feat(breadth): complete the Market Breadth family (14 indicators) (#157)
Completes expansion-roadmap block **A2 — Market Breadth**: the 14 indicators that remained after the `AdvanceDecline` bootstrap, all built on the existing `CrossSection` input. ## Indicators (all scalar `Indicator<Input = CrossSection, Output = f64>`) | Indicator | Reading | |-----------|---------| | `AdvanceDeclineRatio` | advancers / decliners | | `AdVolumeLine` | cumulative net advancing volume | | `McClellanOscillator` | 19/39 EMAs of ratio-adjusted net advances | | `McClellanSummationIndex` | running total of the oscillator | | `Trin` (Arms Index) | A/D ratio over up/down volume ratio | | `BreadthThrust` (Zweig) | SMA of the advancing-issues share | | `NewHighsNewLows` | new highs − new lows | | `HighLowIndex` | SMA of the record-high percent | | `PercentAboveMa` | % of the universe above its MA | | `UpDownVolumeRatio` | advancing / declining volume | | `BullishPercentIndex` | % on a point-and-figure buy signal | | `CumulativeVolumeIndex` | volume-normalised cumulative net advancing volume | | `AbsoluteBreadthIndex` | \|advancers − decliners\| | | `TickIndex` | instantaneous net advancers − decliners | ## Input model `AdVolumeLine` and `CumulativeVolumeIndex` are kept distinct (the latter normalises each tick's net advancing volume by total volume, so it stays comparable across volume regimes). `PercentAboveMa` and `BullishPercentIndex` need a per-symbol state signal that `Member` did not carry, so `Member` gains two additive flags (`above_ma`, `on_buy_signal`) via a new `Member::with_signals` constructor; the 4-arg `Member::new` leaves both cleared, so every existing caller and binding is unchanged. `CrossSection` gains volume / new-extreme / state aggregation helpers. ## Wiring Fully wired across the Rust core, the python/node/wasm bindings, the cross-section fuzz target, the README + docs indicator counters (325 → 339), and dedicated python/node streaming-vs-batch tests. `fmt` / `test --workspace --all-features` / `clippy --workspace -D warnings` / node build+test / pytest all green locally.
This commit is contained in:
kingchenc
Vendored
+126
@@ -3253,6 +3253,132 @@ export declare class AdvanceDecline {
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type AdvanceDeclineRatioNode = AdvanceDeclineRatio
|
||||
export declare class AdvanceDeclineRatio {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type AdVolumeLineNode = AdVolumeLine
|
||||
export declare class AdVolumeLine {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type McClellanOscillatorNode = McClellanOscillator
|
||||
export declare class McClellanOscillator {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type McClellanSummationIndexNode = McClellanSummationIndex
|
||||
export declare class McClellanSummationIndex {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type TrinNode = Trin
|
||||
export declare class Trin {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type BreadthThrustNode = BreadthThrust
|
||||
export declare class BreadthThrust {
|
||||
constructor(period: number)
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type NewHighsNewLowsNode = NewHighsNewLows
|
||||
export declare class NewHighsNewLows {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type HighLowIndexNode = HighLowIndex
|
||||
export declare class HighLowIndex {
|
||||
constructor(period: number)
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type PercentAboveMaNode = PercentAboveMa
|
||||
export declare class PercentAboveMa {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, aboveMa: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, aboveMa: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type UpDownVolumeRatioNode = UpDownVolumeRatio
|
||||
export declare class UpDownVolumeRatio {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type BullishPercentIndexNode = BullishPercentIndex
|
||||
export declare class BullishPercentIndex {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, onBuySignal: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, onBuySignal: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type CumulativeVolumeIndexNode = CumulativeVolumeIndex
|
||||
export declare class CumulativeVolumeIndex {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type AbsoluteBreadthIndexNode = AbsoluteBreadthIndex
|
||||
export declare class AbsoluteBreadthIndex {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type TickIndexNode = TickIndex
|
||||
export declare class TickIndex {
|
||||
constructor()
|
||||
update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
|
||||
batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
|
||||
reset(): void
|
||||
isReady(): boolean
|
||||
warmupPeriod(): number
|
||||
}
|
||||
export type SharpeRatioNode = SharpeRatio
|
||||
export declare class SharpeRatio {
|
||||
constructor(period: number, riskFree: number)
|
||||
|
||||
Reference in New Issue
Block a user