feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)
* feat(family-16): add ValueArea + InitialBalance + OpeningRange Opens family #16 (Market Profile) with the three OHLCV-compatible scalar / multi-output indicators: - ValueArea(period, bin_count, value_area_pct) -> {poc, vah, val}. Rolling bin-approximation volume profile over the last `period` candles. Each candle's volume is spread uniformly across [low, high]; POC is the bin with highest cumulative volume; the value area expands symmetrically from POC and always absorbs the higher-volume neighbour next, until `value_area_pct` (default 0.70) of total volume is enclosed. Defaults (20, 50, 0.70). - InitialBalance(period) -> {high, low}. Tracks session-opening high and low over the first `period` bars, then locks. Default period = 12 (one-hour IB on 5-minute bars for US equities). Callers MUST invoke reset() at every session boundary, otherwise IB stays fixed for the lifetime of the instance. - OpeningRange(period) -> {high, low, breakout_distance}. Same lock-after-N-bars semantics as IB with a shorter default period (6 = 30 min on 5-minute bars) and a third output that tracks close - or_mid (positive above the range mid, negative below). Histogram-output Market Profile variants (Volume Profile, VPVR, Composite Profile) are deferred because they need a new histogram output API layer rather than fixed-arity scalars. Tick-data-only variants (TPO Profile, Single Print, Order Flow Delta, Cumulative Delta, Volume-Weighted Open) are out of scope because `wickra-data` does not currently expose tick / L2 data. All four bindings (Rust core, Python, Node, WASM) ship the new indicators with parity tests; benches added; fuzz target extended. Counter 71 -> 74 across 8 -> 9 families. cargo check --workspace --all-features green. * fix(family-16): cover cold paths in InitialBalance + ValueArea InitialBalance::value() public getter had no test covering the post-update Some(...) branch — extended accessors_and_metadata to call value() after one update. ValueArea single-print bar path (c.high == c.low) was unreachable in existing tests since the only single-print test used a uniform 100-price window which exits early via the span == 0 guard; added a mixed-window test that triggers the c.high <= c.low branch directly. The (None, None) arm of the expansion match was by-construction unreachable (the loop condition already requires at least one neighbour) and has been folded into an if/else.
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@@ -28,15 +28,16 @@ use wickra_core::{
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AwesomeOscillatorHistogram, BalanceOfPower, BatchExt, Camarilla, Candle, Cci,
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ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit,
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ChoppinessIndex, ClassicPivots, DemandIndex, DemarkPivots, Donchian, DonchianStop,
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EaseOfMovement, Evwma, FibonacciPivots, ForceIndex, FractalChaosBands,
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GarmanKlassVolatility, HeikinAshi, HiLoActivator, HurstChannel, Ichimoku, Indicator,
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Inertia, Keltner, Kvo, MarketFacilitationIndex, MassIndex, MedianPrice, Mfi, Natr, Nvi,
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Obv, ParkinsonVolatility, Pgo, Psar, Pvi, RogersSatchellVolatility, RollingVwap, Rvi, Rwi,
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Smi, StarcBands, Stochastic, SuperTrend, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
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EaseOfMovement, Evwma, FibonacciPivots, ForceIndex, FractalChaosBands, GarmanKlassVolatility,
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HeikinAshi, HiLoActivator, HurstChannel, Ichimoku, Indicator, Inertia, InitialBalance,
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Keltner, Kvo, MarketFacilitationIndex, MassIndex, MedianPrice, Mfi, Natr, Nvi, Obv,
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OpeningRange, ParkinsonVolatility, Pgo, Psar, Pvi, RogersSatchellVolatility, RollingVwap, Rvi,
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Rwi, Smi, StarcBands, Stochastic, SuperTrend, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
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TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup,
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TrueRange, Tsv, TtmSqueeze, TypicalPrice, UltimateOscillator, VoltyStop, VolumeOscillator,
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VolumePriceTrend, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, WeightedClose,
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WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag,
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TrueRange, Tsv, TtmSqueeze, TypicalPrice, UltimateOscillator, ValueArea, VoltyStop,
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VolumeOscillator, VolumePriceTrend, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend,
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WeightedClose, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit,
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ZigZag,
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};
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/// Convert a flat `f64` stream into a `Vec<Candle>` by chunking it into
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@@ -166,6 +167,11 @@ fuzz_target!(|data: Vec<f64>| {
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let _ = Stochastic::new(14, 3).unwrap().batch(&candles);
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}
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// --- Market Profile (multi-output) ---
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drive(|| ValueArea::new(20, 50, 0.70).unwrap(), &candles);
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drive(|| InitialBalance::new(12).unwrap(), &candles);
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drive(|| OpeningRange::new(6).unwrap(), &candles);
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// --- Ichimoku (5 lines, hand-rolled because of multi-Option output) ---
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{
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let mut ichi = Ichimoku::classic();
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