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:
kingchenc
2026-05-22 17:53:46 +02:00
parent 780a176072
commit 7728151c87
17 changed files with 1826 additions and 5 deletions
+5 -1
View File
@@ -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, 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, 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
@@ -327,6 +327,10 @@ module.exports.TRIMA = TRIMA
module.exports.ZLEMA = ZLEMA
module.exports.T3 = T3
module.exports.VWMA = VWMA
module.exports.MOM = MOM
module.exports.CMO = CMO
module.exports.TSI = TSI
module.exports.PMO = PMO
module.exports.MACD = MACD
module.exports.BollingerBands = BollingerBands
module.exports.ATR = ATR