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.
This commit is contained in:
kingchenc
2026-05-22 17:45:02 +02:00
parent ed7324115c
commit 780a176072
15 changed files with 1573 additions and 3 deletions
+35
View File
@@ -77,6 +77,8 @@ wasm_scalar_indicator!(WasmRoc, "ROC", wc::Roc, period: usize);
wasm_scalar_indicator!(WasmTrix, "TRIX", wc::Trix, period: usize);
wasm_scalar_indicator!(WasmSmma, "SMMA", wc::Smma, period: usize);
wasm_scalar_indicator!(WasmTrima, "TRIMA", wc::Trima, period: usize);
wasm_scalar_indicator!(WasmZlema, "ZLEMA", wc::Zlema, period: usize);
wasm_scalar_indicator!(WasmT3, "T3", wc::T3, period: usize, v: f64);
// ---------- KAMA (three params) ----------
@@ -324,6 +326,39 @@ impl WasmObv {
}
}
#[wasm_bindgen(js_name = VWMA)]
pub struct WasmVwma {
inner: wc::Vwma,
}
#[wasm_bindgen(js_class = VWMA)]
impl WasmVwma {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmVwma, JsError> {
Ok(Self {
inner: wc::Vwma::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, close: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(close, close, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
if close.len() != volume.len() {
return Err(JsError::new("close and volume must be equal length"));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
let c = make_candle(close[i], close[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ADX)]
pub struct WasmAdx {
inner: wc::Adx,