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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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bindings/wasm/src/lib.rs
+7
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@@ -10213,6 +10213,13 @@ wasm_scalar_indicator!(WasmJumpIndicator, "JumpIndicator", wc::JumpIndicator, pe
wasm_scalar_indicator!(WasmRegimeLabel, "RegimeLabel", wc::RegimeLabel, vol_period: usize, lookback: usize);
wasm_scalar_indicator!(WasmWinRate, "WinRate", wc::WinRate, period: usize);
wasm_scalar_indicator!(WasmExpectancy, "Expectancy", wc::Expectancy, period: usize);
wasm_scalar_indicator!(WasmSineWeightedMa, "SWMA", wc::SineWeightedMa, period: usize);
wasm_scalar_indicator!(WasmGeometricMa, "GMA", wc::GeometricMa, period: usize);
wasm_scalar_indicator!(WasmEhma, "EHMA", wc::Ehma, period: usize);
wasm_scalar_indicator!(WasmMedianMa, "MedianMA", wc::MedianMa, period: usize);
wasm_scalar_indicator!(WasmAdaptiveLaguerreFilter, "AdaptiveLaguerre", wc::AdaptiveLaguerreFilter, period: usize);
wasm_scalar_indicator!(WasmGeneralizedDema, "GD", wc::GeneralizedDema, period: usize, v: f64);
wasm_scalar_indicator!(WasmHoltWinters, "HoltWinters", wc::HoltWinters, alpha: f64, beta: f64);
// --- DrawdownDuration: u32 output, no constructor args ---