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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
committed by GitHub
parent 8dc7158912
commit b228a70d7d
21 changed files with 2492 additions and 55 deletions
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README.md
+5 -5
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@@ -1,5 +1,5 @@
<p align="center">
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=396" alt="Wickra — streaming-first technical indicators" width="100%"></a>
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=403" alt="Wickra — streaming-first technical indicators" width="100%"></a>
</p>
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -48,7 +48,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
[Node](https://docs.wickra.org/Quickstart-Node),
[WASM](https://docs.wickra.org/Quickstart-WASM).
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 396 indicators; start at the
every one of the 403 indicators; start at the
[indicators overview](https://docs.wickra.org/Indicators-Overview).
- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -136,14 +136,14 @@ python -m benchmarks.compare_libraries
## Indicators
396 streaming-first indicators across twenty-four families. Every one passes the
403 streaming-first indicators across twenty-four families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests. Each has a per-indicator deep dive (formula, parameters,
warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
| Family | Indicators |
|--------|-----------|
| Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
| Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, SWMA, GMA, EHMA, Median MA, Adaptive Laguerre, GD, Holt-Winters |
| Momentum Oscillators | RSI (Wilder), Anchored RSI, Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia, ROC Percentage (ROCP), ROC Ratio (ROCR), ROC Ratio 100 (ROCR100) |
| Trend & Directional | MACD, MACD Fixed (MACDFIX), MACD Extended (MACDEXT), ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter, Plus DM, Minus DM, Plus DI, Minus DI, DX |
| Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
@@ -245,7 +245,7 @@ A Python live-trading example using the public `websockets` package lives at
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 396 indicators
│ ├── wickra-core/ core engine + all 403 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/