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