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
+22 -21
View File
@@ -63,14 +63,14 @@ pub use indicators::{
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrRatchet, AtrRatchetOutput,
AtrTrailingStop, AutoFib, AutoFibOutput, Autocorrelation, AverageDailyRange, AverageDrawdown,
AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta,
BetaNeutralSpread, BipowerVariation, BodySizePct, BollingerBands, BollingerBandwidth,
BollingerOutput, BomarBands, BomarBandsOutput, BreadthThrust, Breakaway, BullishPercentIndex,
Butterfly, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity,
Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
ClassicPivotsOutput, CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration,
CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock,
Counterattack, Crab, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle,
BetaNeutralSpread, BetterVolume, BipowerVariation, BodySizePct, BollingerBands,
BollingerBandwidth, BollingerOutput, BomarBands, BomarBandsOutput, BreadthThrust, Breakaway,
BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput,
Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
ClassicPivots, ClassicPivotsOutput, CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation,
Cointegration, CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi,
Coppock, Counterattack, Crab, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle,
CyberneticCycle, Cypher, DayOfWeekProfile, DayOfWeekProfileOutput, Decycler,
DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope,
DerivativeOscillator, DetrendedStdDev, DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian,
@@ -92,7 +92,7 @@ pub use indicators::{
HistoricalVolatility, Hma, HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput,
HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
InstantaneousTrendline, IntradayMomentumIndex, IntradayVolatilityProfile,
InstantaneousTrendline, IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, Jma, JumpIndicator,
KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop, KaseDevStopOutput,
KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion, Keltner,
@@ -132,18 +132,19 @@ pub use indicators::{
TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside,
ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeBasedStop,
TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
TradeImbalance, TrendLabel, TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin,
TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput,
TtmTrend, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya,
VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop,
VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend,
VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
VwapStdDevBandsOutput, Vwma, Vzo, WavePm, WaveTrend, WaveTrendOutput, Wedge, WeightedClose,
WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots,
WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
TradeImbalance, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, TreynorRatio, Triangle,
Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi, Tsv, TtmSqueeze,
TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows, TypicalPrice,
UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods,
UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
VerticalHorizontalFilter, Vidya, VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility,
VolatilityRatio, VoltyStop, VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator,
VolumePriceTrend, VolumeProfile, VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd,
VolumeWeightedMacdOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm, WaveTrend, WaveTrendOutput, Wedge,
WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma,
WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};
// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
// line so the indicator-count tooling (which scans the braced block above and