feat(indicators): A5a Fibonacci tools (price-level) (#171)

Adds the six price-level Fibonacci tools as a new **Fibonacci** family (catalogue 367 -> 373, twenty-four families). All build on the internal `pattern_swing` ZigZag tracker, are parameter-free (baked 5% swing threshold), and emit `Candle -> struct` outputs via custom Python/Node/WASM bindings.

| Tool | Output |
|------|--------|
| `FibRetracement` | seven levels (0/23.6/38.2/50/61.8/78.6/100%) of the last swing leg |
| `FibExtension` | five extension ratios (127.2/141.4/161.8/200/261.8%) projected beyond the leg |
| `FibProjection` | A-B-C measured-move target zone (61.8/100/161.8/261.8%) |
| `AutoFib` | retracement anchored on the dominant (largest-magnitude) recent leg |
| `GoldenPocket` | the 0.618-0.65 optimal-trade-entry band (low/mid/high) |
| `FibConfluence` | densest cluster of retracement levels across recent legs (price + strength) |

Fully wired: core (100% unit-tested branches), Python/Node/WASM struct bindings, fuzz driver, reference + streaming-vs-batch tests, README/docs counter. The four geometric/time tools (Fan, Arcs, Channel, Time Zones) follow in A5b.

Verification: `cargo test --workspace` green, clippy `-D warnings` clean, node 450 tests, python 760 tests.
This commit is contained in:
kingchenc
2026-06-04 00:47:00 +02:00
committed by GitHub
parent 8115d3b33d
commit 716eb40206
20 changed files with 2615 additions and 18 deletions
@@ -860,6 +860,36 @@ def test_candle_scalar_streaming_matches_batch(name, ohlcv):
# --- Candle-input, multi-output indicators --------------------------------
MULTI = {
"FibRetracement": (
lambda: ta.FibRetracement(),
lambda ind, h, l, c, v: ind.batch(h, l),
7,
),
"FibExtension": (
lambda: ta.FibExtension(),
lambda ind, h, l, c, v: ind.batch(h, l),
5,
),
"FibProjection": (
lambda: ta.FibProjection(),
lambda ind, h, l, c, v: ind.batch(h, l),
4,
),
"AutoFib": (
lambda: ta.AutoFib(),
lambda ind, h, l, c, v: ind.batch(h, l),
7,
),
"GoldenPocket": (
lambda: ta.GoldenPocket(),
lambda ind, h, l, c, v: ind.batch(h, l),
3,
),
"FibConfluence": (
lambda: ta.FibConfluence(),
lambda ind, h, l, c, v: ind.batch(h, l),
2,
),
"Vortex": (
lambda: ta.Vortex(14),
lambda ind, h, l, c, v: ind.batch(h, l, c),
@@ -2578,6 +2608,50 @@ def test_three_drives_reference():
assert t.update((109.08, 136.0, 109.08, 109.08, 1.0, 4)) == pytest.approx(0.0)
assert t.update((122.4, 134.64, 122.4, 122.4, 1.0, 5)) == pytest.approx(-1.0)
def test_fib_retracement_reference():
t = ta.FibRetracement()
assert t.update((199.8, 200.0, 199.8, 199.8, 1.0, 0)) is None
assert t.update((100.0, 198.0, 100.0, 100.0, 1.0, 1)) is None
assert t.update((101.0, 110.0, 101.0, 101.0, 1.0, 2)) == pytest.approx((100.0, 123.6, 138.2, 150.0, 161.8, 178.6, 200.0))
def test_fib_extension_reference():
t = ta.FibExtension()
assert t.update((199.8, 200.0, 199.8, 199.8, 1.0, 0)) is None
assert t.update((100.0, 198.0, 100.0, 100.0, 1.0, 1)) is None
assert t.update((101.0, 110.0, 101.0, 101.0, 1.0, 2)) == pytest.approx((72.8, 58.6, 38.2, 0.0, -61.8))
def test_fib_projection_reference():
t = ta.FibProjection()
assert t.update((199.8, 200.0, 199.8, 199.8, 1.0, 0)) is None
assert t.update((160.0, 198.0, 160.0, 160.0, 1.0, 1)) is None
assert t.update((161.6, 190.0, 161.6, 161.6, 1.0, 2)) is None
assert t.update((171.0, 188.1, 171.0, 171.0, 1.0, 3)) == pytest.approx((165.28, 150.0, 125.28, 85.28))
def test_auto_fib_reference():
t = ta.AutoFib()
assert t.update((199.8, 200.0, 199.8, 199.8, 1.0, 0)) is None
assert t.update((100.0, 198.0, 100.0, 100.0, 1.0, 1)) is None
assert t.update((101.0, 110.0, 101.0, 101.0, 1.0, 2)) == pytest.approx((100.0, 123.6, 138.2, 150.0, 161.8, 178.6, 200.0))
def test_golden_pocket_reference():
t = ta.GoldenPocket()
assert t.update((199.8, 200.0, 199.8, 199.8, 1.0, 0)) is None
assert t.update((100.0, 198.0, 100.0, 100.0, 1.0, 1)) is None
assert t.update((101.0, 110.0, 101.0, 101.0, 1.0, 2)) == pytest.approx((161.8, 163.4, 165.0))
def test_fib_confluence_reference():
t = ta.FibConfluence()
assert t.update((199.8, 200.0, 199.8, 199.8, 1.0, 0)) is None
assert t.update((100.0, 198.0, 100.0, 100.0, 1.0, 1)) is None
assert t.update((101.0, 160.0, 101.0, 101.0, 1.0, 2)) is None
assert t.update((144.0, 158.4, 144.0, 144.0, 1.0, 3)) == pytest.approx((137.64, 2.0))
# --- Lifecycle ------------------------------------------------------------