feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

Implements Family 10 (Ehlers / Cycle) end-to-end across Rust core,
Python / Node / WASM bindings, fuzz, tests, benches and docs. This
is an entirely new family covering John Ehlers' digital-signal-
processing school of cycle analytics — a strong differentiator
versus TA-Lib and pandas-ta, which ship only fragments.

Indicators:
- MAMA (Mesa Adaptive MA) — multi-output { mama, fama }
- FAMA (Following Adaptive MA) — scalar wrapper around MAMA's slow line
- Fisher Transform — Gaussian-normalising price transform
- Inverse Fisher Transform — bounded oscillator (tanh-based)
- SuperSmoother — 2-pole Butterworth lowpass
- Roofing Filter — high-pass + SuperSmoother bandpass
- Decycler — price minus 2-pole high-pass (lag-free trend)
- Decycler Oscillator — fast / slow Decycler difference (MACD-like)
- Hilbert Dominant Cycle — phase-derived period estimator [6, 50]
- Sine Wave Indicator — sin(phase) with 45° lead companion
- Adaptive Cycle Indicator — half-period driver for adaptive oscillators
- Center of Gravity Oscillator — weighted-mass momentum
- Cybernetic Cycle Component — EasyLanguage classic
- Empirical Mode Decomposition — bandpass + envelope mean
- Ehlers Stochastic — Stochastic on Roofing Filter input, [-1, +1]
- Instantaneous Trendline — Ehlers 2-pole lag-free trend

Indicator count rises 71 -> 87 across nine families (was eight).

All sixteen pass batch == streaming equivalence, expose the standard
Indicator surface (update / batch / reset / is_ready / warmup_period
/ name), are fuzz-tested, benchmarked against the checked-in BTCUSDT
1-minute dataset and reach across all four bindings.

Wiki deep-dive drafts for every indicator + Sidebar / Overview /
Home / Warmup updates are staged under indicator-ideas/families/
wiki/family-10-ehlers-cycle/ in the main repo (ghost-ignored) for
the maintainer to publish to the wiki repo manually.
This commit is contained in:
kingchenc
2026-05-25 22:14:27 +02:00
committed by GitHub
parent 4f9ed34884
commit 7a18a26daf
34 changed files with 4947 additions and 46 deletions
@@ -75,6 +75,22 @@ const scalarFactories = {
LaguerreRSI: () => new wickra.LaguerreRSI(0.5),
ConnorsRSI: () => new wickra.ConnorsRSI(3, 2, 100),
RVIVolatility: () => new wickra.RVIVolatility(10),
// Family 10 — Ehlers / Cycle
SuperSmoother: () => new wickra.SuperSmoother(10),
FisherTransform: () => new wickra.FisherTransform(10),
InverseFisherTransform: () => new wickra.InverseFisherTransform(1.0),
Decycler: () => new wickra.Decycler(20),
DecyclerOscillator: () => new wickra.DecyclerOscillator(10, 30),
RoofingFilter: () => new wickra.RoofingFilter(10, 48),
CenterOfGravity: () => new wickra.CenterOfGravity(10),
CyberneticCycle: () => new wickra.CyberneticCycle(10),
InstantaneousTrendline: () => new wickra.InstantaneousTrendline(20),
EhlersStochastic: () => new wickra.EhlersStochastic(20),
EmpiricalModeDecomposition: () => new wickra.EmpiricalModeDecomposition(20, 0.5),
HilbertDominantCycle: () => new wickra.HilbertDominantCycle(),
AdaptiveCycle: () => new wickra.AdaptiveCycle(),
SineWave: () => new wickra.SineWave(),
FAMA: () => new wickra.FAMA(0.5, 0.05),
};
for (const [name, make] of Object.entries(scalarFactories)) {
@@ -213,6 +229,8 @@ const multi = {
TDLines: { make: () => new wickra.TDLines(4, 9), fields: ['resistance', 'support'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
TDRangeProjection: { make: () => new wickra.TDRangeProjection(), fields: ['high', 'low'], step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
TDRiskLevel: { make: () => new wickra.TDRiskLevel(4, 9), fields: ['buyRisk', 'sellRisk'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
// Family 10: Ehlers / Cycle (multi-output)
MAMA: { make: () => new wickra.MAMA(0.5, 0.05), fields: ['mama', 'fama'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
};
for (const [name, d] of Object.entries(multi)) {