feat: add Anchored RSI to the momentum oscillators family (#144)

Cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (set_anchor), the momentum counterpart to Anchored VWAP. Scalar f64 input, 0..=100 output; wired through core, Python, Node and WASM bindings, fuzz, benches, tests and docs. Indicator count 289 -> 290.

bindings/node/__tests__/indicators.test.js

@@ -32,6 +32,7 @@ const scalarFactories = {
   EMA: () => new wickra.EMA(14),
   WMA: () => new wickra.WMA(14),
   RSI: () => new wickra.RSI(14),
+  AnchoredRSI: () => new wickra.AnchoredRSI(),
   DEMA: () => new wickra.DEMA(10),
   TEMA: () => new wickra.TEMA(10),
   HMA: () => new wickra.HMA(9),

bindings/node/index.d.ts

@@ -1224,6 +1224,16 @@ export declare class WilliamsAD {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type AnchoredRsiNode = AnchoredRSI
+export declare class AnchoredRSI {
+  constructor()
+  setAnchor(): void
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type AnchoredVwapNode = AnchoredVWAP
 export declare class AnchoredVWAP {
   constructor()

bindings/node/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -410,6 +410,7 @@ module.exports.PVI = PVI
 module.exports.VolumeOscillator = VolumeOscillator
 module.exports.KVO = KVO
 module.exports.WilliamsAD = WilliamsAD
+module.exports.AnchoredRSI = AnchoredRSI
 module.exports.AnchoredVWAP = AnchoredVWAP
 module.exports.DemandIndex = DemandIndex
 module.exports.TSV = TSV

bindings/node/src/lib.rs

@@ -3179,6 +3179,48 @@ impl AdOscillatorNode {
     }
 }
 
+// ============================== Anchored RSI ==============================
+
+#[napi(js_name = "AnchoredRSI")]
+pub struct AnchoredRsiNode {
+    inner: wc::AnchoredRsi,
+}
+
+#[napi]
+impl AnchoredRsiNode {
+    #[napi(constructor)]
+    #[allow(clippy::new_without_default)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::AnchoredRsi::new(),
+        }
+    }
+    #[napi(js_name = "setAnchor")]
+    pub fn set_anchor(&mut self) {
+        self.inner.set_anchor();
+    }
+    #[napi]
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    #[napi]
+    pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
+        flatten(self.inner.batch(&prices))
+    }
+    #[napi]
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[napi(js_name = "isReady")]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[napi(js_name = "warmupPeriod")]
+    pub fn warmup_period(&self) -> u32 {
+        self.inner.warmup_period() as u32
+    }
+}
+
 // ============================== Anchored VWAP ==============================
 
 #[napi(js_name = "AnchoredVWAP")]

bindings/python/python/wickra/__init__.py

@@ -47,6 +47,7 @@ from ._wickra import (
     EVWMA,
     # Momentum
     RSI,
+    AnchoredRSI,
     MACD,
     Stochastic,
     CCI,
@@ -359,6 +360,7 @@ __all__ = [
     "EVWMA",
     # Momentum
     "RSI",
+    "AnchoredRSI",
     "MACD",
     "Stochastic",
     "CCI",

bindings/python/src/lib.rs

@@ -5052,6 +5052,58 @@ impl PyAdOscillator {
     }
 }
 
+// ============================== Anchored RSI ==============================
+
+#[pyclass(name = "AnchoredRSI", module = "wickra._wickra", skip_from_py_object)]
+#[derive(Clone)]
+struct PyAnchoredRsi {
+    inner: wc::AnchoredRsi,
+}
+
+#[pymethods]
+impl PyAnchoredRsi {
+    #[new]
+    fn new() -> Self {
+        Self {
+            inner: wc::AnchoredRsi::new(),
+        }
+    }
+    fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    /// Re-anchor the cumulative window at the next bar that arrives.
+    fn set_anchor(&mut self) {
+        self.inner.set_anchor();
+    }
+    /// Batch over a close-price numpy column.
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        prices: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray1<f64>>> {
+        let slice = prices
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        Ok(flatten(self.inner.batch(slice)).into_pyarray(py))
+    }
+    #[getter]
+    fn value(&self) -> Option<f64> {
+        self.inner.value()
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+    fn __repr__(&self) -> String {
+        "AnchoredRSI()".to_string()
+    }
+}
+
 // ============================== Anchored VWAP ==============================
 
 #[pyclass(name = "AnchoredVWAP", module = "wickra._wickra", skip_from_py_object)]
@@ -14058,6 +14110,7 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_class::<PyNvi>()?;
     m.add_class::<PyPvi>()?;
     m.add_class::<PyAdOscillator>()?;
+    m.add_class::<PyAnchoredRsi>()?;
     m.add_class::<PyAnchoredVwap>()?;
     m.add_class::<PyDemandIndex>()?;
     m.add_class::<PyTsv>()?;

bindings/python/tests/test_known_values.py

@@ -66,6 +66,14 @@ def test_rsi_wilder_textbook_first_value():
     assert math.isclose(out[14], 70.464, abs_tol=0.05)
 
 
+def test_anchored_rsi_cumulative_reference():
+    """Cumulative anchored RSI: 10 -> 11 (+1) -> 9 (-2) -> 12 (+3)."""
+    out = ta.AnchoredRSI().batch(np.array([10.0, 11.0, 9.0, 12.0]))
+    assert math.isclose(out[1], 100.0, abs_tol=1e-9)
+    assert math.isclose(out[2], 100.0 - 100.0 / 1.5, abs_tol=1e-6)
+    assert math.isclose(out[3], 100.0 - 100.0 / 3.0, abs_tol=1e-6)
+
+
 def test_inertia_constant_rvi_passes_through_linreg():
     # Every bar identical (open, high, low, close) = (10, 11, 9, 10.5):
     # RVI = (c-o) / (h-l) = 0.5 / 2 = 0.25 every bar. LinReg of a constant

bindings/python/tests/test_lifecycle.py

@@ -12,6 +12,7 @@ SCALAR_INDICATORS = [
     (ta.EMA, (14,)),
     (ta.WMA, (14,)),
     (ta.RSI, (14,)),
+    (ta.AnchoredRSI, ()),
     (ta.MACD, ()),
     (ta.BollingerBands, ()),
 ]
@@ -42,6 +43,7 @@ def test_reset_returns_to_initial_state(cls, args):
         (ta.EMA, (14,), 14),
         (ta.WMA, (14,), 14),
         (ta.RSI, (14,), 15),
+        (ta.AnchoredRSI, (), 2),
         (ta.BollingerBands, (20, 2.0), 20),
     ],
 )

bindings/python/tests/test_new_indicators.py

@@ -1193,6 +1193,42 @@ def test_anchored_vwap_set_anchor_clears_window():
     assert v == pytest.approx(100.0)
 
 
+def test_anchored_rsi_reference():
+    # prices 10 -> 11 (+1) -> 9 (-2) -> 12 (+3); cumulative anchored RSI.
+    # bar2: sum_gain=1, sum_loss=2 -> rs=0.5 -> 100 - 100/1.5 = 33.3333
+    # bar3: sum_gain=4, sum_loss=2 -> rs=2.0 -> 100 - 100/3   = 66.6667
+    rsi = ta.AnchoredRSI()
+    out = rsi.batch(np.array([10.0, 11.0, 9.0, 12.0]))
+    assert np.isnan(out[0])
+    assert out[1] == pytest.approx(100.0)
+    assert out[2] == pytest.approx(33.333333, abs=1e-4)
+    assert out[3] == pytest.approx(66.666666, abs=1e-4)
+
+
+def test_anchored_rsi_set_anchor_clears_window():
+    # Downtrend reads 0; after re-anchor an uptrend must read a fresh 100.
+    rsi = ta.AnchoredRSI()
+    for p in (20.0, 19.0, 18.0, 17.0):
+        rsi.update(p)
+    assert rsi.is_ready()
+    assert rsi.value == pytest.approx(0.0)
+    rsi.set_anchor()
+    assert rsi.update(50.0) is None
+    assert rsi.update(51.0) == pytest.approx(100.0)
+
+
+def test_anchored_rsi_streaming_matches_batch():
+    prices = np.array([100.0 + np.sin(i * 0.4) * 8.0 for i in range(60)])
+    batched = ta.AnchoredRSI().batch(prices)
+    streamer = ta.AnchoredRSI()
+    streamed = [streamer.update(float(p)) for p in prices]
+    for b, s in zip(batched, streamed):
+        if np.isnan(b):
+            assert s is None
+        else:
+            assert s == pytest.approx(b)
+
+
 def test_tsv_reference():
     # closes  = [10, 11, 13, 12, 14, 15]
     # volumes = [50, 100, 200, 150,  50, 200]

bindings/wasm/src/lib.rs

@@ -1682,6 +1682,44 @@ impl WasmAdOscillator {
     }
 }
 
+#[wasm_bindgen(js_name = AnchoredRSI)]
+pub struct WasmAnchoredRsi {
+    inner: wc::AnchoredRsi,
+}
+
+#[wasm_bindgen(js_class = AnchoredRSI)]
+impl WasmAnchoredRsi {
+    #[wasm_bindgen(constructor)]
+    #[allow(clippy::new_without_default)]
+    pub fn new() -> WasmAnchoredRsi {
+        Self {
+            inner: wc::AnchoredRsi::new(),
+        }
+    }
+    #[wasm_bindgen(js_name = setAnchor)]
+    pub fn set_anchor(&mut self) {
+        self.inner.set_anchor();
+    }
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
+        let out = flatten(self.inner.batch(prices));
+        Float64Array::from(out.as_slice())
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
 #[wasm_bindgen(js_name = AnchoredVWAP)]
 pub struct WasmAnchoredVwap {
     inner: wc::AnchoredVwap,