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.
2026-06-07 00:03:02 +02:00
parent 3dfbc415c5
commit 67feec598a
20 changed files with 2174 additions and 46 deletions
@@ -2514,6 +2514,44 @@ impl WasmVolatilityRatio {
    }
 }

+#[wasm_bindgen(js_name = ProjectionOscillator)]
+pub struct WasmProjectionOscillator {
+    inner: wc::ProjectionOscillator,
+}
+
+#[wasm_bindgen(js_class = ProjectionOscillator)]
+impl WasmProjectionOscillator {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize) -> Result<WasmProjectionOscillator, JsError> {
+        Ok(Self {
+            inner: wc::ProjectionOscillator::new(period).map_err(map_err)?,
+        })
+    }
+    pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
+        let c = make_candle(high, low, close, 0.0)?;
+        Ok(self.inner.update(c))
+    }
+    pub fn batch(
+        &mut self,
+        high: &[f64],
+        low: &[f64],
+        close: &[f64],
+    ) -> Result<Float64Array, JsError> {
+        if high.len() != low.len() || low.len() != close.len() {
+            return Err(JsError::new("high, low, close must be equal length"));
+        }
+        let mut out = Vec::with_capacity(high.len());
+        for i in 0..high.len() {
+            let c = make_candle(high[i], low[i], close[i], 0.0)?;
+            out.push(self.inner.update(c).unwrap_or(f64::NAN));
+        }
+        Ok(Float64Array::from(out.as_slice()))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+}
+
 #[wasm_bindgen(js_name = Stochastic)]
 pub struct WasmStoch {
    inner: wc::Stochastic,
@@ -5844,6 +5882,219 @@ impl WasmStandardErrorBands {
    }
 }

+// ---------- Quartile Bands (scalar input, 3 outputs) ----------
+
+#[wasm_bindgen(js_name = QuartileBands)]
+pub struct WasmQuartileBands {
+    inner: wc::QuartileBands,
+}
+
+#[wasm_bindgen(js_class = QuartileBands)]
+impl WasmQuartileBands {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize) -> Result<WasmQuartileBands, JsError> {
+        Ok(Self {
+            inner: wc::QuartileBands::new(period).map_err(map_err)?,
+        })
+    }
+    pub fn update(&mut self, value: f64) -> JsValue {
+        match self.inner.update(value) {
+            Some(o) => {
+                let obj = Object::new();
+                Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
+                Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
+                Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
+                obj.into()
+            }
+            None => JsValue::NULL,
+        }
+    }
+    pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
+        let n = prices.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for (i, p) in prices.iter().enumerate() {
+            if let Some(o) = self.inner.update(*p) {
+                out[i * 3] = o.upper;
+                out[i * 3 + 1] = o.middle;
+                out[i * 3 + 2] = o.lower;
+            }
+        }
+        Float64Array::from(out.as_slice())
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ---------- Bomar Bands (scalar input, 3 outputs) ----------
+
+#[wasm_bindgen(js_name = BomarBands)]
+pub struct WasmBomarBands {
+    inner: wc::BomarBands,
+}
+
+#[wasm_bindgen(js_class = BomarBands)]
+impl WasmBomarBands {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize, coverage: f64) -> Result<WasmBomarBands, JsError> {
+        Ok(Self {
+            inner: wc::BomarBands::new(period, coverage).map_err(map_err)?,
+        })
+    }
+    pub fn update(&mut self, value: f64) -> JsValue {
+        match self.inner.update(value) {
+            Some(o) => {
+                let obj = Object::new();
+                Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
+                Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
+                Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
+                obj.into()
+            }
+            None => JsValue::NULL,
+        }
+    }
+    pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
+        let n = prices.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for (i, p) in prices.iter().enumerate() {
+            if let Some(o) = self.inner.update(*p) {
+                out[i * 3] = o.upper;
+                out[i * 3 + 1] = o.middle;
+                out[i * 3 + 2] = o.lower;
+            }
+        }
+        Float64Array::from(out.as_slice())
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ---------- Median Channel (scalar input, 3 outputs) ----------
+
+#[wasm_bindgen(js_name = MedianChannel)]
+pub struct WasmMedianChannel {
+    inner: wc::MedianChannel,
+}
+
+#[wasm_bindgen(js_class = MedianChannel)]
+impl WasmMedianChannel {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize, multiplier: f64) -> Result<WasmMedianChannel, JsError> {
+        Ok(Self {
+            inner: wc::MedianChannel::new(period, multiplier).map_err(map_err)?,
+        })
+    }
+    pub fn update(&mut self, value: f64) -> JsValue {
+        match self.inner.update(value) {
+            Some(o) => {
+                let obj = Object::new();
+                Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
+                Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
+                Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
+                obj.into()
+            }
+            None => JsValue::NULL,
+        }
+    }
+    pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
+        let n = prices.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for (i, p) in prices.iter().enumerate() {
+            if let Some(o) = self.inner.update(*p) {
+                out[i * 3] = o.upper;
+                out[i * 3 + 1] = o.middle;
+                out[i * 3 + 2] = o.lower;
+            }
+        }
+        Float64Array::from(out.as_slice())
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ---------- Projection Bands (high/low input, 3 outputs) ----------
+
+#[wasm_bindgen(js_name = ProjectionBands)]
+pub struct WasmProjectionBands {
+    inner: wc::ProjectionBands,
+}
+
+#[wasm_bindgen(js_class = ProjectionBands)]
+impl WasmProjectionBands {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize) -> Result<WasmProjectionBands, JsError> {
+        Ok(Self {
+            inner: wc::ProjectionBands::new(period).map_err(map_err)?,
+        })
+    }
+    pub fn update(&mut self, high: f64, low: f64) -> Result<JsValue, JsError> {
+        let candle = make_candle(high, low, low, 0.0)?;
+        match self.inner.update(candle) {
+            Some(o) => {
+                let obj = Object::new();
+                Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
+                Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
+                Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
+                Ok(obj.into())
+            }
+            None => Ok(JsValue::NULL),
+        }
+    }
+    pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
+        if high.len() != low.len() {
+            return Err(JsError::new("high and low must be equal length"));
+        }
+        let n = high.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for i in 0..n {
+            let candle = make_candle(high[i], low[i], low[i], 0.0)?;
+            if let Some(o) = self.inner.update(candle) {
+                out[i * 3] = o.upper;
+                out[i * 3 + 1] = o.middle;
+                out[i * 3 + 2] = o.lower;
+            }
+        }
+        Ok(Float64Array::from(out.as_slice()))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
 // ---------- Double Bollinger (scalar input, 5 outputs) ----------

 #[wasm_bindgen(js_name = DoubleBollinger)]