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

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* 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
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crates/wickra-core/src/lib.rs
+21 -19
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@@ -69,25 +69,27 @@ pub use indicators::{
InitialBalance, InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform,
InvertedHammer, Jma, Kama, KellyCriterion, Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis,
Kvo, KylesLambda, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope,
MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
Microprice, Mom, MorningEveningStar, Natr, Nvi, Obv, OmegaRatio, OpenInterestDelta,
OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud, Pmo, Ppo,
ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RecoveryFactor,
RelativeStrengthAB, RelativeStrengthOutput, RenkoTrailingStop, Roc, RogersSatchellVolatility,
RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar,
SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation,
SpinningTop, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
StarcBandsOutput, Stc, StdDev, StepTrailingStop, StochRsi, Stochastic, StochasticOutput,
SuperSmoother, SuperTrend, SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside,
ThreeOutside, ThreeSoldiersOrCrows, Tii, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange,
Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator,
ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope, LinearRegression,
LiquidationFeatures, LiquidationFeaturesOutput, LongShortRatio, MaEnvelope, MaEnvelopeOutput,
MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom,
MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio,
OpenInterestDelta, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread,
RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput, RenkoTrailingStop, Roc,
RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput,
SharpeRatio, ShootingStar, SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio,
SpearmanCorrelation, SpinningTop, StandardError, StandardErrorBands, StandardErrorBandsOutput,
StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop, StochRsi, Stochastic,
StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio, TdCombo,
TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure,
TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput,
TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
ThreeSoldiersOrCrows, Tii, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv,
TtmSqueeze, TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,