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

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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
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fuzz/fuzz_targets/indicator_update.rs
+3 -1
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@@ -15,7 +15,8 @@
use libfuzzer_sys::fuzz_target;
use wickra_core::{
AdaptiveCycle, Alma, Apo, Autocorrelation, AverageDrawdown, BatchExt, Beta, BollingerBands,
AdaptiveCycle, Alma, AnchoredRsi, Apo, Autocorrelation, AverageDrawdown, BatchExt, Beta,
BollingerBands,
CalmarRatio, CenterOfGravity, Cfo, Cmo, CoefficientOfVariation, ConditionalValueAtRisk,
ConnorsRsi, Coppock, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DetrendedStdDev,
DoubleBollinger, Dpo, DrawdownDuration, EhlersStochastic, ElderImpulse, Ema,
@@ -54,6 +55,7 @@ fuzz_target!(|data: Vec<f64>| {
drive(|| Ema::new(20).unwrap(), &data);
drive(|| Wma::new(14).unwrap(), &data);
drive(|| Rsi::new(14).unwrap(), &data);
drive(AnchoredRsi::new, &data);
drive(|| Dema::new(14).unwrap(), &data);
drive(|| Tema::new(14).unwrap(), &data);
drive(|| Hma::new(14).unwrap(), &data);