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Add B8 Volume family deepening (7 indicators) (#195)

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Deepens the **Volume** family (B8) with seven indicators (440 -> 447):

- **VolumeRsi** — Wilder RSI computed on signed volume flow.
- **WilliamsAd** — Williams Accumulation/Distribution cumulative line (distinct from Chaikin A/D).
- **TwiggsMoneyFlow** — true-range volume accumulation with Wilder smoothing (distinct from CMF).
- **TradeVolumeIndex** — tick-direction volume accumulation past a min-tick threshold (distinct from TSV).
- **IntradayIntensity** — volume weighted by close position within the bar range.
- **BetterVolume** — VSA volume-vs-spread effort/result classifier.
- **VolumeWeightedMacd** — MACD computed on VWMA with signal line and histogram (struct output).

("Up/Down Volume Ratio" already ships from A2.) All Candle input; the six scalar stops emit f64, VolumeWeightedMacd a {macd, signal, histogram} struct. Hand-written Python/Node/WASM bindings for the volume signature. Verified locally: 3620 core lib + 405 doc tests, clippy clean, 522 node tests, 865 pytest, counter 447.
This commit is contained in:
kingchenc
2026-06-07 02:30:56 +02:00
committed by GitHub
parent fc6f3d80c2
commit c78b84e186
21 changed files with 3254 additions and 32 deletions
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CHANGELOG.md
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@@ -6,6 +6,13 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [Unreleased]
- **Volume-Weighted MACD** — Volume-Weighted MACD: MACD computed on VWMA instead of EMA, with signal line and histogram (`VWMACD`).
- **Better Volume** — Better Volume (VSA): classifies volume against bar spread to surface effort/result imbalance (`BETTERVOL`).
- **Intraday Intensity Index** — Intraday Intensity Index: volume weighted by close position within the bar range (`INTRADAYINT`).
- **Trade Volume Index** — Trade Volume Index: accumulates volume by tick direction past a min-tick threshold (distinct from TSV) (`TRADEVOLIDX`).
- **Twiggs Money Flow** — Twiggs Money Flow: volume-weighted accumulation using true range and Wilder smoothing (distinct from CMF) (`TWIGGSMF`).
- **Williams Accumulation/Distribution** — Williams Accumulation/Distribution: cumulative price-direction accumulator (distinct from Chaikin A/D) (`WILLIAMSAD`).
- **Volume RSI** — Volume RSI: Wilder-style RSI computed on signed volume flow (`VOLUMERSI`).
## [0.6.2] - 2026-06-07
- **Modified MA Stop** — Modified MA Stop — SMMA-ratcheted trailing stop with directional flip (`MODIFIED_MA_STOP`).