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F8: add Bollinger Bandwidth and %b

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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
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docs/wiki/Indicators-Overview.md
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@@ -1,6 +1,6 @@
# Indicators Overview
Wickra ships 46 indicators, organised in source under the four classical
Wickra ships 48 indicators, organised in source under the four classical
families — trend, momentum, volatility, volume — that map directly to the
directory structure of `crates/wickra-core/src/indicators/`. The same family
labels are used here, plus a second-level grouping that reflects how the
@@ -130,6 +130,8 @@ measure — that lives in the volatility module by source convention.
| `BollingerBands` | SMA middle band with `±multiplier × population_stddev` upper/lower bands. | `f64` | `(upper, middle, lower, stddev)` | unbounded (price scale) | `(period=20, multiplier=2.0)` (Python) | `period` | [Indicator-BollingerBands.md](indicators/volatility/Indicator-BollingerBands.md) |
| `Keltner` | EMA middle band with `±multiplier × ATR` upper/lower bands. | `Candle` | `(upper, middle, lower)` | unbounded (price scale) | `(ema_period=20, atr_period=10, multiplier=2.0)` (Python) | `max(ema_period, atr_period)` | [Indicator-Keltner.md](indicators/volatility/Indicator-Keltner.md) |
| `Donchian` | Highest high and lowest low over `period` bars; middle = mean of the two. | `Candle` | `(upper, middle, lower)` | unbounded (price scale) | `period = 20` (Python) | `period` | [Indicator-Donchian.md](indicators/volatility/Indicator-Donchian.md) |
| `BollingerBandwidth` | `(upper − lower) / middle` of the Bollinger Bands; the "squeeze" gauge. | `f64` | `f64` | `[0, ∞)` | `(period=20, multiplier=2.0)` (Python) | `period` | [Indicator-BollingerBandwidth.md](indicators/volatility/Indicator-BollingerBandwidth.md) |
| `PercentB` | `(price − lower) / (upper − lower)`; price position within the bands. | `f64` | `f64` | unbounded (`0`–`1` inside the bands) | `(period=20, multiplier=2.0)` (Python) | `period` | [Indicator-PercentB.md](indicators/volatility/Indicator-PercentB.md) |
### Range-average