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
+30 -28
View File
@@ -44,35 +44,37 @@ pub mod indicators;
pub use error::{Error, Result};
pub use indicators::{
AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, Adl, Adx,
AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, AnchoredVwap, Apo, Aroon, AroonOscillator,
AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, AwesomeOscillator,
AwesomeOscillatorHistogram, BalanceOfPower, BollingerBands, BollingerBandwidth,
BollingerOutput, Camarilla, CamarillaPivotsOutput, Cci, Cfo, ChaikinMoneyFlow,
ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, Cmo, ConnorsRsi,
Coppock, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, Donchian, DonchianOutput,
DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo, EaseOfMovement,
ElderImpulse, Ema, Evwma, FibonacciPivots, FibonacciPivotsOutput, ForceIndex,
FractalChaosBands, FractalChaosBandsOutput, Frama, GarmanKlassVolatility, HiLoActivator,
HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput, Inertia, Jma, Kama, Keltner,
KeltnerOutput, Kst, KstOutput, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel,
AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, AnchoredVwap, Apo, Aroon,
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop,
AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BollingerBands,
BollingerBandwidth, BollingerOutput, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity,
Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
ClassicPivotsOutput, Cmo, ConnorsRsi, Coppock, CyberneticCycle, Decycler, DecyclerOscillator,
Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, Donchian, DonchianOutput, DonchianStop,
DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo, EaseOfMovement,
EhlersStochastic, ElderImpulse, Ema, EmpiricalModeDecomposition, Evwma, Fama, FibonacciPivots,
FibonacciPivotsOutput, FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput,
Frama, GarmanKlassVolatility, HiLoActivator, HilbertDominantCycle, HistoricalVolatility, Hma,
HurstChannel, HurstChannelOutput, Inertia, InstantaneousTrendline, InverseFisherTransform, Jma,
Kama, Keltner, KeltnerOutput, Kst, KstOutput, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel,
LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope, MaEnvelopeOutput,
MacdIndicator, MacdOutput, MarketFacilitationIndex, MassIndex, McGinleyDynamic, MedianPrice,
Mfi, Mom, Natr, Nvi, Obv, ParkinsonVolatility, PercentB, PercentageTrailingStop, Pgo, Pmo, Ppo,
Psar, Pvi, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap, Rsi, Rvi,
RviVolatility, Rwi, RwiOutput, Sma, Smi, Smma, StandardErrorBands, StandardErrorBandsOutput,
StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop, StochRsi, Stochastic,
StochasticOutput, SuperTrend, SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker,
TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
TdSequentialOutput, TdSetup, Tema, Tii, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
TtmSqueezeOutput, TypicalPrice, UlcerIndex, UltimateOscillator, VerticalHorizontalFilter,
Vidya, VoltyStop, VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap,
VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose,
WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput,
YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
Zlema, T3,
MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, MassIndex,
McGinleyDynamic, MedianPrice, Mfi, Mom, Natr, Nvi, Obv, ParkinsonVolatility, PercentB,
PercentageTrailingStop, Pgo, Pmo, Ppo, Psar, Pvi, RenkoTrailingStop, Roc,
RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput,
SineWave, Sma, Smi, Smma, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
StarcBandsOutput, Stc, StdDev, StepTrailingStop, StochRsi, Stochastic, StochasticOutput,
SuperSmoother, SuperTrend, SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, Tii, Trima,
Trix, TrueRange, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TypicalPrice, UlcerIndex,
UltimateOscillator, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma,
Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals, WilliamsFractalsOutput,
WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore,
ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, T3,
};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};