feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

* feat(derivatives): OIPriceDivergence indicator (core)

* feat(derivatives): OIWeighted indicator (core)

* feat(derivatives): LongShortRatio indicator (core)

* feat(derivatives): TakerBuySellRatio indicator (core)

* feat(derivatives): LiquidationFeatures multi-output indicator (core)

* feat(derivatives): Python, Node and WASM bindings for OI, flow & liquidation indicators

* test(derivatives): Python and Node tests for OI, flow & liquidation indicators

* fuzz(derivatives): drive OI, flow & liquidation indicators in derivatives target

* docs(derivatives): README row + counter 237->242, CHANGELOG part 2
This commit is contained in:
kingchenc
2026-06-01 21:50:35 +02:00
committed by GitHub
parent 5eb820a9c7
commit 8e5bfd07ce
20 changed files with 2078 additions and 27 deletions
@@ -258,3 +258,13 @@ def test_funding_basis_non_positive_index_raises():
def test_funding_rate_non_finite_raises():
with pytest.raises(ValueError):
ta.FundingRate().update(float("nan"))
def test_oi_price_divergence_zero_window_raises():
with pytest.raises(ValueError):
ta.OIPriceDivergence(0)
def test_oi_weighted_non_positive_mark_raises():
with pytest.raises(ValueError):
ta.OIWeighted().update(0.0, 100.0)