Deepen Moving Averages family with seven additions (#177)
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).
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Vendored
+63
@@ -872,6 +872,51 @@ export declare class Expectancy {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type SineWeightedMaNode = SWMA
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export declare class SWMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type GeometricMaNode = GMA
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export declare class GMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type EhmaNode = EHMA
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export declare class EHMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type MedianMaNode = MedianMA
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export declare class MedianMA {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type AdaptiveLaguerreFilterNode = AdaptiveLaguerre
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export declare class AdaptiveLaguerre {
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constructor(period: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type JumpIndicatorNode = JumpIndicator
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export declare class JumpIndicator {
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constructor(period: number, threshold: number)
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@@ -1677,6 +1722,24 @@ export declare class T3 {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type GeneralizedDemaNode = GD
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export declare class GD {
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constructor(period: number, v: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type HoltWintersNode = HoltWinters
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export declare class HoltWinters {
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constructor(alpha: number, beta: number)
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update(value: number): number | null
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batch(prices: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TsiNode = TSI
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export declare class TSI {
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constructor(long: number, short: number)
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