F2: add ZLEMA, T3 and VWMA advanced moving averages
Completes the F2 family (Advanced MAs) end to end: - Rust core: zlema.rs (Zero-Lag EMA over the de-lagged series 2·price − price[lag]), t3.rs (Tillson's six-EMA cascade with the volume-factor polynomial), vwma.rs (volume-weighted rolling mean with a zero-volume fallback to the unweighted mean). Each with a full Indicator impl, runnable doctest and reference-value / warmup / reset / batch==streaming / non-finite tests. - Python: PyZlema / PyT3 / PyVwma PyO3 classes + module registration + .pyi stubs (T3 defaults v=0.7). - Node: ZlemaNode via the scalar macro, explicit T3Node and VwmaNode classes; index.d.ts and index.js updated. - WASM: WasmZlema / WasmT3 via the scalar macro, explicit WasmVwma. - Wiki: Indicator-Zlema.md, Indicator-T3.md, Indicator-Vwma.md plus rows in Indicators-Overview.md and entries in Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 232 core tests, 25 data tests and 33 doctests green.
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@@ -104,6 +104,7 @@ node_scalar_indicator!(RocNode, "ROC", wc::Roc);
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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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// ============================== MACD ==============================
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@@ -1027,3 +1028,90 @@ impl KamaNode {
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flatten(self.inner.batch(&prices))
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}
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}
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// ============================== T3 ==============================
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#[napi(js_name = "T3")]
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pub struct T3Node {
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inner: wc::T3,
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}
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#[napi]
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impl T3Node {
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#[napi(constructor)]
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pub fn new(period: u32, v: f64) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::T3::new(period as usize, v).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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pub struct VwmaNode {
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inner: wc::Vwma,
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}
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#[napi]
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impl VwmaNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Vwma::new(period 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, close: f64, volume: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(close, close, close, volume)?))
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}
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#[napi]
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pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
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if close.len() != volume.len() {
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return Err(NapiError::from_reason(
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"close and volume must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(close.len());
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for i in 0..close.len() {
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out.push(
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self.inner
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.update(cnd(close[i], close[i], close[i], volume[i])?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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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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