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.
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kingchenc
@@ -7746,3 +7746,197 @@ impl FamaNode {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Ichimoku ==============================
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/// Ichimoku output: five lines, any of which may be `NaN` while the indicator
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/// is still warming up.
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#[napi(object)]
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pub struct IchimokuValue {
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pub tenkan: f64,
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pub kijun: f64,
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#[napi(js_name = "senkouA")]
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pub senkou_a: f64,
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#[napi(js_name = "senkouB")]
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pub senkou_b: f64,
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pub chikou: f64,
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}
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#[napi(js_name = "Ichimoku")]
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pub struct IchimokuNode {
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inner: wc::Ichimoku,
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}
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#[napi]
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impl IchimokuNode {
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#[napi(constructor)]
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pub fn new(
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tenkan_period: u32,
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kijun_period: u32,
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senkou_b_period: u32,
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displacement: u32,
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) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Ichimoku::new(
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tenkan_period as usize,
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kijun_period as usize,
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senkou_b_period as usize,
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displacement as usize,
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)
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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(
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&mut self,
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high: f64,
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low: f64,
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close: f64,
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) -> napi::Result<Option<IchimokuValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, close, 0.0)?)
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.map(|o| IchimokuValue {
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tenkan: o.tenkan.unwrap_or(f64::NAN),
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kijun: o.kijun.unwrap_or(f64::NAN),
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senkou_a: o.senkou_a.unwrap_or(f64::NAN),
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senkou_b: o.senkou_b.unwrap_or(f64::NAN),
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chikou: o.chikou.unwrap_or(f64::NAN),
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}))
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}
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/// Returns `[tenkan0, kijun0, senkouA0, senkouB0, chikou0, tenkan1, ...]`,
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/// length `5 * n`. Cells without a defined value are `NaN`.
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let n = high.len();
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let mut out = vec![f64::NAN; n * 5];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
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if let Some(v) = o.tenkan {
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out[i * 5] = v;
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}
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if let Some(v) = o.kijun {
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out[i * 5 + 1] = v;
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}
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if let Some(v) = o.senkou_a {
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out[i * 5 + 2] = v;
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}
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if let Some(v) = o.senkou_b {
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out[i * 5 + 3] = v;
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}
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if let Some(v) = o.chikou {
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out[i * 5 + 4] = v;
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}
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}
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}
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Ok(out)
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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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// ============================== Heikin-Ashi ==============================
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#[napi(object)]
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pub struct HeikinAshiValue {
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pub open: f64,
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pub high: f64,
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pub low: f64,
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pub close: f64,
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}
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#[napi(js_name = "HeikinAshi")]
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pub struct HeikinAshiNode {
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inner: wc::HeikinAshi,
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}
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impl Default for HeikinAshiNode {
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fn default() -> Self {
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Self::new()
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}
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}
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#[napi]
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impl HeikinAshiNode {
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#[napi(constructor)]
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pub fn new() -> Self {
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Self {
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inner: wc::HeikinAshi::new(),
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}
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}
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#[napi]
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pub fn update(
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&mut self,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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) -> napi::Result<Option<HeikinAshiValue>> {
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let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
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Ok(self.inner.update(c).map(|o| HeikinAshiValue {
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open: o.open,
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high: o.high,
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low: o.low,
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close: o.close,
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}))
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}
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/// Returns `[open0, high0, low0, close0, open1, ...]`, length `4 * n`.
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#[napi]
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pub fn batch(
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&mut self,
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open: Vec<f64>,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"open, high, low, close must be equal length".to_string(),
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));
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}
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let n = open.len();
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let mut out = vec![f64::NAN; n * 4];
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for i in 0..n {
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let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
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if let Some(o) = self.inner.update(c) {
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out[i * 4] = o.open;
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out[i * 4 + 1] = o.high;
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out[i * 4 + 2] = o.low;
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out[i * 4 + 3] = o.close;
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}
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}
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Ok(out)
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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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