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
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@@ -258,3 +258,13 @@ def test_funding_basis_non_positive_index_raises():
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def test_funding_rate_non_finite_raises():
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with pytest.raises(ValueError):
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ta.FundingRate().update(float("nan"))
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def test_oi_price_divergence_zero_window_raises():
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with pytest.raises(ValueError):
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ta.OIPriceDivergence(0)
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def test_oi_weighted_non_positive_mark_raises():
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with pytest.raises(ValueError):
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ta.OIWeighted().update(0.0, 100.0)
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