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.
2026-06-03 02:26:38 +02:00
parent 9a98e9bf55
commit 9eb46f144a
36 changed files with 6869 additions and 51 deletions
@@ -45,6 +45,10 @@ export interface BollingerValue {
  lower: number
  stddev: number
 }
+export interface HtPhasorValue {
+  inphase: number
+  quadrature: number
+}
 export interface StochValue {
  k: number
  d: number
@@ -658,6 +662,60 @@ export declare class MedianAbsoluteDeviation {
  isReady(): boolean
  warmupPeriod(): number
 }
+export type MidPointNode = MIDPOINT
+export declare class MIDPOINT {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type RocpNode = ROCP
+export declare class ROCP {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type RocrNode = ROCR
+export declare class ROCR {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type Rocr100Node = ROCR100
+export declare class ROCR100 {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type LinRegInterceptNode = LINEARREG_INTERCEPT
+export declare class LINEARREG_INTERCEPT {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type TsfNode = TSF
+export declare class TSF {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type AutocorrelationNode = Autocorrelation
 export declare class Autocorrelation {
  constructor(period: number, lag: number)
@@ -801,6 +859,36 @@ export declare class MACD {
  isReady(): boolean
  warmupPeriod(): number
 }
+export type MacdFixNode = MACDFIX
+export declare class MACDFIX {
+  constructor(signal: number)
+  update(value: number): MacdValue | null
+  /**
+   * Batch over a price array. Returns a flat array of length `3 * n`,
+   * interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
+   */
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MacdExtNode = MACDEXT
+export declare class MACDEXT {
+  /**
+   * Moving-average types are TA-Lib `MA_Type` codes `0..=5`
+   * (SMA, EMA, WMA, DEMA, TEMA, TRIMA).
+   */
+  constructor(fast: number, fastMatype: number, slow: number, slowMatype: number, signal: number, signalMatype: number)
+  update(value: number): MacdValue | null
+  /**
+   * Batch over a price array. Returns a flat array of length `3 * n`,
+   * interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
+   */
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type BollingerNode = BollingerBands
 export declare class BollingerBands {
  constructor(period: number, multiplier: number)
@@ -824,6 +912,91 @@ export declare class ATR {
  isReady(): boolean
  warmupPeriod(): number
 }
+export type PlusDmNode = PLUS_DM
+export declare class PLUS_DM {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MinusDmNode = MINUS_DM
+export declare class MINUS_DM {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type PlusDiNode = PLUS_DI
+export declare class PLUS_DI {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MinusDiNode = MINUS_DI
+export declare class MINUS_DI {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type DxNode = DX
+export declare class DX {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MidPriceNode = MIDPRICE
+export declare class MIDPRICE {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type AvgPriceNode = AVGPRICE
+export declare class AVGPRICE {
+  constructor()
+  update(open: number, high: number, low: number, close: number): number | null
+  batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type SarExtNode = SAREXT
+export declare class SAREXT {
+  constructor(startValue: number, offsetOnReverse: number, accelInitLong: number, accelLong: number, accelMaxLong: number, accelInitShort: number, accelShort: number, accelMaxShort: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type HtPhasorNode = HT_PHASOR
+export declare class HT_PHASOR {
+  constructor()
+  update(value: number): HtPhasorValue | null
+  /**
+   * Batch over a price array. Returns a flat array of length `2 * n`,
+   * interleaved per row as `[inphase0, quadrature0, inphase1, ...]`.
+   */
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type StochNode = Stochastic
 export declare class Stochastic {
  constructor(kPeriod: number, dPeriod: number)
@@ -2010,6 +2183,24 @@ export declare class EmpiricalModeDecomposition {
  isReady(): boolean
  warmupPeriod(): number
 }
+export type HtDcPhaseNode = HT_DCPHASE
+export declare class HT_DCPHASE {
+  constructor()
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type HtTrendModeNode = HT_TRENDMODE
+export declare class HT_TRENDMODE {
+  constructor()
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type HilbertDominantCycleNode = HilbertDominantCycle
 export declare class HilbertDominantCycle {
  constructor()