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

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
+72
View File
@@ -489,6 +489,11 @@ export interface FibTimeZonesValue {
onZone: number
barsToNext: number
}
export interface VolumeWeightedMacdValue {
macd: number
signal: number
histogram: number
}
export type SmaNode = SMA
export declare class SMA {
constructor(period: number)
@@ -4640,3 +4645,70 @@ export declare class FibTimeZones {
isReady(): boolean
warmupPeriod(): number
}
export type VolumeRsiNode = VolumeRsi
export declare class VolumeRsi {
constructor(period: number)
update(close: number, volume: number): number | null
batch(close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type WadNode = Wad
export declare class Wad {
constructor()
update(high: number, low: number, close: number): number | null
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type TwiggsMoneyFlowNode = TwiggsMoneyFlow
export declare class TwiggsMoneyFlow {
constructor(period: number)
update(high: number, low: number, close: number, volume: number): number | null
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type TradeVolumeIndexNode = TradeVolumeIndex
export declare class TradeVolumeIndex {
constructor(minTick: number)
update(close: number, volume: number): number | null
batch(close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type IntradayIntensityNode = IntradayIntensity
export declare class IntradayIntensity {
constructor()
update(high: number, low: number, close: number, volume: number): number | null
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type BetterVolumeNode = BetterVolume
export declare class BetterVolume {
constructor(period: number)
update(high: number, low: number, close: number, volume: number): number | null
batch(high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type VolumeWeightedMacdNode = VolumeWeightedMacd
export declare class VolumeWeightedMacd {
constructor(fast: number, slow: number, signal: number)
update(close: number, volume: number): VolumeWeightedMacdValue | null
/**
* Returns `[macd0, signal0, histogram0, macd1, ...]`, length `3 * n`.
* Warmup positions are `NaN`.
*/
batch(close: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}