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
+4
View File
@@ -98,6 +98,10 @@ Rust / Python / Node examples. They are grouped by family, mirroring the
- [Indicator-Trix.md](indicators/momentum/Indicator-Trix.md)
- [Indicator-AwesomeOscillator.md](indicators/momentum/Indicator-AwesomeOscillator.md)
- [Indicator-Aroon.md](indicators/momentum/Indicator-Aroon.md)
- [Indicator-Mom.md](indicators/momentum/Indicator-Mom.md)
- [Indicator-Cmo.md](indicators/momentum/Indicator-Cmo.md)
- [Indicator-Tsi.md](indicators/momentum/Indicator-Tsi.md)
- [Indicator-Pmo.md](indicators/momentum/Indicator-Pmo.md)
**Volatility** — envelope width and per-bar dispersion measures.