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
+32 -27
View File
@@ -56,7 +56,7 @@ pub use indicators::{
AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator,
AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AvgPrice, AwesomeOscillator,
AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
@@ -66,7 +66,7 @@ pub use indicators::{
Counterattack, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar,
Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration,
DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput,
@@ -74,35 +74,37 @@ pub use indicators::{
FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
HomingPigeon, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama,
KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine,
LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama, KellyCriterion, Keltner,
KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio,
MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, MorningDojiStar,
MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck,
OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
PiercingDarkCloud, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread,
RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput,
RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, RogersSatchellVolatility,
RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SeparatingLines,
SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
SortinoRatio, SpearmanCorrelation, SpinningTop, StalledPattern, StandardError,
StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother,
SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, MidPoint, MidPrice,
MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, Nvi, OIPriceDivergence,
OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange,
OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RecoveryFactor,
RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap,
RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio,
ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio,
SpearmanCorrelation, SpinningTop, StalledPattern, StandardError, StandardErrorBands,
StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv,
TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap,
@@ -115,6 +117,9 @@ pub use indicators::{
// line so the indicator-count tooling (which scans the braced block above and
// strips only `*Output` companions) does not count it as a separate indicator.
pub use indicators::FootprintLevel;
// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
// its own line so the indicator-count tooling does not count it as an indicator.
pub use indicators::MaType;
// Bar element types for the alt-chart builders, re-exported on their own lines so
// the indicator-count tooling (which scans only the braced block above) does not
// count them as separate indicators.