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Deepen Moving Averages family with seven additions (#177)

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Deepens the **Moving Averages** family with seven widely-used variants
(396 → 403 indicators), the first batch of Part B (family deepening).

All are scalar `f64 → f64`:

| Indicator | Binding | Notes |
|-----------|---------|-------|
| `SineWeightedMa` | `SWMA` | symmetric half-cycle sine-weighted window |
| `GeometricMa` | `GMA` | rolling geometric mean (log-space average) |
| `Ehma` | `EHMA` | exponential Hull MA (Hull construction over EMAs) |
| `MedianMa` | `MedianMA` | rolling median, robust to single outliers |
| `AdaptiveLaguerreFilter` | `AdaptiveLaguerre` | Ehlers' adaptive Laguerre filter (median-of-normalised-error γ) |
| `GeneralizedDema` | `GD` | Tillson's volume-factor double EMA; `v=1` is DEMA, `v=0` is EMA |
| `HoltWinters` | `HoltWinters` | Holt's linear double exponential smoothing (level + trend) |

LSMA was dropped from the planned set: it already ships as `LinearRegression`
(TA-Lib `LINEARREG`, the rolling least-squares endpoint).

The five single-period filters use the generated scalar macro bindings;
`GeneralizedDema` (period, v) and `HoltWinters` (alpha, beta) use hand-written
node/python bindings with the typed wasm macro (precedent `T3` / `Alma`).

Full coverage: core modules with per-branch unit tests (100% intent), mod/lib
catalogue, FAMILIES group + assert, README + docs counters, CHANGELOG, all three
bindings (regenerated `index.d.ts` / `index.js`), fuzz drivers, and the
python/node test registries.

Local verification: `cargo test -p wickra-core` (lib 3255 + doc 361),
`cargo clippy --workspace --all-targets --all-features -D warnings` clean,
node `npm run build && npm test` (478), python `pytest` (791).
This commit is contained in:
kingchenc
2026-06-04 13:44:51 +02:00
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parent 8dc7158912
commit b228a70d7d
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CHANGELOG.md
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@@ -6,6 +6,13 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [Unreleased]
- **GD** — generalized DEMA (GD), Tillson's volume-factor double EMA and the building block of T3 (`GD`).
- **GMA** — geometric moving average (GMA), the rolling geometric mean of prices (`GMA`).
- **Holt-Winters** — Holt's linear (double exponential) smoothing with level and trend components (`HoltWinters`).
- **Adaptive Laguerre** — Ehlers adaptive Laguerre filter with median-error-adaptive gamma (`AdaptiveLaguerre`).
- **Median MA** — median moving average, the rolling median of prices (`MedianMA`).
- **EHMA** — exponential Hull moving average (EHMA), the Hull construction built from EMAs (`EHMA`).
- **SWMA** — sine-weighted moving average (SWMA), a symmetric half-cycle sine window (`SWMA`).
## [0.5.4] - 2026-06-04
- **Roll Measure** — effective spread implied by the negative serial covariance of trade-price changes (Roll 1984) (`RollMeasure`).