feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)
* feat(family-08): add Classic, Fibonacci, Camarilla, Woodie and DeMark pivots + Williams Fractals + ZigZag
Seven new indicators land the previously empty Pivots & S/R family
(family 08), each implemented in wickra-core with the full Indicator
trait surface (update / reset / warmup_period / is_ready / name),
exposed across Python (PyO3), Node (napi-rs) and WASM (wasm-bindgen)
with the standard streaming + batch APIs, and covered by Rust unit
tests, Python streaming-vs-batch + reference-value tests, Node
streaming-vs-batch tests, the candle-input fuzz target and Rust
microbenchmarks.
- ClassicPivots (7 levels): PP = (H+L+C)/3, three R/S tiers per the
floor-trader formulas.
- FibonacciPivots (7 levels): PP plus R/S spaced by 0.382 / 0.618 /
1.000 of the prior range.
- Camarilla (9 levels): Nick Stott's four-tier `C +/- (H - L) * 1.1 /
{12, 6, 4, 2}` levels.
- WoodiePivots (5 levels): close-weighted PP = (H + L + 2*C) / 4 plus
two R/S tiers.
- DemarkPivots (3 levels): conditional X sum based on the previous
bar's open-vs-close relationship.
- WilliamsFractals: five-bar swing detector emitting optional up/down
fractal prices at the centre of each window.
- ZigZag: percent-threshold swing tracker, non-repainting; emits the
just-completed extreme and direction on confirmed reversals only.
README family table updated to nine families / 78 indicators;
CHANGELOG records the family-08 addition under [Unreleased].
* fix(family-08 tests): unify MULTI dict to 3-tuple (factory, batch_call, k)
The HEAD-side family-08 test parametrised MULTI[name] as
`(factory, batch_call, output_arity)` so that pivots with arity 3/5/7/9
fit the same harness. Main's entries arrived as 2-tuples; convert them
all to the 3-tuple shape so `make, batch_call, k = MULTI[name]` unpacks
cleanly. Lifecycle test now indexes the tuple instead of destructuring.
* test(zig_zag): tighten flat-oscillation test (drop dead counter branch)
The previous version of `small_oscillations_yield_no_swings` counted
emitted swings, but the assertion proves the counter never increments
so codecov flagged `emitted += 1` as uncovered. Switch to a per-bar
`assert!(...is_none())` — same coverage of the no-swing path, no dead
branch.
This commit is contained in:
@@ -109,7 +109,7 @@ python -m benchmarks.compare_libraries
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## Indicators
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128 streaming-first indicators across nine families. Every one passes the
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135 streaming-first indicators across ten families. Every one passes the
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`batch == streaming` equivalence test, reference-value tests, and reset
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semantics tests.
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@@ -124,6 +124,7 @@ semantics tests.
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| Trailing Stops | Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
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| Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
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| Price Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle |
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| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
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Adding a new indicator means implementing one trait in Rust; all four bindings
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inherit it automatically.
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@@ -196,7 +197,7 @@ A Python live-trading example using the public `websockets` package lives at
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```
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wickra/
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├── crates/
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│ ├── wickra-core/ core engine + all 128 indicators
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│ ├── wickra-core/ core engine + all 135 indicators
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│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
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│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
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├── bindings/
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