feat: add Alt-Chart Bars (Renko, Kagi, Point & Figure) via a BarBuilder trait (#146)

Introduces a BarBuilder trait for price-driven chart constructors that emit a variable number of bars per candle (deliberately not Indicator). Adds Renko (box-size bricks, 2-box reversal), Kagi (reversal-amount segments) and Point & Figure (box-size X/O columns, N-box reversal) in a new Alt-Chart Bars family, with custom Python/Node/WASM bindings, a dedicated fuzz target, tests and docs. Indicator count 292 -> 295.
This commit is contained in:
kingchenc
2026-06-02 21:56:00 +02:00
committed by GitHub
parent f37eedd44e
commit d4b3f9dbd1
20 changed files with 1692 additions and 43 deletions
+12 -3
View File
@@ -8,16 +8,25 @@ const test = require('node:test');
const assert = require('node:assert/strict');
const wickra = require('..');
// Bar builders (Renko / Kagi / Point & Figure) implement the `BarBuilder`
// contract, not `Indicator`: they emit a variable number of completed bars per
// candle and have no fixed warmup or ready state. They expose update/batch/reset
// but intentionally not isReady/warmupPeriod, so they are excluded from the
// Indicator completeness contract below (their interface is covered by the
// dedicated bar-builder tests).
const BAR_BUILDERS = new Set(['RenkoBars', 'KagiBars', 'PointAndFigureBars']);
// An "indicator class" is an exported constructor whose prototype carries the
// streaming `update` method. This excludes `version` (a plain function) and any
// non-indicator export.
// streaming `update` method. This excludes `version` (a plain function), the bar
// builders, and any non-indicator export.
function indicatorClasses() {
return Object.keys(wickra).filter((name) => {
const value = wickra[name];
return (
typeof value === 'function' &&
value.prototype &&
typeof value.prototype.update === 'function'
typeof value.prototype.update === 'function' &&
!BAR_BUILDERS.has(name)
);
});
}
@@ -1272,3 +1272,37 @@ test('TpoProfile counts time at price, volume-agnostic', () => {
assert.ok(Math.abs(out.priceHigh - 14) < 1e-9);
assert.deepEqual(out.counts, [1, 2, 2, 1]);
});
test('RenkoBars prints aligned bricks and reverses on two boxes', () => {
const r = new wickra.RenkoBars(1.0);
assert.deepEqual(r.update(10), []); // seed
const up = r.update(13);
assert.equal(up.length, 3);
assert.ok(Math.abs(up[0].open - 10) < 1e-9 && Math.abs(up[0].close - 11) < 1e-9);
assert.ok(up.every((b) => b.direction === 1));
const down = r.update(10);
assert.equal(down.length, 2);
assert.ok(down.every((b) => b.direction === -1));
});
test('KagiBars closes a segment on a reversal', () => {
const k = new wickra.KagiBars(2.0);
k.update(10);
k.update(11);
k.update(15);
const seg = k.update(12);
assert.equal(seg.length, 1);
assert.equal(seg[0].direction, 1);
assert.ok(Math.abs(seg[0].start - 10) < 1e-9 && Math.abs(seg[0].end - 15) < 1e-9);
});
test('PointAndFigureBars closes a column on a 3-box reversal', () => {
const pnf = new wickra.PointAndFigureBars(1.0, 3);
pnf.update(10);
pnf.update(13);
pnf.update(15);
const col = pnf.update(12);
assert.equal(col.length, 1);
assert.equal(col[0].direction, 1);
assert.ok(Math.abs(col[0].high - 15) < 1e-9 && Math.abs(col[0].low - 10) < 1e-9);
});