feat(market-profile): naked POC, single prints, profile shape, HVN/LVN, composite profile (B17) (#216)
## B17 Market Profile — five new indicators (493 → 498)
| Indicator | Output | Notes |
|-----------|--------|-------|
| `NakedPoc` | `f64` | most recent untouched point-of-control level |
| `SinglePrints` | `f64` | count of single-print price levels |
| `ProfileShape` | `f64` | b/P/D shape classification as a numeric code |
| `HighLowVolumeNodes` | struct `{hvn, lvn}` | highest/lowest volume nodes |
| `CompositeProfile` | struct `{poc, vah, val}` | multi-session composite volume profile |
### Wiring
- Core structs + full unit tests; all join the existing **Market Profile** family.
- Hand-written Python/Node/WASM bindings (f64 via candle helpers; struct via PyArray2 / `#[napi(object)]` / `Object`+`Reflect::set`).
- Fuzz drives in `indicator_update_candle.rs`; CANDLE_SCALAR + MULTI registry tests + reference tests.
- README counter + `docs/README.md` + `FAMILIES` assert bumped to 498.
### Verify (local, all green)
- `cargo test -p wickra-core --lib`: 4066 · `--doc`: 448
- clippy workspace: clean
- node: 568 · pytest: 938
This commit is contained in:
Vendored
+54
@@ -409,6 +409,15 @@ export interface VolumeProfileValue {
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priceHigh: number
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bins: Array<number>
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}
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export interface HighLowVolumeNodesValue {
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hvn: number
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lvn: number
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}
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export interface CompositeProfileValue {
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poc: number
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vah: number
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val: number
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}
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export interface TpoProfileValue {
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priceLow: number
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priceHigh: number
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@@ -3470,6 +3479,51 @@ export declare class ValueArea {
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update(high: number, low: number, volume: number): ValueAreaValue | null
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batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
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}
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export type NakedPocNode = NakedPoc
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export declare class NakedPoc {
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constructor(sessionLen: number, binCount: number)
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update(high: number, low: number, close: number, volume: number): number | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type SinglePrintsNode = SinglePrints
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export declare class SinglePrints {
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constructor(period: number, binCount: number)
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update(high: number, low: number): number | null
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batch(high: Array<number>, low: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type ProfileShapeNode = ProfileShape
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export declare class ProfileShape {
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constructor(period: number, binCount: number)
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update(high: number, low: number, volume: number): number | null
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batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type HighLowVolumeNodesNode = HighLowVolumeNodes
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export declare class HighLowVolumeNodes {
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constructor(period: number, binCount: number)
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update(high: number, low: number, volume: number): HighLowVolumeNodesValue | null
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batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type CompositeProfileNode = CompositeProfile
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export declare class CompositeProfile {
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constructor(period: number, binCount: number, valueAreaPct: number)
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update(high: number, low: number, volume: number): CompositeProfileValue | null
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batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type VolumeProfileNode = VolumeProfile
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export declare class VolumeProfile {
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constructor(period: number, binCount: number)
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