F3: add MOM, CMO, TSI and PMO momentum indicators
Completes the F3 family (Momentum) end to end: - Rust core: mom.rs (raw price-difference momentum), cmo.rs (Chande Momentum Oscillator — unsmoothed gain/loss sum, bounded [-100,100]), tsi.rs (True Strength Index — double-EMA-smoothed momentum ratio), pmo.rs (DecisionPoint Price Momentum Oscillator — doubly-smoothed ROC with the 2/period custom smoothing). Each with a full Indicator impl, runnable doctest and reference-value / saturation / warmup / reset / batch==streaming / non-finite tests. - Python: PyMom / PyCmo / PyTsi / PyPmo PyO3 classes + module registration + .pyi stubs (defaults MOM=10, CMO=14, TSI=(25,13), PMO=(35,20)). - Node: MomNode / CmoNode via the scalar macro, explicit TsiNode and PmoNode; index.d.ts and index.js updated. - WASM: WasmMom / WasmCmo / WasmTsi / WasmPmo via the scalar macro. - Wiki: Indicator-Mom/Cmo/Tsi/Pmo.md plus rows in Indicators-Overview.md and entries in Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 262 core tests, 25 data tests and 37 doctests green.
This commit is contained in:
@@ -310,7 +310,7 @@ if (!nativeBinding) {
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throw new Error(`Failed to load native binding`)
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}
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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@@ -327,6 +327,10 @@ module.exports.TRIMA = TRIMA
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module.exports.ZLEMA = ZLEMA
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module.exports.T3 = T3
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module.exports.VWMA = VWMA
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module.exports.MOM = MOM
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module.exports.CMO = CMO
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module.exports.TSI = TSI
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module.exports.PMO = PMO
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module.exports.MACD = MACD
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module.exports.BollingerBands = BollingerBands
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module.exports.ATR = ATR
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@@ -105,6 +105,8 @@ node_scalar_indicator!(TrixNode, "TRIX", wc::Trix);
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node_scalar_indicator!(SmmaNode, "SMMA", wc::Smma);
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node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
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node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
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node_scalar_indicator!(MomNode, "MOM", wc::Mom);
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node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
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// ============================== MACD ==============================
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@@ -1066,6 +1068,80 @@ impl T3Node {
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}
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}
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// ============================== TSI ==============================
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#[napi(js_name = "TSI")]
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pub struct TsiNode {
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inner: wc::Tsi,
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}
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#[napi]
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impl TsiNode {
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#[napi(constructor)]
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pub fn new(long: u32, short: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Tsi::new(long as usize, short 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<f64> {
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self.inner.update(value)
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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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flatten(self.inner.batch(&prices))
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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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// ============================== PMO ==============================
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#[napi(js_name = "PMO")]
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pub struct PmoNode {
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inner: wc::Pmo,
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}
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#[napi]
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impl PmoNode {
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#[napi(constructor)]
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pub fn new(smoothing1: u32, smoothing2: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Pmo::new(smoothing1 as usize, smoothing2 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<f64> {
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self.inner.update(value)
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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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flatten(self.inner.batch(&prices))
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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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// ============================== VWMA ==============================
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#[napi(js_name = "VWMA")]
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@@ -76,6 +76,54 @@ class TRIMA:
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@property
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def value(self) -> Optional[float]: ...
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class MOM:
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def __init__(self, period: int = 10) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def period(self) -> int: ...
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@property
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def value(self) -> Optional[float]: ...
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class CMO:
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def __init__(self, period: int = 14) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def period(self) -> int: ...
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@property
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def value(self) -> Optional[float]: ...
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class TSI:
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def __init__(self, long: int = 25, short: int = 13) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def periods(self) -> Tuple[int, int]: ...
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@property
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def value(self) -> Optional[float]: ...
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class PMO:
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def __init__(self, smoothing1: int = 35, smoothing2: int = 20) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def periods(self) -> Tuple[int, int]: ...
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@property
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def value(self) -> Optional[float]: ...
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class ZLEMA:
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def __init__(self, period: int) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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@@ -1519,6 +1519,216 @@ impl PyAroon {
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}
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}
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// ============================== MOM ==============================
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#[pyclass(name = "MOM", module = "wickra._wickra")]
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#[derive(Clone)]
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struct PyMom {
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inner: wc::Mom,
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}
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#[pymethods]
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impl PyMom {
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#[new]
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#[pyo3(signature = (period=10))]
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fn new(period: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::Mom::new(period).map_err(map_err)?,
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})
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}
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fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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prices: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let slice = prices
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
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}
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#[getter]
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fn period(&self) -> usize {
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self.inner.period()
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}
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#[getter]
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fn value(&self) -> Option<f64> {
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self.inner.value()
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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format!("MOM(period={})", self.inner.period())
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}
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}
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// ============================== CMO ==============================
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#[pyclass(name = "CMO", module = "wickra._wickra")]
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#[derive(Clone)]
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struct PyCmo {
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inner: wc::Cmo,
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}
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#[pymethods]
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impl PyCmo {
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#[new]
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#[pyo3(signature = (period=14))]
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fn new(period: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::Cmo::new(period).map_err(map_err)?,
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})
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}
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fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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prices: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let slice = prices
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
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}
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#[getter]
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fn period(&self) -> usize {
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self.inner.period()
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}
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#[getter]
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fn value(&self) -> Option<f64> {
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self.inner.value()
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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format!("CMO(period={})", self.inner.period())
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}
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}
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// ============================== TSI ==============================
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#[pyclass(name = "TSI", module = "wickra._wickra")]
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#[derive(Clone)]
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struct PyTsi {
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inner: wc::Tsi,
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}
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#[pymethods]
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impl PyTsi {
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#[new]
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#[pyo3(signature = (long=25, short=13))]
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fn new(long: usize, short: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::Tsi::new(long, short).map_err(map_err)?,
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})
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}
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fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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prices: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let slice = prices
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
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}
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#[getter]
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fn periods(&self) -> (usize, usize) {
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self.inner.periods()
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}
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#[getter]
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fn value(&self) -> Option<f64> {
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self.inner.value()
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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let (l, s) = self.inner.periods();
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format!("TSI(long={l}, short={s})")
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}
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}
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// ============================== PMO ==============================
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#[pyclass(name = "PMO", module = "wickra._wickra")]
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#[derive(Clone)]
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struct PyPmo {
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inner: wc::Pmo,
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}
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#[pymethods]
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impl PyPmo {
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#[new]
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#[pyo3(signature = (smoothing1=35, smoothing2=20))]
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fn new(smoothing1: usize, smoothing2: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::Pmo::new(smoothing1, smoothing2).map_err(map_err)?,
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})
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}
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fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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prices: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let slice = prices
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
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}
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#[getter]
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fn periods(&self) -> (usize, usize) {
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self.inner.periods()
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}
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#[getter]
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fn value(&self) -> Option<f64> {
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self.inner.value()
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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let (s1, s2) = self.inner.periods();
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format!("PMO(smoothing1={s1}, smoothing2={s2})")
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}
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}
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// ============================== ZLEMA ==============================
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#[pyclass(name = "ZLEMA", module = "wickra._wickra")]
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@@ -1838,5 +2048,9 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyZlema>()?;
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m.add_class::<PyT3>()?;
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m.add_class::<PyVwma>()?;
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m.add_class::<PyMom>()?;
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m.add_class::<PyCmo>()?;
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m.add_class::<PyTsi>()?;
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m.add_class::<PyPmo>()?;
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Ok(())
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}
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@@ -79,6 +79,10 @@ wasm_scalar_indicator!(WasmSmma, "SMMA", wc::Smma, period: usize);
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wasm_scalar_indicator!(WasmTrima, "TRIMA", wc::Trima, period: usize);
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wasm_scalar_indicator!(WasmZlema, "ZLEMA", wc::Zlema, period: usize);
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wasm_scalar_indicator!(WasmT3, "T3", wc::T3, period: usize, v: f64);
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wasm_scalar_indicator!(WasmMom, "MOM", wc::Mom, period: usize);
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wasm_scalar_indicator!(WasmCmo, "CMO", wc::Cmo, period: usize);
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wasm_scalar_indicator!(WasmTsi, "TSI", wc::Tsi, long: usize, short: usize);
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wasm_scalar_indicator!(WasmPmo, "PMO", wc::Pmo, smoothing1: usize, smoothing2: usize);
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// ---------- KAMA (three params) ----------
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Reference in New Issue
Block a user