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

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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
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crates/wickra-core/src/lib.rs
+37 -30
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@@ -76,44 +76,51 @@ pub use indicators::{
HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
HomingPigeon, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, Kama, KellyCriterion,
Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
LinRegChannel, LinRegChannelOutput, LinRegSlope, LinearRegression, LiquidationFeatures,
LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope,
MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic,
MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, MorningDojiStar,
InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama,
KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine,
LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, MorningDojiStar,
MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck,
OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread,
RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput, RenkoTrailingStop, RickshawMan,
RisingThreeMethods, Roc, RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi,
RviVolatility, Rwi, RwiOutput, SeparatingLines, SharpeRatio, ShootingStar, ShortLine,
SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation,
SpinningTop, StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput,
StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi,
Stochastic, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio,
Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput,
TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis,
ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting,
Tii, TpoProfile, TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi,
Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
PiercingDarkCloud, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread,
RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput,
RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, RogersSatchellVolatility,
RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SeparatingLines,
SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
SortinoRatio, SpearmanCorrelation, SpinningTop, StalledPattern, StandardError,
StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother,
SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap,
VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose,
WilliamsFractals, WilliamsFractalsOutput, WilliamsR, 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
// strips only `*Output` companions) does not count it as a separate indicator.
pub use indicators::FootprintLevel;
// Bar element types for the alt-chart builders, re-exported on their own lines so
// the indicator-count tooling (which scans only the braced block above) does not
// count them as separate indicators.
pub use indicators::KagiBar;
pub use indicators::PnfColumn;
pub use indicators::RenkoBrick;
pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};
pub use traits::{BarBuilder, BatchExt, Chain, Indicator};