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F9: add Accumulation/Distribution Line and Volume-Price Trend

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Completes the F9 family (Cumulative volume) end to end:

- Rust core: adl.rs (Accumulation/Distribution Line — cumulative
  range-weighted volume) and vpt.rs (Volume-Price Trend — cumulative
  volume scaled by percentage price change). Each with a full Indicator
  impl, runnable doctest and reference / cumulative-property / warmup /
  reset / batch==streaming tests.
- Python: PyAdl / PyVolumePriceTrend PyO3 classes + module registration
  + .pyi stubs (no parameters, like OBV/VWAP).
- Node: explicit AdlNode and VolumePriceTrendNode; index.d.ts and
  index.js updated.
- WASM: WasmAdl and WasmVolumePriceTrend.
- Wiki: Indicator-Adl.md and Indicator-VolumePriceTrend.md plus rows in
  Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 373 core tests,
25 data tests and 53 doctests green.
This commit is contained in:
kingchenc
2026-05-22 18:38:21 +02:00
parent 99dd144576
commit 81962485af
13 changed files with 1088 additions and 8 deletions
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docs/wiki/Indicators-Overview.md
+3 -1
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@@ -1,6 +1,6 @@
# Indicators Overview
Wickra ships 48 indicators, organised in source under the four classical
Wickra ships 50 indicators, organised in source under the four classical
families — trend, momentum, volatility, volume — that map directly to the
directory structure of `crates/wickra-core/src/indicators/`. The same family
labels are used here, plus a second-level grouping that reflects how the
@@ -160,6 +160,8 @@ Volume indicators all take `Candle` input because they need `close` and
|---------------|-----------|-------|--------|-------|----------|--------|-----------|
| `Obv` | On-Balance Volume: cumulative signed volume driven by close-vs-prior-close sign. | `Candle` | `f64` | unbounded (drifts with cumulative volume) | (no parameters) | `1` | [Indicator-Obv.md](indicators/volume/Indicator-Obv.md) |
| `Vwap` | Cumulative volume-weighted average price from the start of the stream (intraday reset is your responsibility). | `Candle` | `f64` | unbounded (price scale) | (no parameters) | `1` | [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md) |
| `Adl` | Accumulation/Distribution Line; cumulative range-weighted volume. | `Candle` | `f64` | unbounded (drifts with volume) | (no parameters) | `1` | [Indicator-Adl.md](indicators/volume/Indicator-Adl.md) |
| `VolumePriceTrend` | Cumulative `volume · ROC`; volume flow weighted by percentage move. | `Candle` | `f64` | unbounded (drifts with volume) | (no parameters) | `1` | [Indicator-VolumePriceTrend.md](indicators/volume/Indicator-VolumePriceTrend.md) |
### Rolling