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feat: add Ichimoku & Charts deepening (B13, 5 indicators) (#207)

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B13 of the family-deepening roadmap — five alternative-chart indicators (474 -> 479), all in the **Ichimoku & Charts** family.

- **Smoothed Heikin-Ashi** (`candle -> struct {open, high, low, close}`) — a Heikin-Ashi candle computed from EMA-smoothed OHLC.
- **Heikin-Ashi Oscillator** (`candle -> f64`) — the HA body (`ha_close - ha_open`), optionally EMA-smoothed, as a zero-line oscillator.
- **Three Line Break** (`candle -> f64`) — line-break ("kakushi") chart trend direction; reverses only when the close breaks the extreme of the last N lines. Distinct from the candlestick `ThreeLineStrike`.
- **Equivolume** (`candle -> struct {height, width}`) — a box whose height is the bar range and width is volume-relative.
- **CandleVolume** (`candle -> struct {body, width}`) — a candle whose body is close-minus-open and width is volume-relative.

All bindings hand-written (3 struct-output + 2 candle-input-with-open / non-period-ctor). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (479) and CHANGELOG. Verified: core 3915 + doc 432, clippy clean, node 554, python 913.
This commit is contained in:
kingchenc
2026-06-08 01:49:03 +02:00
committed by GitHub
parent 57e26fb22f
commit ceaeb90a22
19 changed files with 2399 additions and 58 deletions
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bindings/wasm/src/lib.rs
+300
View File
@@ -10188,6 +10188,306 @@ impl WasmCalendarSpread {
}
}
// ---------- Heikin-Ashi Oscillator ----------
#[wasm_bindgen(js_name = HeikinAshiOscillator)]
pub struct WasmHeikinAshiOscillator {
inner: wc::HeikinAshiOscillator,
}
#[wasm_bindgen(js_class = HeikinAshiOscillator)]
impl WasmHeikinAshiOscillator {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmHeikinAshiOscillator, JsError> {
Ok(Self {
inner: wc::HeikinAshiOscillator::new(period).map_err(map_err)?,
})
}
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle_ohlc(open, high, low, close)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("open, high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let c = make_candle_ohlc(open[i], high[i], low[i], close[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
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()
}
}
// ---------- Three Line Break ----------
#[wasm_bindgen(js_name = ThreeLineBreak)]
pub struct WasmThreeLineBreak {
inner: wc::ThreeLineBreak,
}
#[wasm_bindgen(js_class = ThreeLineBreak)]
impl WasmThreeLineBreak {
#[wasm_bindgen(constructor)]
pub fn new(lines: usize) -> Result<WasmThreeLineBreak, JsError> {
Ok(Self {
inner: wc::ThreeLineBreak::new(lines).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
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()
}
}
// ---------- Smoothed Heikin-Ashi ----------
#[wasm_bindgen(js_name = SmoothedHeikinAshi)]
pub struct WasmSmoothedHeikinAshi {
inner: wc::SmoothedHeikinAshi,
}
#[wasm_bindgen(js_class = SmoothedHeikinAshi)]
impl WasmSmoothedHeikinAshi {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmSmoothedHeikinAshi, JsError> {
Ok(Self {
inner: wc::SmoothedHeikinAshi::new(period).map_err(map_err)?,
})
}
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> Result<JsValue, JsError> {
let candle = make_candle_ohlc(open, high, low, close)?;
match self.inner.update(candle) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"open".into(), &o.open.into()).ok();
Reflect::set(&obj, &"high".into(), &o.high.into()).ok();
Reflect::set(&obj, &"low".into(), &o.low.into()).ok();
Reflect::set(&obj, &"close".into(), &o.close.into()).ok();
Ok(obj.into())
}
None => Ok(JsValue::NULL),
}
}
pub fn batch(
&mut self,
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("open, high, low, close must be equal length"));
}
let n = open.len();
let mut out = vec![f64::NAN; n * 4];
for i in 0..n {
let candle = make_candle_ohlc(open[i], high[i], low[i], close[i])?;
if let Some(o) = self.inner.update(candle) {
out[i * 4] = o.open;
out[i * 4 + 1] = o.high;
out[i * 4 + 2] = o.low;
out[i * 4 + 3] = o.close;
}
}
Ok(Float64Array::from(out.as_slice()))
}
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()
}
}
// ---------- Equivolume ----------
#[wasm_bindgen(js_name = Equivolume)]
pub struct WasmEquivolume {
inner: wc::Equivolume,
}
#[wasm_bindgen(js_class = Equivolume)]
impl WasmEquivolume {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmEquivolume, JsError> {
Ok(Self {
inner: wc::Equivolume::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> Result<JsValue, JsError> {
let candle = wc::Candle::new(low, high, low, low, volume, 0).map_err(map_err)?;
match self.inner.update(candle) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"height".into(), &o.height.into()).ok();
Reflect::set(&obj, &"width".into(), &o.width.into()).ok();
Ok(obj.into())
}
None => Ok(JsValue::NULL),
}
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != volume.len() {
return Err(JsError::new("high, low, volume must be equal length"));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let candle =
wc::Candle::new(low[i], high[i], low[i], low[i], volume[i], 0).map_err(map_err)?;
if let Some(o) = self.inner.update(candle) {
out[i * 2] = o.height;
out[i * 2 + 1] = o.width;
}
}
Ok(Float64Array::from(out.as_slice()))
}
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()
}
}
// ---------- CandleVolume ----------
#[wasm_bindgen(js_name = CandleVolume)]
pub struct WasmCandleVolume {
inner: wc::CandleVolume,
}
#[wasm_bindgen(js_class = CandleVolume)]
impl WasmCandleVolume {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmCandleVolume, JsError> {
Ok(Self {
inner: wc::CandleVolume::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, open: f64, close: f64, volume: f64) -> Result<JsValue, JsError> {
let high = open.max(close);
let low = open.min(close);
let candle = wc::Candle::new(open, high, low, close, volume, 0).map_err(map_err)?;
match self.inner.update(candle) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"body".into(), &o.body.into()).ok();
Reflect::set(&obj, &"width".into(), &o.width.into()).ok();
Ok(obj.into())
}
None => Ok(JsValue::NULL),
}
}
pub fn batch(
&mut self,
open: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
if open.len() != close.len() || close.len() != volume.len() {
return Err(JsError::new("open, close, volume must be equal length"));
}
let n = open.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let high = open[i].max(close[i]);
let low = open[i].min(close[i]);
let candle =
wc::Candle::new(open[i], high, low, close[i], volume[i], 0).map_err(map_err)?;
if let Some(o) = self.inner.update(candle) {
out[i * 2] = o.body;
out[i * 2 + 1] = o.width;
}
}
Ok(Float64Array::from(out.as_slice()))
}
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()
}
}
// ---------- Market Breadth (CrossSection input) ----------
//
// A breadth tick is the per-symbol state of the whole universe, passed as four