Add B10 Ehlers / Cycle deepening (10 indicators) (#199)
Deepens the **Ehlers / Cycle (DSP)** family (B10) with ten indicators (452 -> 462): - **HighpassFilter**, **Reflex**, **Trendflex**, **CorrelationTrendIndicator**, **AdaptiveRsi**, **UniversalOscillator** — scalar (f64) Ehlers filters/oscillators. - **AdaptiveCci** — efficiency-ratio-adaptive CCI on typical price (Candle input). - **BandpassFilter**, **EvenBetterSinewave**, **AutocorrelationPeriodogram** — multi-arg scalar (hand-written bindings; the wasm variadic scalar macro covers wasm). Verified locally: 3755 core lib + 420 doc tests, clippy clean, 537 node tests, 881 pytest, counter 462.
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kingchenc
@@ -16,8 +16,10 @@ mod acceleration_bands;
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mod accelerator_oscillator;
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mod ad_oscillator;
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mod ad_volume_line;
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mod adaptive_cci;
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mod adaptive_cycle;
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mod adaptive_laguerre_filter;
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mod adaptive_rsi;
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mod adl;
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mod advance_block;
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mod advance_decline;
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@@ -39,12 +41,14 @@ mod atr_ratchet;
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mod atr_trailing_stop;
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mod auto_fib;
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mod autocorrelation;
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mod autocorrelation_periodogram;
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mod average_daily_range;
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mod average_drawdown;
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mod avg_price;
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mod awesome_oscillator;
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mod awesome_oscillator_histogram;
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mod balance_of_power;
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mod bandpass_filter;
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mod bat;
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mod belt_hold;
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mod beta;
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@@ -81,6 +85,7 @@ mod concealing_baby_swallow;
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mod conditional_value_at_risk;
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mod connors_rsi;
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mod coppock;
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mod correlation_trend_indicator;
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mod counterattack;
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mod crab;
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mod cumulative_volume_index;
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@@ -121,6 +126,7 @@ mod elder_safezone;
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mod ema;
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mod empirical_mode_decomposition;
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mod engulfing;
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mod even_better_sinewave;
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mod evening_doji_star;
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mod evwma;
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mod ewma_volatility;
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@@ -166,6 +172,7 @@ mod heikin_ashi;
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mod high_low_index;
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mod high_low_range;
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mod high_wave;
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mod highpass_filter;
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mod hikkake;
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mod hikkake_modified;
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mod hilbert_dominant_cycle;
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@@ -300,6 +307,7 @@ mod realized_spread;
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mod realized_volatility;
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mod recovery_factor;
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mod rectangle_range;
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mod reflex;
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mod regime_label;
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mod relative_strength_ab;
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mod renko_bars;
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@@ -397,6 +405,7 @@ mod trade_imbalance;
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mod trade_volume_index;
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mod trend_label;
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mod trend_strength_index;
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mod trendflex;
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mod treynor_ratio;
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mod triangle;
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mod trima;
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@@ -418,6 +427,7 @@ mod typical_price;
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mod ulcer_index;
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mod ultimate_oscillator;
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mod unique_three_river;
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mod universal_oscillator;
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mod up_down_volume_ratio;
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mod upside_gap_three_methods;
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mod upside_gap_two_crows;
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@@ -468,8 +478,10 @@ pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
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pub use accelerator_oscillator::AcceleratorOscillator;
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pub use ad_oscillator::AdOscillator;
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pub use ad_volume_line::AdVolumeLine;
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pub use adaptive_cci::AdaptiveCci;
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pub use adaptive_cycle::AdaptiveCycle;
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pub use adaptive_laguerre_filter::AdaptiveLaguerreFilter;
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pub use adaptive_rsi::AdaptiveRsi;
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pub use adl::Adl;
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pub use advance_block::AdvanceBlock;
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pub use advance_decline::AdvanceDecline;
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@@ -491,12 +503,14 @@ pub use atr_ratchet::{AtrRatchet, AtrRatchetOutput};
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pub use atr_trailing_stop::AtrTrailingStop;
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pub use auto_fib::{AutoFib, AutoFibOutput};
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pub use autocorrelation::Autocorrelation;
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pub use autocorrelation_periodogram::AutocorrelationPeriodogram;
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pub use average_daily_range::AverageDailyRange;
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pub use average_drawdown::AverageDrawdown;
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pub use avg_price::AvgPrice;
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pub use awesome_oscillator::AwesomeOscillator;
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pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
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pub use balance_of_power::BalanceOfPower;
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pub use bandpass_filter::BandpassFilter;
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pub use bat::Bat;
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pub use belt_hold::BeltHold;
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pub use beta::Beta;
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@@ -533,6 +547,7 @@ pub use concealing_baby_swallow::ConcealingBabySwallow;
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pub use conditional_value_at_risk::ConditionalValueAtRisk;
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pub use connors_rsi::ConnorsRsi;
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pub use coppock::Coppock;
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pub use correlation_trend_indicator::CorrelationTrendIndicator;
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pub use counterattack::Counterattack;
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pub use crab::Crab;
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pub use cumulative_volume_index::CumulativeVolumeIndex;
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@@ -573,6 +588,7 @@ pub use elder_safezone::{ElderSafeZone, ElderSafeZoneOutput};
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pub use ema::Ema;
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pub use empirical_mode_decomposition::EmpiricalModeDecomposition;
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pub use engulfing::Engulfing;
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pub use even_better_sinewave::EvenBetterSinewave;
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pub use evening_doji_star::EveningDojiStar;
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pub use evwma::Evwma;
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pub use ewma_volatility::EwmaVolatility;
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@@ -618,6 +634,7 @@ pub use heikin_ashi::{HeikinAshi, HeikinAshiOutput};
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pub use high_low_index::HighLowIndex;
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pub use high_low_range::HighLowRange;
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pub use high_wave::HighWave;
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pub use highpass_filter::HighpassFilter;
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pub use hikkake::Hikkake;
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pub use hikkake_modified::HikkakeModified;
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pub use hilbert_dominant_cycle::HilbertDominantCycle;
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@@ -752,6 +769,7 @@ pub use realized_spread::RealizedSpread;
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pub use realized_volatility::RealizedVolatility;
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pub use recovery_factor::RecoveryFactor;
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pub use rectangle_range::RectangleRange;
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pub use reflex::Reflex;
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pub use regime_label::RegimeLabel;
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pub use relative_strength_ab::{RelativeStrengthAB, RelativeStrengthOutput};
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pub use renko_bars::{RenkoBars, RenkoBrick};
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@@ -849,6 +867,7 @@ pub use trade_imbalance::TradeImbalance;
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pub use trade_volume_index::TradeVolumeIndex;
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pub use trend_label::TrendLabel;
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pub use trend_strength_index::TrendStrengthIndex;
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pub use trendflex::Trendflex;
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pub use treynor_ratio::TreynorRatio;
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pub use triangle::Triangle;
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pub use trima::Trima;
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@@ -870,6 +889,7 @@ pub use typical_price::TypicalPrice;
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pub use ulcer_index::UlcerIndex;
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pub use ultimate_oscillator::UltimateOscillator;
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pub use unique_three_river::UniqueThreeRiver;
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pub use universal_oscillator::UniversalOscillator;
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pub use up_down_volume_ratio::UpDownVolumeRatio;
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pub use upside_gap_three_methods::UpsideGapThreeMethods;
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pub use upside_gap_two_crows::UpsideGapTwoCrows;
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@@ -1230,6 +1250,16 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"EmpiricalModeDecomposition",
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"EhlersStochastic",
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"InstantaneousTrendline",
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"HighpassFilter",
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"Reflex",
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"Trendflex",
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"CorrelationTrendIndicator",
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"AdaptiveRsi",
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"UniversalOscillator",
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"AdaptiveCci",
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"BandpassFilter",
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"EvenBetterSinewave",
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"AutocorrelationPeriodogram",
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],
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),
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(
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@@ -1510,6 +1540,6 @@ mod family_tests {
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// the actual indicator count is the early-warning signal that an
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// indicator was added without being assigned a family.
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let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
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assert_eq!(total, 452, "FAMILIES total drifted from indicator count");
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assert_eq!(total, 462, "FAMILIES total drifted from indicator count");
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}
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}
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