feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)
Closes the remaining TA-Lib function-name gap by shipping each missing or bundled-only function as a real, standalone, fully-covered indicator. 19 new indicators across 5 families; mod-count 295 -> 314. ### Trend & Directional — Directional Movement components - `PlusDm` (`PLUS_DM`), `MinusDm` (`MINUS_DM`) — Wilder-smoothed ±DM. - `PlusDi` (`PLUS_DI`), `MinusDi` (`MINUS_DI`) — `100·smoothed(±DM)/ATR`. - `Dx` (`DX`) — `100·|+DI−−DI|/(+DI+−DI)`. ### Price Statistics - `AvgPrice` (`AVGPRICE`) — `(O+H+L+C)/4`. - `MidPoint` (`MIDPOINT`) — `(max+min)/2` of a scalar series over N. - `MidPrice` (`MIDPRICE`) — `(highestHigh+lowestLow)/2` over N. - `LinRegIntercept` (`LINEARREG_INTERCEPT`) — OLS intercept. - `Tsf` (`TSF`) — time series forecast `a + b·period`. ### Momentum Oscillators - `Rocp` (`ROCP`), `Rocr` (`ROCR`), `Rocr100` (`ROCR100`) — ROC ratio forms. ### Trailing Stops - `SarExt` (`SAREXT`) — Parabolic SAR with start value, reversal offset, separate long/short acceleration, signed output. ### Trend & Directional — MACD variants - `MacdFix` (`MACDFIX`) — MACD fixed 12/26. - `MacdExt` (`MACDEXT`) — MACD with a selectable moving-average type per line (new public `MaType` enum: SMA/EMA/WMA/DEMA/TEMA/TRIMA). ### Ehlers / Cycle (DSP) — Hilbert transform outputs - `HtPhasor` (`HT_PHASOR`) — in-phase / quadrature components. - `HtDcPhase` (`HT_DCPHASE`) — dominant-cycle phase (degrees). - `HtTrendMode` (`HT_TRENDMODE`) — trend (1) vs cycle (0) classification. Each indicator ships the full chain: core + every-branch unit tests, Python / Node / WASM bindings, fuzz coverage, README counter + family rows, CHANGELOG. `cargo test`, doctests, `clippy -D warnings`, `npm test` and pytest all green locally; mod-count == lib-block == README counter (314), FAMILIES total 309.
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@@ -7,6 +7,44 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [Unreleased]
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### Added
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- **TA-Lib parity — Directional Movement components** — the ADX building blocks,
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previously available only bundled inside `Adx`, as standalone single-output
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indicators:
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- `PlusDm` (`PLUS_DM`) — Wilder-smoothed plus directional movement.
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- `MinusDm` (`MINUS_DM`) — Wilder-smoothed minus directional movement.
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- `PlusDi` (`PLUS_DI`) — plus directional indicator, `100 · smoothed(+DM) / ATR`.
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- `MinusDi` (`MINUS_DI`) — minus directional indicator, `100 · smoothed(-DM) / ATR`.
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- `Dx` (`DX`) — directional movement index, `100 · |+DI − −DI| / (+DI + −DI)`.
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- **TA-Lib parity — price transforms** — window and per-bar price aggregates:
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- `MidPrice` (`MIDPRICE`) — `(highest high + lowest low) / 2` over a window.
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- `MidPoint` (`MIDPOINT`) — `(max + min) / 2` of a scalar series over a window.
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- `AvgPrice` (`AVGPRICE`) — per-bar `(open + high + low + close) / 4`.
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- **TA-Lib parity — rate-of-change variants** — the ratio forms of `Roc`:
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- `Rocp` (`ROCP`) — `(close − close[period]) / close[period]` (fraction).
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- `Rocr` (`ROCR`) — `close / close[period]` (ratio).
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- `Rocr100` (`ROCR100`) — `close / close[period] · 100`.
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- **TA-Lib parity — linear-regression outputs** — the remaining OLS endpoints:
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- `LinRegIntercept` (`LINEARREG_INTERCEPT`) — the OLS intercept `a`.
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- `Tsf` (`TSF`) — time series forecast, `a + b·period` (one bar ahead).
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- **TA-Lib parity — `MacdFix` (`MACDFIX`)** — MACD with fast/slow fixed at 12/26
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and only the signal period configurable; output is the usual `{macd, signal,
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histogram}` triple.
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- **TA-Lib parity — `SarExt` (`SAREXT`)** — Parabolic SAR with a start value,
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reversal offset, independent long/short acceleration, and a signed output
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(positive in long phases, negative in short phases).
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- **TA-Lib parity — `MacdExt` (`MACDEXT`)** — MACD with an independently
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selectable moving-average type (new `MaType` enum: SMA/EMA/WMA/DEMA/TEMA/TRIMA)
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for each of the fast, slow and signal lines.
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- **TA-Lib parity — `HtPhasor` (`HT_PHASOR`)** — the in-phase and quadrature
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components of the Hilbert-transform analytic signal, as a `{inphase,
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quadrature}` pair.
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- **TA-Lib parity — `HtDcPhase` (`HT_DCPHASE`)** — the phase angle (in degrees)
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of the Hilbert-transform dominant cycle.
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- **TA-Lib parity — `HtTrendMode` (`HT_TRENDMODE`)** — Ehlers' trend (`1`) vs
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cycle (`0`) classification from the Hilbert-transform dominant cycle.
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## [0.4.5] - 2026-06-02
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### Added
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