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
+3 -3
View File
@@ -45,9 +45,9 @@ pub mod indicators;
pub use error::{Error, Result};
pub use indicators::{
Adx, AdxOutput, Aroon, AroonOutput, Atr, AwesomeOscillator, BollingerBands, BollingerOutput,
Cci, Dema, Donchian, DonchianOutput, Ema, Hma, Kama, Keltner, KeltnerOutput, MacdIndicator,
MacdOutput, Mfi, Obv, Psar, Roc, RollingVwap, Rsi, Sma, Smma, Stochastic, StochasticOutput,
Tema, Trima, Trix, Vwap, Vwma, WilliamsR, Wma, Zlema, T3,
Cci, Cmo, Dema, Donchian, DonchianOutput, Ema, Hma, Kama, Keltner, KeltnerOutput,
MacdIndicator, MacdOutput, Mfi, Mom, Obv, Pmo, Psar, Roc, RollingVwap, Rsi, Sma, Smma,
Stochastic, StochasticOutput, Tema, Trima, Trix, Tsi, Vwap, Vwma, WilliamsR, Wma, Zlema, T3,
};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};