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
+214
View File
@@ -1519,6 +1519,216 @@ impl PyAroon {
}
}
// ============================== MOM ==============================
#[pyclass(name = "MOM", module = "wickra._wickra")]
#[derive(Clone)]
struct PyMom {
inner: wc::Mom,
}
#[pymethods]
impl PyMom {
#[new]
#[pyo3(signature = (period=10))]
fn new(period: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::Mom::new(period).map_err(map_err)?,
})
}
fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
fn batch<'py>(
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
self.inner.period()
}
#[getter]
fn value(&self) -> Option<f64> {
self.inner.value()
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
format!("MOM(period={})", self.inner.period())
}
}
// ============================== CMO ==============================
#[pyclass(name = "CMO", module = "wickra._wickra")]
#[derive(Clone)]
struct PyCmo {
inner: wc::Cmo,
}
#[pymethods]
impl PyCmo {
#[new]
#[pyo3(signature = (period=14))]
fn new(period: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::Cmo::new(period).map_err(map_err)?,
})
}
fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
fn batch<'py>(
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn period(&self) -> usize {
self.inner.period()
}
#[getter]
fn value(&self) -> Option<f64> {
self.inner.value()
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
format!("CMO(period={})", self.inner.period())
}
}
// ============================== TSI ==============================
#[pyclass(name = "TSI", module = "wickra._wickra")]
#[derive(Clone)]
struct PyTsi {
inner: wc::Tsi,
}
#[pymethods]
impl PyTsi {
#[new]
#[pyo3(signature = (long=25, short=13))]
fn new(long: usize, short: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::Tsi::new(long, short).map_err(map_err)?,
})
}
fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
fn batch<'py>(
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn periods(&self) -> (usize, usize) {
self.inner.periods()
}
#[getter]
fn value(&self) -> Option<f64> {
self.inner.value()
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
let (l, s) = self.inner.periods();
format!("TSI(long={l}, short={s})")
}
}
// ============================== PMO ==============================
#[pyclass(name = "PMO", module = "wickra._wickra")]
#[derive(Clone)]
struct PyPmo {
inner: wc::Pmo,
}
#[pymethods]
impl PyPmo {
#[new]
#[pyo3(signature = (smoothing1=35, smoothing2=20))]
fn new(smoothing1: usize, smoothing2: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::Pmo::new(smoothing1, smoothing2).map_err(map_err)?,
})
}
fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
fn batch<'py>(
&mut self,
py: Python<'py>,
prices: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let slice = prices
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
}
#[getter]
fn periods(&self) -> (usize, usize) {
self.inner.periods()
}
#[getter]
fn value(&self) -> Option<f64> {
self.inner.value()
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
let (s1, s2) = self.inner.periods();
format!("PMO(smoothing1={s1}, smoothing2={s2})")
}
}
// ============================== ZLEMA ==============================
#[pyclass(name = "ZLEMA", module = "wickra._wickra")]
@@ -1838,5 +2048,9 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
m.add_class::<PyZlema>()?;
m.add_class::<PyT3>()?;
m.add_class::<PyVwma>()?;
m.add_class::<PyMom>()?;
m.add_class::<PyCmo>()?;
m.add_class::<PyTsi>()?;
m.add_class::<PyPmo>()?;
Ok(())
}