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
@@ -26,6 +26,7 @@ mod atr_bands;
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mod atr_trailing_stop;
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mod autocorrelation;
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mod average_drawdown;
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mod avg_price;
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mod awesome_oscillator;
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mod awesome_oscillator_histogram;
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mod balance_of_power;
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@@ -74,6 +75,7 @@ mod downside_gap_three_methods;
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mod dpo;
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mod dragonfly_doji;
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mod drawdown_duration;
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mod dx;
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mod ease_of_movement;
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mod effective_spread;
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mod ehlers_stochastic;
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@@ -111,6 +113,9 @@ mod hilo_activator;
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mod historical_volatility;
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mod hma;
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mod homing_pigeon;
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mod ht_dcphase;
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mod ht_phasor;
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mod ht_trendmode;
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mod hurst_channel;
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mod hurst_exponent;
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mod ichimoku;
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@@ -139,6 +144,7 @@ mod lead_lag_cross_correlation;
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mod linreg;
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mod linreg_angle;
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mod linreg_channel;
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mod linreg_intercept;
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mod linreg_slope;
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mod liquidation_features;
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mod long_legged_doji;
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@@ -146,6 +152,8 @@ mod long_line;
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mod long_short_ratio;
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mod ma_envelope;
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mod macd;
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mod macd_ext;
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mod macd_fix;
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mod mama;
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mod market_facilitation_index;
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mod marubozu;
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@@ -158,6 +166,10 @@ mod median_absolute_deviation;
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mod median_price;
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mod mfi;
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mod microprice;
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mod mid_point;
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mod mid_price;
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mod minus_di;
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mod minus_dm;
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mod mom;
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mod morning_doji_star;
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mod morning_evening_star;
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@@ -183,6 +195,8 @@ mod percent_b;
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mod percentage_trailing_stop;
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mod pgo;
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mod piercing_dark_cloud;
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mod plus_di;
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mod plus_dm;
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mod pmo;
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mod point_and_figure_bars;
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mod ppo;
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@@ -199,12 +213,16 @@ mod renko_trailing_stop;
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mod rickshaw_man;
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mod rising_three_methods;
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mod roc;
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mod rocp;
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mod rocr;
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mod rocr100;
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mod rogers_satchell;
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mod roofing_filter;
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mod rsi;
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mod rvi;
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mod rvi_volatility;
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mod rwi;
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mod sar_ext;
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mod separating_lines;
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mod sharpe_ratio;
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mod shooting_star;
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@@ -261,6 +279,7 @@ mod treynor_ratio;
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mod trima;
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mod trix;
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mod true_range;
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mod tsf;
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mod tsi;
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mod tsv;
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mod ttm_squeeze;
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@@ -321,6 +340,7 @@ pub use atr_bands::{AtrBands, AtrBandsOutput};
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pub use atr_trailing_stop::AtrTrailingStop;
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pub use autocorrelation::Autocorrelation;
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pub use average_drawdown::AverageDrawdown;
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pub use avg_price::AvgPrice;
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pub use awesome_oscillator::AwesomeOscillator;
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pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
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pub use balance_of_power::BalanceOfPower;
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@@ -369,6 +389,7 @@ pub use downside_gap_three_methods::DownsideGapThreeMethods;
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pub use dpo::Dpo;
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pub use dragonfly_doji::DragonflyDoji;
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pub use drawdown_duration::DrawdownDuration;
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pub use dx::Dx;
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pub use ease_of_movement::EaseOfMovement;
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pub use effective_spread::EffectiveSpread;
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pub use ehlers_stochastic::EhlersStochastic;
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@@ -406,6 +427,9 @@ pub use hilo_activator::HiLoActivator;
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pub use historical_volatility::HistoricalVolatility;
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pub use hma::Hma;
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pub use homing_pigeon::HomingPigeon;
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pub use ht_dcphase::HtDcPhase;
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pub use ht_phasor::{HtPhasor, HtPhasorOutput};
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pub use ht_trendmode::HtTrendMode;
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pub use hurst_channel::{HurstChannel, HurstChannelOutput};
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pub use hurst_exponent::HurstExponent;
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pub use ichimoku::{Ichimoku, IchimokuOutput};
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@@ -434,6 +458,7 @@ pub use lead_lag_cross_correlation::{LeadLagCrossCorrelation, LeadLagCrossCorrel
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pub use linreg::LinearRegression;
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pub use linreg_angle::LinRegAngle;
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pub use linreg_channel::{LinRegChannel, LinRegChannelOutput};
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pub use linreg_intercept::LinRegIntercept;
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pub use linreg_slope::LinRegSlope;
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pub use liquidation_features::{LiquidationFeatures, LiquidationFeaturesOutput};
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pub use long_legged_doji::LongLeggedDoji;
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@@ -441,6 +466,8 @@ pub use long_line::LongLine;
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pub use long_short_ratio::LongShortRatio;
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pub use ma_envelope::{MaEnvelope, MaEnvelopeOutput};
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pub use macd::{MacdIndicator, MacdOutput};
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pub use macd_ext::{MaType, MacdExt};
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pub use macd_fix::MacdFix;
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pub use mama::{Mama, MamaOutput};
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pub use market_facilitation_index::MarketFacilitationIndex;
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pub use marubozu::Marubozu;
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@@ -453,6 +480,10 @@ pub use median_absolute_deviation::MedianAbsoluteDeviation;
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pub use median_price::MedianPrice;
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pub use mfi::Mfi;
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pub use microprice::Microprice;
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pub use mid_point::MidPoint;
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pub use mid_price::MidPrice;
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pub use minus_di::MinusDi;
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pub use minus_dm::MinusDm;
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pub use mom::Mom;
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pub use morning_doji_star::MorningDojiStar;
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pub use morning_evening_star::MorningEveningStar;
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@@ -478,6 +509,8 @@ pub use percent_b::PercentB;
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pub use percentage_trailing_stop::PercentageTrailingStop;
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pub use pgo::Pgo;
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pub use piercing_dark_cloud::PiercingDarkCloud;
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pub use plus_di::PlusDi;
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pub use plus_dm::PlusDm;
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pub use pmo::Pmo;
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pub use point_and_figure_bars::{PnfColumn, PointAndFigureBars};
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pub use ppo::Ppo;
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@@ -494,12 +527,16 @@ pub use renko_trailing_stop::RenkoTrailingStop;
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pub use rickshaw_man::RickshawMan;
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pub use rising_three_methods::RisingThreeMethods;
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pub use roc::Roc;
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pub use rocp::Rocp;
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pub use rocr::Rocr;
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pub use rocr100::Rocr100;
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pub use rogers_satchell::RogersSatchellVolatility;
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pub use roofing_filter::RoofingFilter;
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pub use rsi::Rsi;
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pub use rvi::Rvi;
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pub use rvi_volatility::RviVolatility;
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pub use rwi::{Rwi, RwiOutput};
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pub use sar_ext::SarExt;
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pub use separating_lines::SeparatingLines;
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pub use sharpe_ratio::SharpeRatio;
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pub use shooting_star::ShootingStar;
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@@ -556,6 +593,7 @@ pub use treynor_ratio::TreynorRatio;
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pub use trima::Trima;
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pub use trix::Trix;
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pub use true_range::TrueRange;
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pub use tsf::Tsf;
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pub use tsi::Tsi;
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pub use tsv::Tsv;
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pub use ttm_squeeze::{TtmSqueeze, TtmSqueezeOutput};
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@@ -649,12 +687,17 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"LaguerreRsi",
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"ConnorsRsi",
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"Inertia",
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"Rocp",
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"Rocr",
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"Rocr100",
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],
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),
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(
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"Trend & Directional",
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&[
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"MacdIndicator",
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"MacdFix",
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"MacdExt",
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"Adx",
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"Adxr",
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"Aroon",
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@@ -667,6 +710,11 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"MassIndex",
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"ChoppinessIndex",
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"VerticalHorizontalFilter",
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"PlusDm",
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"MinusDm",
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"PlusDi",
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"MinusDi",
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"Dx",
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],
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),
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(
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@@ -738,6 +786,7 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"PercentageTrailingStop",
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"StepTrailingStop",
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"RenkoTrailingStop",
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"SarExt",
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],
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),
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(
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@@ -787,6 +836,11 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"PearsonCorrelation",
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"Beta",
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"SpearmanCorrelation",
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"MidPrice",
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"MidPoint",
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"AvgPrice",
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"LinRegIntercept",
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"Tsf",
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],
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),
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(
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@@ -798,6 +852,9 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
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"InverseFisherTransform",
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"SuperSmoother",
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"HilbertDominantCycle",
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"HtDcPhase",
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"HtPhasor",
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"HtTrendMode",
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"SineWave",
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"Decycler",
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"DecyclerOscillator",
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@@ -1004,6 +1061,6 @@ mod family_tests {
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// the actual indicator count is the early-warning signal that an
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// indicator was added without being assigned a family.
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let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
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assert_eq!(total, 290, "FAMILIES total drifted from indicator count");
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assert_eq!(total, 309, "FAMILIES total drifted from indicator count");
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}
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}
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