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
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# TRIMA
> Triangular Moving Average — a simple moving average applied twice, which
> triangular-weights the window so the middle bars carry the most weight.
## Quick reference
| Field | Value |
|-------|-------|
| Family | Moving Averages |
| Input type | `f64` (single close) |
| Output type | `f64` |
| Output range | unbounded; tracks the input price scale |
| Default parameters | `period` is required (no default in either binding) |
| Warmup period | `period` |
| Interpretation | Very smooth price level; the triangular weighting suppresses edge bars. |
## Formula
`TRIMA(n)` is `SMA` stacked on `SMA`. For period `n` the two lengths are:
```
odd n: n1 = n2 = (n + 1) / 2
even n: n1 = n / 2, n2 = n / 2 + 1
TRIMA_t = SMA_{n2}( SMA_{n1}(price) )_t
```
Composing two equal-weight means convolves two rectangular windows, which
yields a triangular weight profile over the original `n` closes — the
centre bar gets the largest weight, the two edges the smallest. Both
stacked SMAs are O(1), so `update` is O(1) regardless of `period`.
## Parameters
| Name | Type | Default | Valid range | Description |
|----------|---------|---------|-------------|-------------|
| `period` | `usize` | none | `>= 1` | Window length. `period = 0` errors with `Error::PeriodZero`. `period = 1` and `period = 2` degenerate to short SMAs. |
There is no Python `#[pyo3(signature = …)]` default for `TRIMA`, so
`wickra.TRIMA(period)` requires the period explicitly.
## Inputs / Outputs
From `crates/wickra-core/src/indicators/trima.rs`:
```rust
impl Indicator for Trima {
type Input = f64;
type Output = f64;
// update(&mut self, input: f64) -> Option<f64>
}
```
A single `f64` close in, an `Option<f64>` out. Python maps this to
`float | None` / `numpy.ndarray` (NaN warmup); Node to `number | null` /
`Array<number>` (NaN warmup).
## Warmup
`Trima::new(period).warmup_period() == period`. The inner SMA emits after
`n1` inputs; the outer SMA then needs `n2 1` more, and `n1 + n2 1 = n`
for both the odd and even splits. So the first non-`None` output lands on
exactly the `period`-th `update()`.
## Edge cases
- **Constant series.** `[42.0; n]` returns `Some(42.0)` from input
`period` onward — both SMAs are exact for constants
(`constant_series_yields_the_constant` pins this).
- **NaN / infinity inputs.** `update` returns `self.outer.value()` for a
non-finite input *without* feeding either SMA, so the inner SMA's stale
value is never double-counted into the outer SMA. State is left
untouched.
- **Reset.** `trima.reset()` resets both inner and outer SMAs, restarting
the warmup countdown.
## Examples
### Rust
```rust
use wickra::{BatchExt, Indicator, Trima};
fn main() -> Result<(), Box<dyn std::error::Error>> {
let mut trima = Trima::new(5)?;
let out: Vec<Option<f64>> = trima.batch(&[1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0]);
println!("{:?}", out);
println!("warmup_period = {}", trima.warmup_period());
Ok(())
}
```
Output:
```
[None, None, None, None, Some(3.0), Some(4.0), Some(5.0)]
warmup_period = 5
```
`TRIMA(5)` is `SMA(3)` of `SMA(3)`. `SMA(3)` of `1..=7` is
`[_, _, 2, 3, 4, 5, 6]`; `SMA(3)` of that is `[_, _, _, _, 3, 4, 5]`. This
matches the `odd_period_reference_values` test in
`crates/wickra-core/src/indicators/trima.rs`.
### Python
```python
import numpy as np
import wickra as ta
trima = ta.TRIMA(5)
print(trima.batch(np.array([1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0])))
print("warmup_period =", trima.warmup_period())
```
Output:
```
[nan nan nan nan 3. 4. 5.]
warmup_period = 5
```
### Node
```javascript
const ta = require('wickra');
const trima = new ta.TRIMA(5);
console.log(trima.batch([1, 2, 3, 4, 5, 6, 7]));
console.log('warmupPeriod:', trima.warmupPeriod());
```
Output:
```
[ NaN, NaN, NaN, NaN, 3, 4, 5 ]
warmupPeriod: 5
```
## Interpretation
`Trima` is one of the smoothest single-line averages in the library: the
triangular weight profile damps the most recent bar far more than a plain
`Sma` does, so whipsaws are rare. The cost is lag — a `Trima(n)` lags
roughly like an `Sma(n/2)` doubled. Use it as a slow trend filter where a
clean, low-noise line matters more than fast reaction; prefer
[`Ema`](../moving-averages/Indicator-Ema.md) or [`Hma`](../moving-averages/Indicator-Hma.md) when responsiveness
matters.
## Common pitfalls
- **Expecting `Sma`-like lag.** Stacking two means roughly doubles the
effective lag; size the period accordingly.
- **Treating `period = 0` as "use a default".** `Trima::new(0)` returns
`Err(Error::PeriodZero)` in Rust and a `ValueError` in Python.
## References
The triangular moving average is a standard double-smoothed SMA; the
odd/even split used here (`n1`, `n2`) matches TA-Lib's `TRIMA`.
## See also
- [Indicator-Sma.md](../moving-averages/Indicator-Sma.md) — the building block applied twice.
- [Indicator-Wma.md](../moving-averages/Indicator-Wma.md) — linear (not triangular) weights.
- [Indicator-Smma.md](../moving-averages/Indicator-Smma.md) — the other F1 average.
- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.