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
@@ -5503,6 +5503,182 @@ impl WasmTdRiskLevel {
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}
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}
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// ---------- Ichimoku ----------
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#[wasm_bindgen(js_name = Ichimoku)]
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pub struct WasmIchimoku {
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inner: wc::Ichimoku,
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}
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#[wasm_bindgen(js_class = Ichimoku)]
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impl WasmIchimoku {
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#[wasm_bindgen(constructor)]
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pub 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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) -> Result<WasmIchimoku, JsError> {
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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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/// Streaming update. Returns `{ tenkan, kijun, senkouA, senkouB, chikou }`
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/// with `NaN` for any line that is not yet defined.
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
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let c = make_candle(high, low, close, 0.0)?;
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Ok(match self.inner.update(c) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"tenkan".into(), &o.tenkan.unwrap_or(f64::NAN).into()).ok();
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Reflect::set(&obj, &"kijun".into(), &o.kijun.unwrap_or(f64::NAN).into()).ok();
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Reflect::set(
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&obj,
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&"senkouA".into(),
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&o.senkou_a.unwrap_or(f64::NAN).into(),
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)
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.ok();
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Reflect::set(
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&obj,
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&"senkouB".into(),
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&o.senkou_b.unwrap_or(f64::NAN).into(),
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)
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.ok();
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Reflect::set(&obj, &"chikou".into(), &o.chikou.unwrap_or(f64::NAN).into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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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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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(JsError::new("high, low, close must be equal length"));
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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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let c = make_candle(high[i], low[i], close[i], 0.0)?;
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if let Some(o) = self.inner.update(c) {
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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(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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// ---------- Heikin-Ashi ----------
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#[wasm_bindgen(js_name = HeikinAshi)]
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pub struct WasmHeikinAshi {
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inner: wc::HeikinAshi,
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}
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impl Default for WasmHeikinAshi {
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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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#[wasm_bindgen(js_class = HeikinAshi)]
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impl WasmHeikinAshi {
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#[wasm_bindgen(constructor)]
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pub fn new() -> WasmHeikinAshi {
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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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/// Streaming update. Returns `{ open, high, low, close }` of the
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/// Heikin-Ashi candle.
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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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) -> Result<JsValue, JsError> {
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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(match self.inner.update(c) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"open".into(), &o.open.into()).ok();
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Reflect::set(&obj, &"high".into(), &o.high.into()).ok();
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Reflect::set(&obj, &"low".into(), &o.low.into()).ok();
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Reflect::set(&obj, &"close".into(), &o.close.into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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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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pub fn batch(
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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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) -> Result<Float64Array, JsError> {
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if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
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return Err(JsError::new("open, high, low, close must be equal length"));
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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(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[wasm_bindgen(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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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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