F8: add Bollinger Bandwidth and %b

Completes the F8 family (Bands & channels) end to end:

- Rust core: bollinger_bandwidth.rs ((upper - lower) / middle — the
  squeeze gauge) and percent_b.rs ((price - lower) / (upper - lower) —
  price position within the bands, unclamped). Both wrap BollingerBands
  and carry a full Indicator impl, runnable doctest and reference /
  constant-series / definition-consistency / warmup / reset /
  batch==streaming tests.
- Python: PyBollingerBandwidth / PyPercentB PyO3 classes + module
  registration + .pyi stubs (defaults (20, 2.0)).
- Node: explicit BollingerBandwidthNode and PercentBNode; index.d.ts
  and index.js updated.
- WASM: WasmBollingerBandwidth / WasmPercentB via the scalar macro.
- Wiki: Indicator-BollingerBandwidth.md and Indicator-PercentB.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 362 core tests,
25 data tests and 51 doctests green.
This commit is contained in:
kingchenc
2026-05-22 18:30:49 +02:00
parent 6c58d3827c
commit 99dd144576
13 changed files with 907 additions and 7 deletions
+3 -1
View File
@@ -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, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex, NATR, StdDev, UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
@@ -343,6 +343,8 @@ module.exports.NATR = NATR
module.exports.StdDev = StdDev
module.exports.UlcerIndex = UlcerIndex
module.exports.HistoricalVolatility = HistoricalVolatility
module.exports.BollingerBandwidth = BollingerBandwidth
module.exports.PercentB = PercentB
module.exports.MACD = MACD
module.exports.BollingerBands = BollingerBands
module.exports.ATR = ATR
+74
View File
@@ -1147,6 +1147,80 @@ impl PmoNode {
// ============================== VWMA ==============================
// ============================== Bollinger Bandwidth ==============================
#[napi(js_name = "BollingerBandwidth")]
pub struct BollingerBandwidthNode {
inner: wc::BollingerBandwidth,
}
#[napi]
impl BollingerBandwidthNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::BollingerBandwidth::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[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
}
}
// ============================== Percent B ==============================
#[napi(js_name = "PercentB")]
pub struct PercentBNode {
inner: wc::PercentB,
}
#[napi]
impl PercentBNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::PercentB::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[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
}
}
// ============================== NATR ==============================
#[napi(js_name = "NATR")]