F13b: add True Range, Chaikin Volatility, Z-Score and Linear Regression Angle

Second half of the eight indicators that fill out the new family taxonomy.

- Rust core: true_range.rs (TrueRange — the raw single-bar volatility ATR
  averages), chaikin_volatility.rs (ChaikinVolatility — rate of change of a
  smoothed high-low spread), z_score.rs (ZScore — price normalised against
  its rolling mean and standard deviation) and linreg_angle.rs (LinRegAngle
  — the rolling regression slope as a degree angle). Each with a full
  Indicator impl, runnable doctest and reference / property / warmup /
  reset / batch==streaming tests.
- Python / Node / WASM: classes wired through all three bindings (ZScore
  and LinRegAngle ride the scalar macros where possible) plus .pyi stubs
  and __init__.py / __all__ entries.
- Wiki: four new Indicator-*.md pages.

The eight-family taxonomy restructure (Overview / Home / README / folder
layout) lands next in F13c.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
This commit is contained in:
kingchenc
2026-05-22 21:06:36 +02:00
parent e452d35a27
commit 6643f7a81d
16 changed files with 1837 additions and 7 deletions
+7 -6
View File
@@ -46,14 +46,15 @@ pub use error::{Error, Result};
pub use indicators::{
AcceleratorOscillator, Adl, Adx, AdxOutput, Aroon, AroonOscillator, AroonOutput, Atr,
AtrTrailingStop, AwesomeOscillator, BalanceOfPower, BollingerBands, BollingerBandwidth,
BollingerOutput, Cci, ChaikinMoneyFlow, ChaikinOscillator, ChandeKrollStop,
BollingerOutput, Cci, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, Cmo, Coppock,
Dema, Donchian, DonchianOutput, Dpo, EaseOfMovement, Ema, ForceIndex, HistoricalVolatility,
Hma, Kama, Keltner, KeltnerOutput, LinRegSlope, LinearRegression, MacdIndicator, MacdOutput,
MassIndex, MedianPrice, Mfi, Mom, Natr, Obv, PercentB, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi,
Sma, Smma, StdDev, StochRsi, Stochastic, StochasticOutput, SuperTrend, SuperTrendOutput, Tema,
Trima, Trix, Tsi, TypicalPrice, UlcerIndex, UltimateOscillator, VerticalHorizontalFilter,
VolumePriceTrend, Vortex, VortexOutput, Vwap, Vwma, WeightedClose, WilliamsR, Wma, Zlema, T3,
Hma, Kama, Keltner, KeltnerOutput, LinRegAngle, LinRegSlope, LinearRegression, MacdIndicator,
MacdOutput, MassIndex, MedianPrice, Mfi, Mom, Natr, Obv, PercentB, Pmo, Ppo, Psar, Roc,
RollingVwap, Rsi, Sma, Smma, StdDev, StochRsi, Stochastic, StochasticOutput, SuperTrend,
SuperTrendOutput, Tema, Trima, Trix, TrueRange, Tsi, TypicalPrice, UlcerIndex,
UltimateOscillator, VerticalHorizontalFilter, VolumePriceTrend, Vortex, VortexOutput, Vwap,
Vwma, WeightedClose, WilliamsR, Wma, ZScore, Zlema, T3,
};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};