F7: add NATR, StdDev, Ulcer Index and Historical Volatility
Completes the F7 family (Volatility) end to end: - Rust core: natr.rs (ATR as a percentage of close), std_dev.rs (rolling population standard deviation), ulcer_index.rs (RMS of trailing-high drawdowns — downside-only risk), historical_volatility.rs (annualised sample stddev of log returns). Each with a full Indicator impl, runnable doctest and reference / constant-series / warmup / reset / batch==streaming tests. - Python: PyNatr / PyStdDev / PyUlcerIndex / PyHistoricalVolatility PyO3 classes + module registration + .pyi stubs. - Node: StdDevNode / UlcerIndexNode via the scalar macro, explicit NatrNode and HistoricalVolatilityNode; index.d.ts and index.js updated. - WASM: WasmStdDev / WasmUlcerIndex / WasmHistoricalVolatility via the scalar macro, explicit WasmNatr. - Wiki: Indicator-Natr/StdDev/UlcerIndex/HistoricalVolatility.md plus rows in Indicators-Overview.md and entries in Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 350 core tests, 25 data tests and 49 doctests green.
This commit is contained in:
@@ -310,7 +310,7 @@ if (!nativeBinding) {
|
||||
throw new Error(`Failed to load native binding`)
|
||||
}
|
||||
|
||||
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
|
||||
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
|
||||
|
||||
module.exports.version = version
|
||||
module.exports.SMA = SMA
|
||||
@@ -339,6 +339,10 @@ module.exports.Coppock = Coppock
|
||||
module.exports.AroonOscillator = AroonOscillator
|
||||
module.exports.Vortex = Vortex
|
||||
module.exports.MassIndex = MassIndex
|
||||
module.exports.NATR = NATR
|
||||
module.exports.StdDev = StdDev
|
||||
module.exports.UlcerIndex = UlcerIndex
|
||||
module.exports.HistoricalVolatility = HistoricalVolatility
|
||||
module.exports.MACD = MACD
|
||||
module.exports.BollingerBands = BollingerBands
|
||||
module.exports.ATR = ATR
|
||||
|
||||
Reference in New Issue
Block a user