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.
This commit is contained in:
kingchenc
2026-06-02 20:50:56 +02:00
committed by GitHub
parent 2f3a0b9149
commit 93097db482
18 changed files with 500 additions and 13 deletions
+2
View File
@@ -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),
],
)