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.
This commit is contained in:
kingchenc
2026-06-03 02:26:38 +02:00
committed by GitHub
parent 9a98e9bf55
commit 9eb46f144a
36 changed files with 6869 additions and 51 deletions
+723
View File
@@ -172,6 +172,16 @@ node_scalar_indicator!(
"MedianAbsoluteDeviation",
wc::MedianAbsoluteDeviation
);
node_scalar_indicator!(MidPointNode, "MIDPOINT", wc::MidPoint);
node_scalar_indicator!(RocpNode, "ROCP", wc::Rocp);
node_scalar_indicator!(RocrNode, "ROCR", wc::Rocr);
node_scalar_indicator!(Rocr100Node, "ROCR100", wc::Rocr100);
node_scalar_indicator!(
LinRegInterceptNode,
"LINEARREG_INTERCEPT",
wc::LinRegIntercept
);
node_scalar_indicator!(TsfNode, "TSF", wc::Tsf);
// ============================== Autocorrelation (period + lag) ==============================
@@ -632,6 +642,121 @@ impl MacdNode {
}
}
#[napi(js_name = "MACDFIX")]
pub struct MacdFixNode {
inner: wc::MacdFix,
}
#[napi]
impl MacdFixNode {
#[napi(constructor)]
pub fn new(signal: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MacdFix::new(signal as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<MacdValue> {
self.inner.update(value).map(|o| MacdValue {
macd: o.macd,
signal: o.signal,
histogram: o.histogram,
})
}
/// Batch over a price array. Returns a flat array of length `3 * n`,
/// interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 3];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 3] = o.macd;
out[i * 3 + 1] = o.signal;
out[i * 3 + 2] = o.histogram;
}
}
out
}
#[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
}
}
#[napi(js_name = "MACDEXT")]
pub struct MacdExtNode {
inner: wc::MacdExt,
}
#[napi]
impl MacdExtNode {
/// Moving-average types are TA-Lib `MA_Type` codes `0..=5`
/// (SMA, EMA, WMA, DEMA, TEMA, TRIMA).
#[napi(constructor)]
pub fn new(
fast: u32,
fast_matype: u32,
slow: u32,
slow_matype: u32,
signal: u32,
signal_matype: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::MacdExt::new(
fast as usize,
wc::MaType::from_code(fast_matype).map_err(map_err)?,
slow as usize,
wc::MaType::from_code(slow_matype).map_err(map_err)?,
signal as usize,
wc::MaType::from_code(signal_matype).map_err(map_err)?,
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<MacdValue> {
self.inner.update(value).map(|o| MacdValue {
macd: o.macd,
signal: o.signal,
histogram: o.histogram,
})
}
/// Batch over a price array. Returns a flat array of length `3 * n`,
/// interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 3];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 3] = o.macd;
out[i * 3 + 1] = o.signal;
out[i * 3 + 2] = o.histogram;
}
}
out
}
#[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
}
}
// ============================== Bollinger ==============================
#[napi(object)]
@@ -753,6 +878,522 @@ impl AtrNode {
}
}
#[napi(js_name = "PLUS_DM")]
pub struct PlusDmNode {
inner: wc::PlusDm,
}
#[napi]
impl PlusDmNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::PlusDm::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "MINUS_DM")]
pub struct MinusDmNode {
inner: wc::MinusDm,
}
#[napi]
impl MinusDmNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MinusDm::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "PLUS_DI")]
pub struct PlusDiNode {
inner: wc::PlusDi,
}
#[napi]
impl PlusDiNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::PlusDi::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "MINUS_DI")]
pub struct MinusDiNode {
inner: wc::MinusDi,
}
#[napi]
impl MinusDiNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MinusDi::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "DX")]
pub struct DxNode {
inner: wc::Dx,
}
#[napi]
impl DxNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Dx::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "MIDPRICE")]
pub struct MidPriceNode {
inner: wc::MidPrice,
}
#[napi]
impl MidPriceNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MidPrice::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "AVGPRICE")]
pub struct AvgPriceNode {
inner: wc::AvgPrice,
}
impl Default for AvgPriceNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl AvgPriceNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::AvgPrice::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd4(open, high, low, close)?))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"open, high, low and close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd4(open[i], high[i], low[i], close[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(js_name = "SAREXT")]
pub struct SarExtNode {
inner: wc::SarExt,
}
#[napi]
impl SarExtNode {
#[napi(constructor)]
#[allow(clippy::too_many_arguments)]
pub fn new(
start_value: f64,
offset_on_reverse: f64,
accel_init_long: f64,
accel_long: f64,
accel_max_long: f64,
accel_init_short: f64,
accel_short: f64,
accel_max_short: f64,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::SarExt::new(
start_value,
offset_on_reverse,
accel_init_long,
accel_long,
accel_max_long,
accel_init_short,
accel_short,
accel_max_short,
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[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
}
}
#[napi(object)]
pub struct HtPhasorValue {
pub inphase: f64,
pub quadrature: f64,
}
#[napi(js_name = "HT_PHASOR")]
pub struct HtPhasorNode {
inner: wc::HtPhasor,
}
impl Default for HtPhasorNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl HtPhasorNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::HtPhasor::new(),
}
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<HtPhasorValue> {
self.inner.update(value).map(|o| HtPhasorValue {
inphase: o.inphase,
quadrature: o.quadrature,
})
}
/// Batch over a price array. Returns a flat array of length `2 * n`,
/// interleaved per row as `[inphase0, quadrature0, inphase1, ...]`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 2];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 2] = o.inphase;
out[i * 2 + 1] = o.quadrature;
}
}
out
}
#[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
}
}
#[napi(object)]
pub struct StochValue {
pub k: f64,
@@ -7991,6 +8632,88 @@ impl EmpiricalModeDecompositionNode {
}
}
#[napi(js_name = "HT_DCPHASE")]
pub struct HtDcPhaseNode {
inner: wc::HtDcPhase,
}
impl Default for HtDcPhaseNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl HtDcPhaseNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::HtDcPhase::new(),
}
}
#[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
}
}
#[napi(js_name = "HT_TRENDMODE")]
pub struct HtTrendModeNode {
inner: wc::HtTrendMode,
}
impl Default for HtTrendModeNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl HtTrendModeNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::HtTrendMode::new(),
}
}
#[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
}
}
#[napi(js_name = "HilbertDominantCycle")]
pub struct HilbertDominantCycleNode {
inner: wc::HilbertDominantCycle,