F1: add SMMA and TRIMA moving averages (core)
First step of the indicator-family expansion (see the F section of todo-detailed.md). Family F1 — Simple & Weighted MAs — gains two members alongside the existing Sma/Ema/Wma: - Smma — Wilder's smoothed moving average (RMA): SMA-seeded, then the (prev*(n-1)+x)/n recurrence. The average underlying RSI and ATR. - Trima — triangular moving average: two stacked SMAs (n1/n2 split by parity) that triangular-weight the window. Genuine stacking — the outer SMA consumes the inner SMA's output. Both implement the full Indicator trait with reference-value, warmup, reset, batch==streaming and non-finite-input tests, a runnable doctest, and are re-exported from the crate root. 208 core tests + 30 doctests pass; clippy and fmt clean.
This commit is contained in:
@@ -46,8 +46,8 @@ pub use error::{Error, Result};
|
||||
pub use indicators::{
|
||||
Adx, AdxOutput, Aroon, AroonOutput, Atr, AwesomeOscillator, BollingerBands, BollingerOutput,
|
||||
Cci, Dema, Donchian, DonchianOutput, Ema, Hma, Kama, Keltner, KeltnerOutput, MacdIndicator,
|
||||
MacdOutput, Mfi, Obv, Psar, Roc, RollingVwap, Rsi, Sma, Stochastic, StochasticOutput, Tema,
|
||||
Trix, Vwap, WilliamsR, Wma,
|
||||
MacdOutput, Mfi, Obv, Psar, Roc, RollingVwap, Rsi, Sma, Smma, Stochastic, StochasticOutput,
|
||||
Tema, Trima, Trix, Vwap, WilliamsR, Wma,
|
||||
};
|
||||
pub use ohlcv::{Candle, Tick};
|
||||
pub use traits::{BatchExt, Chain, Indicator};
|
||||
|
||||
Reference in New Issue
Block a user