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:
@@ -24,6 +24,7 @@ mod awesome_oscillator_histogram;
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mod balance_of_power;
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mod bollinger;
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mod bollinger_bandwidth;
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mod camarilla_pivots;
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mod cci;
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mod cfo;
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mod chaikin_oscillator;
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@@ -31,12 +32,14 @@ mod chaikin_volatility;
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mod chande_kroll_stop;
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mod chandelier_exit;
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mod choppiness_index;
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mod classic_pivots;
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mod cmf;
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mod cmo;
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mod connors_rsi;
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mod coppock;
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mod dema;
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mod demand_index;
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mod demark_pivots;
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mod donchian;
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mod donchian_stop;
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mod double_bollinger;
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@@ -45,6 +48,7 @@ mod ease_of_movement;
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mod elder_impulse;
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mod ema;
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mod evwma;
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mod fibonacci_pivots;
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mod force_index;
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mod fractal_chaos_bands;
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mod frama;
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@@ -125,12 +129,15 @@ mod vwma;
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mod vzo;
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mod wave_trend;
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mod weighted_close;
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mod williams_fractals;
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mod williams_r;
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mod wma;
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mod woodie_pivots;
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mod yang_zhang;
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mod yoyo_exit;
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mod z_score;
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mod zero_lag_macd;
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mod zig_zag;
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mod zlema;
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pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
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@@ -153,6 +160,7 @@ pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
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pub use balance_of_power::BalanceOfPower;
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pub use bollinger::{BollingerBands, BollingerOutput};
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pub use bollinger_bandwidth::BollingerBandwidth;
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pub use camarilla_pivots::{Camarilla, CamarillaPivotsOutput};
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pub use cci::Cci;
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pub use cfo::Cfo;
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pub use chaikin_oscillator::ChaikinOscillator;
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@@ -160,12 +168,14 @@ pub use chaikin_volatility::ChaikinVolatility;
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pub use chande_kroll_stop::{ChandeKrollStop, ChandeKrollStopOutput};
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pub use chandelier_exit::{ChandelierExit, ChandelierExitOutput};
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pub use choppiness_index::ChoppinessIndex;
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pub use classic_pivots::{ClassicPivots, ClassicPivotsOutput};
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pub use cmf::ChaikinMoneyFlow;
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pub use cmo::Cmo;
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pub use connors_rsi::ConnorsRsi;
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pub use coppock::Coppock;
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pub use dema::Dema;
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pub use demand_index::DemandIndex;
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pub use demark_pivots::{DemarkPivots, DemarkPivotsOutput};
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pub use donchian::{Donchian, DonchianOutput};
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pub use donchian_stop::{DonchianStop, DonchianStopOutput};
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pub use double_bollinger::{DoubleBollinger, DoubleBollingerOutput};
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@@ -174,6 +184,7 @@ pub use ease_of_movement::EaseOfMovement;
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pub use elder_impulse::ElderImpulse;
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pub use ema::Ema;
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pub use evwma::Evwma;
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pub use fibonacci_pivots::{FibonacciPivots, FibonacciPivotsOutput};
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pub use force_index::ForceIndex;
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pub use fractal_chaos_bands::{FractalChaosBands, FractalChaosBandsOutput};
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pub use frama::Frama;
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@@ -254,10 +265,13 @@ pub use vwma::Vwma;
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pub use vzo::Vzo;
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pub use wave_trend::{WaveTrend, WaveTrendOutput};
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pub use weighted_close::WeightedClose;
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pub use williams_fractals::{WilliamsFractals, WilliamsFractalsOutput};
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pub use williams_r::WilliamsR;
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pub use wma::Wma;
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pub use woodie_pivots::{WoodiePivots, WoodiePivotsOutput};
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pub use yang_zhang::YangZhangVolatility;
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pub use yoyo_exit::YoyoExit;
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pub use z_score::ZScore;
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pub use zero_lag_macd::{ZeroLagMacd, ZeroLagMacdOutput};
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pub use zig_zag::{ZigZag, ZigZagOutput};
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pub use zlema::Zlema;
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