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:
@@ -117,6 +117,30 @@ def test_obv_streaming_matches_batch(ohlc_series):
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assert _equal_with_nan(batch, streamed)
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def test_mama_streaming_matches_batch(sine_prices):
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batch = ta.MAMA().batch(sine_prices)
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streamer = ta.MAMA()
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rows = []
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for p in sine_prices:
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v = streamer.update(float(p))
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if v is None:
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rows.append([math.nan, math.nan])
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else:
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rows.append(list(v))
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streamed = np.array(rows, dtype=np.float64)
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assert _equal_with_nan(batch, streamed)
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def test_super_smoother_streaming_matches_batch(sine_prices):
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batch = ta.SuperSmoother(10).batch(sine_prices)
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streamer = ta.SuperSmoother(10)
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streamed = np.array(
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[math.nan if (v := streamer.update(float(p))) is None else float(v) for p in sine_prices],
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dtype=np.float64,
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)
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assert _equal_with_nan(batch, streamed)
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def test_rolling_vwap_streaming_matches_batch(ohlc_series):
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# RollingVWAP(20) on the shared OHLC series. Provides finite-memory VWAP
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# parity coverage now that the indicator is exposed across all bindings.
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