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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@@ -114,6 +114,8 @@ mod linreg;
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mod linreg_angle;
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mod linreg_channel;
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mod linreg_slope;
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mod liquidation_features;
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mod long_short_ratio;
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mod ma_envelope;
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mod macd;
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mod mama;
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@@ -135,6 +137,8 @@ mod ob_imbalance_top1;
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mod ob_imbalance_topn;
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mod obv;
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mod oi_delta;
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mod oi_price_divergence;
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mod oi_weighted;
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mod omega_ratio;
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mod opening_range;
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mod pain_index;
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@@ -186,6 +190,7 @@ mod stochastic;
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mod super_smoother;
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mod super_trend;
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mod t3;
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mod taker_buy_sell_ratio;
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mod td_combo;
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mod td_countdown;
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mod td_demarker;
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@@ -351,6 +356,8 @@ pub use linreg::LinearRegression;
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pub use linreg_angle::LinRegAngle;
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pub use linreg_channel::{LinRegChannel, LinRegChannelOutput};
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pub use linreg_slope::LinRegSlope;
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pub use liquidation_features::{LiquidationFeatures, LiquidationFeaturesOutput};
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pub use long_short_ratio::LongShortRatio;
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pub use ma_envelope::{MaEnvelope, MaEnvelopeOutput};
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pub use macd::{MacdIndicator, MacdOutput};
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pub use mama::{Mama, MamaOutput};
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@@ -372,6 +379,8 @@ pub use ob_imbalance_top1::OrderBookImbalanceTop1;
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pub use ob_imbalance_topn::OrderBookImbalanceTopN;
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pub use obv::Obv;
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pub use oi_delta::OpenInterestDelta;
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pub use oi_price_divergence::OIPriceDivergence;
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pub use oi_weighted::OIWeighted;
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pub use omega_ratio::OmegaRatio;
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pub use opening_range::{OpeningRange, OpeningRangeOutput};
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pub use pain_index::PainIndex;
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@@ -423,6 +432,7 @@ pub use stochastic::{Stochastic, StochasticOutput};
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pub use super_smoother::SuperSmoother;
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pub use super_trend::{SuperTrend, SuperTrendOutput};
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pub use t3::T3;
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pub use taker_buy_sell_ratio::TakerBuySellRatio;
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pub use td_combo::TdCombo;
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pub use td_countdown::TdCountdown;
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pub use td_demarker::TdDeMarker;
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@@ -769,6 +779,11 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"FundingRateZScore",
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"FundingBasis",
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"OpenInterestDelta",
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"OIPriceDivergence",
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"OIWeighted",
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"LongShortRatio",
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"TakerBuySellRatio",
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"LiquidationFeatures",
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],
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),
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(
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@@ -825,6 +840,6 @@ 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, 232, "FAMILIES total drifted from indicator count");
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assert_eq!(total, 237, "FAMILIES total drifted from indicator count");
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}
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}
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