feat(family-13): add Ichimoku + Heikin-Ashi (#50)

Two new indicators in a brand-new "Ichimoku & alternative charts"
family:

- `Ichimoku` (Ichimoku Kinko Hyo): the full five-line cloud system
  (Tenkan-sen, Kijun-sen, Senkou Span A/B, Chikou Span). Classic
  (9, 26, 52, 26) defaults; configurable. Forward displacement is
  handled in an O(1) ring buffer so the visible Senkou A/B at bar n
  are the values computed at bar n-displacement.
- `HeikinAshi`: recursive candle smoothing transform emitting a
  four-field synthetic candle. Seeds ha_open from (open+close)/2 on
  the first bar.

Touchpoints: core + unit tests, mod.rs/lib.rs re-exports, Python +
Node + WASM bindings (multi-output via PyArray2 / interleaved Vec<f64>
/ Object+Float64Array), Python tests across smoke/new-indicators/
input-validation, Node parity tests, fuzz target (Candle), benches,
README family table + counter (71 -> 73, 8 -> 9 families), CHANGELOG.

Note: Renko, Kagi, and Point & Figure from the family-13 ideas list
are intentionally skipped. They are bar generators (the bar boundary
is defined by price moves, not by a fixed time interval) rather than
indicators that consume a candle stream, and belong in wickra-data
as candle/tick transforms alongside the existing tick-to-candle
aggregator and resampler.
This commit is contained in:
kingchenc
2026-05-25 23:02:29 +02:00
committed by GitHub
parent b971e671b4
commit 5aa0949bce
17 changed files with 1423 additions and 27 deletions
+3 -2
View File
@@ -109,7 +109,7 @@ python -m benchmarks.compare_libraries
## Indicators
163 streaming-first indicators across twelve families. Every one passes the
165 streaming-first indicators across thirteen families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests.
@@ -127,6 +127,7 @@ semantics tests.
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
| DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
Adding a new indicator means implementing one trait in Rust; all four bindings
inherit it automatically.
@@ -199,7 +200,7 @@ A Python live-trading example using the public `websockets` package lives at
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 147 indicators
│ ├── wickra-core/ core engine + all 165 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/