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
@@ -9924,6 +9924,198 @@ impl PyFama {
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}
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}
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// ============================== Ichimoku ==============================
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#[pyclass(name = "Ichimoku", module = "wickra._wickra", skip_from_py_object)]
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#[derive(Clone)]
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struct PyIchimoku {
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inner: wc::Ichimoku,
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}
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#[pymethods]
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impl PyIchimoku {
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#[new]
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#[pyo3(signature = (tenkan_period=9, kijun_period=26, senkou_b_period=52, displacement=26))]
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fn new(
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tenkan_period: usize,
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kijun_period: usize,
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senkou_b_period: usize,
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displacement: usize,
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) -> PyResult<Self> {
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Ok(Self {
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inner: wc::Ichimoku::new(tenkan_period, kijun_period, senkou_b_period, displacement)
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.map_err(map_err)?,
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})
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}
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/// Returns `(tenkan, kijun, senkou_a, senkou_b, chikou)` as a 5-tuple
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/// where each element is `float` or `None`.
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fn update(
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&mut self,
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candle: &Bound<'_, PyAny>,
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) -> PyResult<
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Option<(
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Option<f64>,
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Option<f64>,
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Option<f64>,
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Option<f64>,
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Option<f64>,
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)>,
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> {
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let c = extract_candle(candle)?;
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Ok(self
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.inner
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.update(c)
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.map(|o| (o.tenkan, o.kijun, o.senkou_a, o.senkou_b, o.chikou)))
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}
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/// Batch over high/low/close numpy columns. Returns shape `(n, 5)` with
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/// columns `[tenkan, kijun, senkou_a, senkou_b, chikou]`. Any cell whose
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/// underlying line is undefined at that bar is `NaN`.
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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high: PyReadonlyArray1<'py, f64>,
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low: PyReadonlyArray1<'py, f64>,
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close: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray2<f64>>> {
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let h = high
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let l = low
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let c = close
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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if h.len() != l.len() || l.len() != c.len() {
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return Err(PyValueError::new_err(
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"high, low, close must be equal length",
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));
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}
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let n = h.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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let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
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if let Some(o) = self.inner.update(candle) {
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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(numpy::ndarray::Array2::from_shape_vec((n, 5), out)
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.expect("shape consistent")
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.into_pyarray(py))
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}
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#[getter]
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fn periods(&self) -> (usize, usize, usize, usize) {
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self.inner.periods()
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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let (t, k, sb, d) = self.inner.periods();
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format!(
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"Ichimoku(tenkan_period={t}, kijun_period={k}, senkou_b_period={sb}, displacement={d})"
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)
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}
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}
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// ============================== Heikin-Ashi ==============================
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#[pyclass(name = "HeikinAshi", module = "wickra._wickra", skip_from_py_object)]
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#[derive(Clone, Default)]
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struct PyHeikinAshi {
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inner: wc::HeikinAshi,
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}
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#[pymethods]
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impl PyHeikinAshi {
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#[new]
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fn new() -> Self {
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Self::default()
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}
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/// Returns `(ha_open, ha_high, ha_low, ha_close)`.
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fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64, f64, f64)>> {
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let c = extract_candle(candle)?;
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Ok(self
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.inner
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.update(c)
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.map(|o| (o.open, o.high, o.low, o.close)))
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}
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/// Batch over OHLC numpy columns. Returns shape `(n, 4)` with columns
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/// `[ha_open, ha_high, ha_low, ha_close]`.
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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open: PyReadonlyArray1<'py, f64>,
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high: PyReadonlyArray1<'py, f64>,
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low: PyReadonlyArray1<'py, f64>,
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close: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray2<f64>>> {
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let o = open
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let h = high
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let l = low
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let c = close
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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if o.len() != h.len() || h.len() != l.len() || l.len() != c.len() {
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return Err(PyValueError::new_err(
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"open, high, low, close must be equal length",
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));
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}
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let n = o.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 candle = wc::Candle::new(o[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
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if let Some(v) = self.inner.update(candle) {
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out[i * 4] = v.open;
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out[i * 4 + 1] = v.high;
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out[i * 4 + 2] = v.low;
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out[i * 4 + 3] = v.close;
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}
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}
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Ok(numpy::ndarray::Array2::from_shape_vec((n, 4), out)
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.expect("shape consistent")
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.into_pyarray(py))
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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"HeikinAshi()".to_string()
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}
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}
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// ============================== Module ==============================
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#[pymodule]
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@@ -10096,5 +10288,8 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PySineWave>()?;
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m.add_class::<PyMama>()?;
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m.add_class::<PyFama>()?;
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// Family 13 — Ichimoku & alternative charts
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m.add_class::<PyIchimoku>()?;
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m.add_class::<PyHeikinAshi>()?;
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Ok(())
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}
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