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
@@ -8437,6 +8437,664 @@ impl WasmAdvanceDecline {
|
||||
}
|
||||
}
|
||||
|
||||
fn build_cross_section_above_ma(
|
||||
change: &[f64],
|
||||
volume: &[f64],
|
||||
new_high: &[f64],
|
||||
new_low: &[f64],
|
||||
above_ma: &[f64],
|
||||
) -> Result<wc::CrossSection, JsError> {
|
||||
if change.len() != volume.len()
|
||||
|| change.len() != new_high.len()
|
||||
|| change.len() != new_low.len()
|
||||
|| change.len() != above_ma.len()
|
||||
{
|
||||
return Err(JsError::new(
|
||||
"change, volume, newHigh, newLow and aboveMa must be equal length",
|
||||
));
|
||||
}
|
||||
let members = (0..change.len())
|
||||
.map(|i| {
|
||||
wc::Member::with_signals(
|
||||
change[i],
|
||||
volume[i],
|
||||
new_high[i] != 0.0,
|
||||
new_low[i] != 0.0,
|
||||
above_ma[i] != 0.0,
|
||||
false,
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
wc::CrossSection::new(members, 0).map_err(map_err)
|
||||
}
|
||||
|
||||
fn build_cross_section_buy(
|
||||
change: &[f64],
|
||||
volume: &[f64],
|
||||
new_high: &[f64],
|
||||
new_low: &[f64],
|
||||
on_buy_signal: &[f64],
|
||||
) -> Result<wc::CrossSection, JsError> {
|
||||
if change.len() != volume.len()
|
||||
|| change.len() != new_high.len()
|
||||
|| change.len() != new_low.len()
|
||||
|| change.len() != on_buy_signal.len()
|
||||
{
|
||||
return Err(JsError::new(
|
||||
"change, volume, newHigh, newLow and onBuySignal must be equal length",
|
||||
));
|
||||
}
|
||||
let members = (0..change.len())
|
||||
.map(|i| {
|
||||
wc::Member::with_signals(
|
||||
change[i],
|
||||
volume[i],
|
||||
new_high[i] != 0.0,
|
||||
new_low[i] != 0.0,
|
||||
false,
|
||||
on_buy_signal[i] != 0.0,
|
||||
)
|
||||
})
|
||||
.collect();
|
||||
wc::CrossSection::new(members, 0).map_err(map_err)
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = AdvanceDeclineRatio)]
|
||||
pub struct WasmAdvanceDeclineRatio {
|
||||
inner: wc::AdvanceDeclineRatio,
|
||||
}
|
||||
|
||||
impl Default for WasmAdvanceDeclineRatio {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = AdvanceDeclineRatio)]
|
||||
impl WasmAdvanceDeclineRatio {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmAdvanceDeclineRatio {
|
||||
Self {
|
||||
inner: wc::AdvanceDeclineRatio::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = AdVolumeLine)]
|
||||
pub struct WasmAdVolumeLine {
|
||||
inner: wc::AdVolumeLine,
|
||||
}
|
||||
|
||||
impl Default for WasmAdVolumeLine {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = AdVolumeLine)]
|
||||
impl WasmAdVolumeLine {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmAdVolumeLine {
|
||||
Self {
|
||||
inner: wc::AdVolumeLine::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = McClellanOscillator)]
|
||||
pub struct WasmMcClellanOscillator {
|
||||
inner: wc::McClellanOscillator,
|
||||
}
|
||||
|
||||
impl Default for WasmMcClellanOscillator {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = McClellanOscillator)]
|
||||
impl WasmMcClellanOscillator {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmMcClellanOscillator {
|
||||
Self {
|
||||
inner: wc::McClellanOscillator::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = McClellanSummationIndex)]
|
||||
pub struct WasmMcClellanSummationIndex {
|
||||
inner: wc::McClellanSummationIndex,
|
||||
}
|
||||
|
||||
impl Default for WasmMcClellanSummationIndex {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = McClellanSummationIndex)]
|
||||
impl WasmMcClellanSummationIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmMcClellanSummationIndex {
|
||||
Self {
|
||||
inner: wc::McClellanSummationIndex::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = Trin)]
|
||||
pub struct WasmTrin {
|
||||
inner: wc::Trin,
|
||||
}
|
||||
|
||||
impl Default for WasmTrin {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = Trin)]
|
||||
impl WasmTrin {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmTrin {
|
||||
Self {
|
||||
inner: wc::Trin::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = BreadthThrust)]
|
||||
pub struct WasmBreadthThrust {
|
||||
inner: wc::BreadthThrust,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = BreadthThrust)]
|
||||
impl WasmBreadthThrust {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmBreadthThrust, JsError> {
|
||||
Ok(WasmBreadthThrust {
|
||||
inner: wc::BreadthThrust::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = NewHighsNewLows)]
|
||||
pub struct WasmNewHighsNewLows {
|
||||
inner: wc::NewHighsNewLows,
|
||||
}
|
||||
|
||||
impl Default for WasmNewHighsNewLows {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = NewHighsNewLows)]
|
||||
impl WasmNewHighsNewLows {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmNewHighsNewLows {
|
||||
Self {
|
||||
inner: wc::NewHighsNewLows::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = HighLowIndex)]
|
||||
pub struct WasmHighLowIndex {
|
||||
inner: wc::HighLowIndex,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = HighLowIndex)]
|
||||
impl WasmHighLowIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmHighLowIndex, JsError> {
|
||||
Ok(WasmHighLowIndex {
|
||||
inner: wc::HighLowIndex::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = PercentAboveMa)]
|
||||
pub struct WasmPercentAboveMa {
|
||||
inner: wc::PercentAboveMa,
|
||||
}
|
||||
|
||||
impl Default for WasmPercentAboveMa {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = PercentAboveMa)]
|
||||
impl WasmPercentAboveMa {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmPercentAboveMa {
|
||||
Self {
|
||||
inner: wc::PercentAboveMa::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
above_ma: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self.inner.update(build_cross_section_above_ma(
|
||||
&change, &volume, &new_high, &new_low, &above_ma,
|
||||
)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = UpDownVolumeRatio)]
|
||||
pub struct WasmUpDownVolumeRatio {
|
||||
inner: wc::UpDownVolumeRatio,
|
||||
}
|
||||
|
||||
impl Default for WasmUpDownVolumeRatio {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = UpDownVolumeRatio)]
|
||||
impl WasmUpDownVolumeRatio {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmUpDownVolumeRatio {
|
||||
Self {
|
||||
inner: wc::UpDownVolumeRatio::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = BullishPercentIndex)]
|
||||
pub struct WasmBullishPercentIndex {
|
||||
inner: wc::BullishPercentIndex,
|
||||
}
|
||||
|
||||
impl Default for WasmBullishPercentIndex {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = BullishPercentIndex)]
|
||||
impl WasmBullishPercentIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmBullishPercentIndex {
|
||||
Self {
|
||||
inner: wc::BullishPercentIndex::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
on_buy_signal: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self.inner.update(build_cross_section_buy(
|
||||
&change,
|
||||
&volume,
|
||||
&new_high,
|
||||
&new_low,
|
||||
&on_buy_signal,
|
||||
)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = CumulativeVolumeIndex)]
|
||||
pub struct WasmCumulativeVolumeIndex {
|
||||
inner: wc::CumulativeVolumeIndex,
|
||||
}
|
||||
|
||||
impl Default for WasmCumulativeVolumeIndex {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = CumulativeVolumeIndex)]
|
||||
impl WasmCumulativeVolumeIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmCumulativeVolumeIndex {
|
||||
Self {
|
||||
inner: wc::CumulativeVolumeIndex::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = AbsoluteBreadthIndex)]
|
||||
pub struct WasmAbsoluteBreadthIndex {
|
||||
inner: wc::AbsoluteBreadthIndex,
|
||||
}
|
||||
|
||||
impl Default for WasmAbsoluteBreadthIndex {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = AbsoluteBreadthIndex)]
|
||||
impl WasmAbsoluteBreadthIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmAbsoluteBreadthIndex {
|
||||
Self {
|
||||
inner: wc::AbsoluteBreadthIndex::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = TickIndex)]
|
||||
pub struct WasmTickIndex {
|
||||
inner: wc::TickIndex,
|
||||
}
|
||||
|
||||
impl Default for WasmTickIndex {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = TickIndex)]
|
||||
impl WasmTickIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmTickIndex {
|
||||
Self {
|
||||
inner: wc::TickIndex::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
change: Vec<f64>,
|
||||
volume: Vec<f64>,
|
||||
new_high: Vec<f64>,
|
||||
new_low: Vec<f64>,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
Ok(self
|
||||
.inner
|
||||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
Reference in New Issue
Block a user