::FibFan,
}
#[pymethods]
impl PyFibFan {
#[new]
fn new() -> Self {
Self {
inner: wc::FibFan::new(),
}
}
/// Returns `(fan_382, fan_500, fan_618)` at the current bar, or None.
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64, f64)>> {
let c = extract_candle(candle)?;
Ok(self
.inner
.update(c)
.map(|o| (o.fan_382, o.fan_500, o.fan_618)))
}
/// Batch over numpy columns high, low. Returns shape `(n, 3)`.
fn batch<'py>(
&mut self,
py: Python<'py>,
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
let n = h.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
if let Some(o) = self
.inner
.update(swing_candle(h[i], l[i]).map_err(map_err)?)
{
out[i * 3] = o.fan_382;
out[i * 3 + 1] = o.fan_500;
out[i * 3 + 2] = o.fan_618;
}
}
Ok(numpy::ndarray::Array2::from_shape_vec((n, 3), out)
.expect("shape consistent")
.into_pyarray(py))
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
"FibFan()".to_string()
}
}
#[pyclass(name = "FibArcs", module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct PyFibArcs {
inner: wc::FibArcs,
}
#[pymethods]
impl PyFibArcs {
#[new]
fn new() -> Self {
Self {
inner: wc::FibArcs::new(),
}
}
/// Returns `(arc_382, arc_500, arc_618)` at the current bar, or None.
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64, f64)>> {
let c = extract_candle(candle)?;
Ok(self
.inner
.update(c)
.map(|o| (o.arc_382, o.arc_500, o.arc_618)))
}
/// Batch over numpy columns high, low. Returns shape `(n, 3)`.
fn batch<'py>(
&mut self,
py: Python<'py>,
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
let n = h.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
if let Some(o) = self
.inner
.update(swing_candle(h[i], l[i]).map_err(map_err)?)
{
out[i * 3] = o.arc_382;
out[i * 3 + 1] = o.arc_500;
out[i * 3 + 2] = o.arc_618;
}
}
Ok(numpy::ndarray::Array2::from_shape_vec((n, 3), out)
.expect("shape consistent")
.into_pyarray(py))
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
"FibArcs()".to_string()
}
}
#[pyclass(name = "FibChannel", module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct PyFibChannel {
inner: wc::FibChannel,
}
#[pymethods]
impl PyFibChannel {
#[new]
fn new() -> Self {
Self {
inner: wc::FibChannel::new(),
}
}
/// Returns `(base, level_618, level_1000, level_1618)` at the current bar, or None.
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64, f64, f64)>> {
let c = extract_candle(candle)?;
Ok(self
.inner
.update(c)
.map(|o| (o.base, o.level_618, o.level_1000, o.level_1618)))
}
/// Batch over numpy columns high, low. Returns shape `(n, 4)`.
fn batch<'py>(
&mut self,
py: Python<'py>,
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
let n = h.len();
let mut out = vec![f64::NAN; n * 4];
for i in 0..n {
if let Some(o) = self
.inner
.update(swing_candle(h[i], l[i]).map_err(map_err)?)
{
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(numpy::ndarray::Array2::from_shape_vec((n, 4), out)
.expect("shape consistent")
.into_pyarray(py))
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
"FibChannel()".to_string()
}
}
#[pyclass(name = "FibTimeZones", module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct PyFibTimeZones {
inner: wc::FibTimeZones,
}
#[pymethods]
impl PyFibTimeZones {
#[new]
fn new() -> Self {
Self {
inner: wc::FibTimeZones::new(),
}
}
/// Returns `(on_zone, bars_to_next)` at the current bar, or None during warmup.
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64)>> {
let c = extract_candle(candle)?;
Ok(self.inner.update(c).map(|o| (o.on_zone, o.bars_to_next)))
}
/// Batch over numpy columns high, low. Returns shape `(n, 2)`.
fn batch<'py>(
&mut self,
py: Python<'py>,
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray2<f64>>> {
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
let n = h.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
if let Some(o) = self
.inner
.update(swing_candle(h[i], l[i]).map_err(map_err)?)
{
out[i * 2] = o.on_zone;
out[i * 2 + 1] = o.bars_to_next;
}
}
Ok(numpy::ndarray::Array2::from_shape_vec((n, 2), out)
.expect("shape consistent")
.into_pyarray(py))
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
"FibTimeZones()".to_string()
}
}
#[pymodule]
#[allow(clippy::too_many_lines)]
fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
@@ -18682,5 +18951,9 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
m.add_class::<PyAutoFib>()?;
m.add_class::<PyGoldenPocket>()?;
m.add_class::<PyFibConfluence>()?;
m.add_class::<PyFibFan>()?;
m.add_class::<PyFibArcs>()?;
m.add_class::<PyFibChannel>()?;
m.add_class::<PyFibTimeZones>()?;
Ok(())
}