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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@@ -56,7 +56,7 @@ pub use indicators::{
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AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
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AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
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Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
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AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator,
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AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AvgPrice, AwesomeOscillator,
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AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
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BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
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CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
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@@ -66,7 +66,7 @@ pub use indicators::{
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Counterattack, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
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DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar,
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Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
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DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration,
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DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
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EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
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EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
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FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput,
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@@ -74,35 +74,37 @@ pub use indicators::{
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FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
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GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
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HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
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HomingPigeon, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
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IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
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InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama,
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KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
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Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
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LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
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LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine,
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LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
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HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
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HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
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Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
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InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama, KellyCriterion, Keltner,
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KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
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LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
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LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
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LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio,
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MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
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MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
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McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, MorningDojiStar,
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MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck,
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OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
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OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
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ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
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PiercingDarkCloud, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread,
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RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput,
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RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, RogersSatchellVolatility,
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RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SeparatingLines,
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SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
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SortinoRatio, SpearmanCorrelation, SpinningTop, StalledPattern, StandardError,
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StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
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StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother,
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SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
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TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
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McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, MidPoint, MidPrice,
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MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, Nvi, OIPriceDivergence,
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OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange,
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OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
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PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
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PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
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ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RecoveryFactor,
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RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
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RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap,
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RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio,
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ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio,
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SpearmanCorrelation, SpinningTop, StalledPattern, StandardError, StandardErrorBands,
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StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
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StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
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SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
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TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
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TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
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TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
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ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
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TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
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TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
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TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv,
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TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
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UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
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ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
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VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap,
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@@ -115,6 +117,9 @@ pub use indicators::{
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// line so the indicator-count tooling (which scans the braced block above and
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// strips only `*Output` companions) does not count it as a separate indicator.
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pub use indicators::FootprintLevel;
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// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
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// its own line so the indicator-count tooling does not count it as an indicator.
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pub use indicators::MaType;
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// Bar element types for the alt-chart builders, re-exported on their own lines so
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// the indicator-count tooling (which scans only the braced block above) does not
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// count them as separate indicators.
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