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:
kingchenc
2026-06-08 04:17:06 +02:00
committed by GitHub
parent 5862401958
commit 91aa6fffbf
19 changed files with 2692 additions and 74 deletions
+54
View File
@@ -409,6 +409,15 @@ export interface VolumeProfileValue {
priceHigh: number
bins: Array<number>
}
export interface HighLowVolumeNodesValue {
hvn: number
lvn: number
}
export interface CompositeProfileValue {
poc: number
vah: number
val: number
}
export interface TpoProfileValue {
priceLow: number
priceHigh: number
@@ -3470,6 +3479,51 @@ export declare class ValueArea {
update(high: number, low: number, volume: number): ValueAreaValue | null
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
}
export type NakedPocNode = NakedPoc
export declare class NakedPoc {
constructor(sessionLen: number, binCount: number)
update(high: number, low: number, close: number, volume: number): number | null
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type SinglePrintsNode = SinglePrints
export declare class SinglePrints {
constructor(period: number, binCount: number)
update(high: number, low: number): number | null
batch(high: Array<number>, low: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type ProfileShapeNode = ProfileShape
export declare class ProfileShape {
constructor(period: number, binCount: number)
update(high: number, low: number, volume: number): number | null
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type HighLowVolumeNodesNode = HighLowVolumeNodes
export declare class HighLowVolumeNodes {
constructor(period: number, binCount: number)
update(high: number, low: number, volume: number): HighLowVolumeNodesValue | null
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type CompositeProfileNode = CompositeProfile
export declare class CompositeProfile {
constructor(period: number, binCount: number, valueAreaPct: number)
update(high: number, low: number, volume: number): CompositeProfileValue | null
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type VolumeProfileNode = VolumeProfile
export declare class VolumeProfile {
constructor(period: number, binCount: number)