feat(cfo): add Chande Forecast Oscillator

100 * (close - LinReg(close, period)) / close. Positive when close
overshoots the linear forecast, negative when it undershoots. Holds
the previous value if the close is zero (percentage form undefined).
Single param period (default 14).

Touchpoints: cfo.rs + mod.rs + lib.rs re-export, PyCfo + __init__.py
+ test_new_indicators SCALAR + test_known_values linear reference,
CfoNode + index.d.ts/index.js + indicators.test.js factory + reference,
WasmCfo via scalar macro, scalar-fuzz target, README + CHANGELOG.
This commit is contained in:
kingchenc
2026-05-24 21:45:33 +02:00
parent e043a0dd9b
commit 733afd9064
13 changed files with 286 additions and 5 deletions
+34
View File
@@ -1120,6 +1120,40 @@ impl AwesomeOscillatorHistogramNode {
}
}
#[napi(js_name = "CFO")]
pub struct CfoNode {
inner: wc::Cfo,
}
#[napi]
impl CfoNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Cfo::new(clamp_period(period)).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "APO")]
pub struct ApoNode {
inner: wc::Apo,