F13c: restructure the indicator catalogue into eight families

The original taxonomy was four classical families plus a statistics group,
with the F1-F12 expansion slotted in as sub-categories. This regroups the
whole 71-indicator catalogue into eight top-level families, each with at
least five members:

  Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9),
  Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5),
  Volume (9), Price Statistics (7).

- Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71
  indicator pages moved with `git mv`. Every internal cross-link is
  normalised to `../<family>/Indicator-X.md`, each page's `Family` field is
  set to its new family, and two pre-existing `../Indicator-Chaining.md`
  links (should have been `../../`) are corrected. A link check confirms
  every relative wiki link resolves.
- Indicators-Overview.md fully rewritten around the eight families;
  Home.md indicator reference and the README family table follow suit.
- Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the
  46-indicator expansion (25 -> 71) and the eight-family taxonomy.
- Tests: Node indicators.test.js and Python test_new_indicators.py cover
  all eight new indicators (Node 91/91, Python 117/117 green).

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
This commit is contained in:
kingchenc
2026-05-22 21:21:56 +02:00
parent 6643f7a81d
commit d2f99efd78
78 changed files with 612 additions and 616 deletions
+26 -1
View File
@@ -1,5 +1,5 @@
// Comprehensive tests for the Wickra Node bindings: streaming-vs-batch
// equivalence, reference values, and lifecycle methods across all 63
// equivalence, reference values, and lifecycle methods across all 71
// indicators. Ported from the Python test_streaming_vs_batch / test_known_values
// suites.
@@ -13,6 +13,7 @@ const close = Array.from({ length: N }, (_, i) => 100 + Math.sin(i * 0.2) * 10 +
const high = close.map((c) => c + 1.5);
const low = close.map((c) => c - 1.5);
const volume = Array.from({ length: N }, (_, i) => 1000 + (i % 7) * 50);
const open = close.map((c) => c - 0.5);
function eq(a, b) {
if (Number.isNaN(a)) return Number.isNaN(b);
@@ -55,6 +56,9 @@ const scalarFactories = {
PercentB: () => new wickra.PercentB(20, 2),
LinearRegression: () => new wickra.LinearRegression(14),
LinRegSlope: () => new wickra.LinRegSlope(14),
VerticalHorizontalFilter: () => new wickra.VerticalHorizontalFilter(28),
ZScore: () => new wickra.ZScore(20),
LinRegAngle: () => new wickra.LinRegAngle(14),
};
for (const [name, make] of Object.entries(scalarFactories)) {
@@ -95,6 +99,11 @@ const candleScalar = {
TypicalPrice: { make: () => new wickra.TypicalPrice(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
MedianPrice: { make: () => new wickra.MedianPrice(), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
WeightedClose: { make: () => new wickra.WeightedClose(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
AcceleratorOscillator: { make: () => new wickra.AcceleratorOscillator(5, 34, 5), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
BalanceOfPower: { make: () => new wickra.BalanceOfPower(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ChoppinessIndex: { make: () => new wickra.ChoppinessIndex(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
TrueRange: { make: () => new wickra.TrueRange(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
ChaikinVolatility: { make: () => new wickra.ChaikinVolatility(10, 10), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
};
for (const [name, d] of Object.entries(candleScalar)) {
@@ -232,3 +241,19 @@ test('SuperTrend flat market holds the lower band and an uptrend', () => {
assert.ok(Math.abs(out[2 * n - 2] - 4) < 1e-9); // value
assert.equal(out[2 * n - 1], 1); // direction
});
test('BalanceOfPower reference value', () => {
// (close - open) / (high - low) = (12 - 10) / (14 - 10) = 0.5.
assert.ok(Math.abs(new wickra.BalanceOfPower().update(10, 14, 10, 12) - 0.5) < 1e-9);
});
test('TrueRange reference values', () => {
const tr = new wickra.TrueRange();
assert.equal(tr.update(12, 8, 11), 4); // no prev close -> high - low
assert.equal(tr.update(10, 9, 9.5), 2); // prev close 11 -> max(1, 1, 2)
});
test('LinRegAngle of a unit-slope series is 45 degrees', () => {
const out = new wickra.LinRegAngle(5).batch([1, 2, 3, 4, 5, 6]);
assert.ok(Math.abs(out[4] - 45) < 1e-9);
});