feat(indicators): add B6 Bands & Channels family (429 -> 434) (#191)
Adds the **B6 Bands & Channels** batch — five band/channel indicators, taking the catalogue from 429 to 434.
| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `ProjectionBands` | `Candle` → `{upper,middle,lower}` | Widner forward-projected high/low regression envelope |
| `ProjectionOscillator` | `Candle` → `f64` | Close position inside the projection bands, scaled 0..100 |
| `QuartileBands` | `f64` → `{upper,middle,lower}` | Rolling 25th/50th/75th-percentile (Q1/median/Q3) envelope |
| `BomarBands` | `f64` → `{upper,middle,lower}` | Adaptive percentage bands containing a target coverage fraction of recent closes |
| `MedianChannel` | `f64` → `{upper,middle,lower}` | Robust median ± multiplier·MAD envelope |
All five are distinct from existing indicators (verified against the core: `LinRegChannel`, `StandardErrorBands`, `Donchian`, `RollingQuantile`, `HurstChannel`). SKIPped from the roadmap: Price Channel (= `Donchian`) and Moving-Average Channel (≈ `MaEnvelope`/`Keltner`).
Each ships:
- Core indicator with per-branch unit tests (Codecov-strict 100%).
- python / node / wasm bindings (struct outputs are hand-written; `ProjectionOscillator` uses the generated candle→f64 path).
- Fuzz drives, python (`MULTI`/`SCALAR_MULTI`/`CANDLE_SCALAR`) + node test registries, README + CHANGELOG counter bump to 434.
Verified locally: `cargo fmt`, `clippy --workspace --all-targets --all-features -D warnings` (clean), `wickra-core` 3511 lib + 392 doc tests, node 509 tests, pytest 840.
This commit is contained in:
kingchenc
@@ -2869,6 +2869,59 @@ impl VolatilityRatioNode {
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}
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}
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#[napi(js_name = "ProjectionOscillator")]
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pub struct ProjectionOscillatorNode {
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inner: wc::ProjectionOscillator,
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}
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#[napi]
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impl ProjectionOscillatorNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::ProjectionOscillator::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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}
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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 mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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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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#[napi(object)]
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pub struct StochValue {
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pub k: f64,
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@@ -8529,6 +8582,239 @@ impl StandardErrorBandsNode {
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}
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}
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// ---------- Quartile Bands ----------
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#[napi(object)]
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pub struct QuartileBandsValue {
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pub upper: f64,
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pub middle: f64,
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pub lower: f64,
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}
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#[napi(js_name = "QuartileBands")]
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pub struct QuartileBandsNode {
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inner: wc::QuartileBands,
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}
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#[napi]
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impl QuartileBandsNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::QuartileBands::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<QuartileBandsValue> {
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self.inner.update(value).map(|o| QuartileBandsValue {
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upper: o.upper,
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middle: o.middle,
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lower: o.lower,
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})
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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let mut out = vec![f64::NAN; prices.len() * 3];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 3] = o.upper;
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out[i * 3 + 1] = o.middle;
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out[i * 3 + 2] = o.lower;
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}
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}
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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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// ---------- Bomar Bands ----------
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#[napi(object)]
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pub struct BomarBandsValue {
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pub upper: f64,
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pub middle: f64,
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pub lower: f64,
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}
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#[napi(js_name = "BomarBands")]
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pub struct BomarBandsNode {
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inner: wc::BomarBands,
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}
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#[napi]
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impl BomarBandsNode {
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#[napi(constructor)]
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pub fn new(period: u32, coverage: f64) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::BomarBands::new(period as usize, coverage).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<BomarBandsValue> {
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self.inner.update(value).map(|o| BomarBandsValue {
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upper: o.upper,
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middle: o.middle,
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lower: o.lower,
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})
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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let mut out = vec![f64::NAN; prices.len() * 3];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 3] = o.upper;
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out[i * 3 + 1] = o.middle;
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out[i * 3 + 2] = o.lower;
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}
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}
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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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// ---------- Median Channel ----------
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#[napi(object)]
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pub struct MedianChannelValue {
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pub upper: f64,
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pub middle: f64,
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pub lower: f64,
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}
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#[napi(js_name = "MedianChannel")]
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pub struct MedianChannelNode {
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inner: wc::MedianChannel,
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}
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#[napi]
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impl MedianChannelNode {
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#[napi(constructor)]
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pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::MedianChannel::new(period as usize, multiplier).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<MedianChannelValue> {
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self.inner.update(value).map(|o| MedianChannelValue {
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upper: o.upper,
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middle: o.middle,
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lower: o.lower,
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})
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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let mut out = vec![f64::NAN; prices.len() * 3];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 3] = o.upper;
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out[i * 3 + 1] = o.middle;
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out[i * 3 + 2] = o.lower;
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}
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}
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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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// ---------- Projection Bands ----------
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#[napi(object)]
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pub struct ProjectionBandsValue {
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pub upper: f64,
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pub middle: f64,
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pub lower: f64,
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}
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#[napi(js_name = "ProjectionBands")]
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pub struct ProjectionBandsNode {
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inner: wc::ProjectionBands,
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}
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#[napi]
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impl ProjectionBandsNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::ProjectionBands::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<ProjectionBandsValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, low, 0.0)?)
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.map(|o| ProjectionBandsValue {
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upper: o.upper,
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middle: o.middle,
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lower: o.lower,
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}))
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}
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#[napi]
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pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() {
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return Err(NapiError::from_reason(
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"high and low 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 * 3];
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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], low[i], 0.0)?) {
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out[i * 3] = o.upper;
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out[i * 3 + 1] = o.middle;
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out[i * 3 + 2] = o.lower;
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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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// ---------- Double Bollinger ----------
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#[napi(object)]
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