feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)
* feat(apo): add Absolute Price Oscillator EMA(close, fast) - EMA(close, slow). Like MACD without the signal EMA. Defaults to (fast = 12, slow = 26); fast must be strictly less than slow. Touchpoints: apo.rs + mod.rs + lib.rs re-export, PyApo + __init__.py + test_new_indicators SCALAR + test_known_values flat reference, ApoNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmApo via scalar macro, scalar-fuzz target, README + CHANGELOG. * fix(apo): add PyApo + ApoNode + WasmApo bindings missed fromec269d8The previous APO commit (ec269d8) only registered APO in the Python __init__.py / Node index.js / Node index.d.ts / fuzz / tests / docs. The actual PyApo pyclass, ApoNode napi class, and WasmApo wasm class edits silently no-op'd because the underlying lib.rs files had been touched by a branch switch between Read and Edit. The bindings were therefore advertising APO from the Python module / Node package / WASM module but not actually exposing it. Fix: insert PyApo block + add_class call in bindings/python/src/lib.rs, ApoNode block in bindings/node/src/lib.rs, WasmApo macro line in bindings/wasm/src/lib.rs. cargo test workspace stays at 615 (no new tests added; the existing test_known_values + indicators.test.js references would have failed at import once the bindings rebuilt without these classes). * feat(ao-histogram): add Awesome Oscillator Histogram AO - SMA(AO, sma_period). A configurable variant of the existing AcceleratorOscillator (which fixes fast=5, slow=34, sma=5). Three parameters; defaults match Bill Williams' Accelerator. Touchpoints: awesome_oscillator_histogram.rs + mod.rs + lib.rs re-export, PyAoHist + __init__.py + test_new_indicators CANDLE_SCALAR + test_known_values flat reference, AwesomeOscillatorHistogramNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmAoHist, candle-fuzz target, README + CHANGELOG. * feat(cfo): add Chande Forecast Oscillator 100 * (close - LinReg(close, period)) / close. Positive when close overshoots the linear forecast, negative when it undershoots. Holds the previous value if the close is zero (percentage form undefined). Single param period (default 14). Touchpoints: cfo.rs + mod.rs + lib.rs re-export, PyCfo + __init__.py + test_new_indicators SCALAR + test_known_values linear reference, CfoNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmCfo via scalar macro, scalar-fuzz target, README + CHANGELOG. * fix(cfo): add WasmCfo binding missed from733afd9* feat(zero-lag-macd): add Zero-Lag MACD Classic MACD topology with ZLEMA substituted for EMA everywhere: faster reaction to trend changes at the cost of slightly noisier readings. Multi-output ZeroLagMacdOutput { macd, signal, histogram }. Three parameters (fast = 12, slow = 26, signal = 9); fast must be strictly less than slow. Touchpoints: zero_lag_macd.rs + mod.rs + lib.rs re-export, PyZeroLagMacd + __init__.py + test_new_indicators MULTI + test_known_values flat reference, ZeroLagMacdNode + ZeroLagMacdValue + index.d.ts/index.js + indicators.test.js multi factory + reference, WasmZeroLagMacd, scalar fuzz with hand-rolled drive (multi-output bypasses the f64-only helper), README + CHANGELOG. * feat(elder-impulse): add Alexander Elder Impulse System Tri-state momentum gauge: +1 (green/buy) when EMA trend and MACD histogram both rise, -1 (red/sell) when both fall, 0 (blue/neutral) on disagreement. Four parameters (ema_period, macd_fast, macd_slow, macd_signal); defaults (13, 12, 26, 9) match Elder. Internally feeds both branches on every input so they warm in parallel; needs one bar past the slowest branch to seed direction state. Touchpoints: elder_impulse.rs + mod.rs + lib.rs re-export, PyElderImpulse + __init__.py + test_new_indicators SCALAR + test_known_values neutral reference, ElderImpulseNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmElderImpulse via scalar macro, scalar-fuzz target, README + CHANGELOG. * feat(stc): add Schaff Trend Cycle Doug Schaff's doubly-Stochastic-smoothed MACD. Bounded [0, 100] reading that reacts faster than MACD by extracting the percentile of MACD within a recent window, half-EMA-smoothing it, and re-stochasing the smoothed series. Four parameters (fast = 23, slow = 50, schaff_period = 10, factor = 0.5); fast must be strictly less than slow and factor must lie in (0, 1]. Output clamped to [0, 100] to absorb floating-point rounding. The stochastic stages clamp to 0 when their rolling range collapses (flat input or perfectly monotone trend), so a flat series settles deterministically at 0 after warmup. Touchpoints: stc.rs + mod.rs + lib.rs re-export, PyStc + __init__.py + test_new_indicators SCALAR + test_known_values flat reference, StcNode + index.d.ts/index.js + indicators.test.js factory + reference, WasmStc via scalar macro, scalar-fuzz target, README + CHANGELOG. * fix(stc): rename last_stc -> last_value to satisfy clippy * ci: Retry setup-node and setup-python on CDN flakes Setup-node on Windows runners and setup-python across all OSes occasionally fail with a silent hang or 5xx mid-download ("Attempting to download 18..." → fail in <1s) — pure upstream CDN flake. The fix ran on this branch's previous merge commit (24e723f) had to be re-triggered manually via `gh run rerun --failed`. Wrap both setup actions with continue-on-error and a follow-up retry step that waits 30s and re-runs the same setup. The retry only fires when the first attempt failed (steps.<id>.outcome == 'failure'), so a green setup costs nothing extra. The retry uses the identical pinned SHA so we still get supply-chain verification on both attempts. Applied to ci.yml (Python matrix and Node matrix). release.yml has the same setup-node / setup-python steps but is rarely re-run, so the existing manual rerun pattern stays sufficient for now. * test(zero-lag-macd): Fix MULTI dict shape mismatch + cover warmup_period ZeroLagMACD was registered in the Python MULTI dict (which asserts a (n, 2) batch shape) but actually emits (n, 3) — macd, signal, histogram — like MACD. Moved out into its own standalone test test_zero_lag_macd_streaming_matches_batch (3-tuple shape), and included in the lifecycle sweep. Mirrors the existing Alligator pattern for 3-output candle indicators. Also adds a unit test for ZeroLagMacd::warmup_period that pins both the (12, 26, 9) classic case and a small-period config — these four lines were the codecov/patch miss on PR 41.
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@@ -91,6 +91,62 @@ wasm_scalar_indicator!(WasmPmo, "PMO", wc::Pmo, smoothing1: usize, smoothing2: u
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wasm_scalar_indicator!(WasmStochRsi, "StochRSI", wc::StochRsi, rsi_period: usize, stoch_period: usize);
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wasm_scalar_indicator!(WasmDpo, "DPO", wc::Dpo, period: usize);
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wasm_scalar_indicator!(WasmPpo, "PPO", wc::Ppo, fast: usize, slow: usize);
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wasm_scalar_indicator!(WasmApo, "APO", wc::Apo, fast: usize, slow: usize);
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wasm_scalar_indicator!(WasmCfo, "CFO", wc::Cfo, period: usize);
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wasm_scalar_indicator!(WasmElderImpulse, "ElderImpulse", wc::ElderImpulse, ema_period: usize, macd_fast: usize, macd_slow: usize, macd_signal: usize);
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wasm_scalar_indicator!(WasmStc, "STC", wc::Stc, fast: usize, slow: usize, schaff_period: usize, factor: f64);
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#[wasm_bindgen(js_name = ZeroLagMACD)]
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pub struct WasmZeroLagMacd {
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inner: wc::ZeroLagMacd,
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}
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#[wasm_bindgen(js_class = ZeroLagMACD)]
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impl WasmZeroLagMacd {
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#[wasm_bindgen(constructor)]
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pub fn new(fast: usize, slow: usize, signal: usize) -> Result<WasmZeroLagMacd, JsError> {
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Ok(Self {
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inner: wc::ZeroLagMacd::new(fast, slow, signal).map_err(map_err)?,
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})
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}
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/// Returns `[macd0, signal0, histogram0, ...]`, length `3n`.
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pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
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let n = prices.len();
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let mut out = vec![f64::NAN; n * 3];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 3] = o.macd;
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out[i * 3 + 1] = o.signal;
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out[i * 3 + 2] = o.histogram;
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}
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}
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Float64Array::from(out.as_slice())
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}
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/// Returns `{ macd, signal, histogram }` once warm, else `null`.
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pub fn update(&mut self, value: f64) -> JsValue {
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match self.inner.update(value) {
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Some(o) => {
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let obj = Object::new();
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Reflect::set(&obj, &"macd".into(), &o.macd.into()).ok();
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Reflect::set(&obj, &"signal".into(), &o.signal.into()).ok();
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Reflect::set(&obj, &"histogram".into(), &o.histogram.into()).ok();
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obj.into()
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}
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None => JsValue::NULL,
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}
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[wasm_bindgen(js_name = isReady)]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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wasm_scalar_indicator!(WasmCoppock, "Coppock", wc::Coppock, roc_long: usize, roc_short: usize, wma_period: usize);
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wasm_scalar_indicator!(WasmStdDev, "StdDev", wc::StdDev, period: usize);
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wasm_scalar_indicator!(WasmUlcerIndex, "UlcerIndex", wc::UlcerIndex, period: usize);
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@@ -2218,6 +2274,47 @@ impl WasmRollingVwap {
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}
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}
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#[wasm_bindgen(js_name = AwesomeOscillatorHistogram)]
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pub struct WasmAoHist {
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inner: wc::AwesomeOscillatorHistogram,
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}
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#[wasm_bindgen(js_class = AwesomeOscillatorHistogram)]
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impl WasmAoHist {
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#[wasm_bindgen(constructor)]
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pub fn new(fast: usize, slow: usize, sma_period: usize) -> Result<WasmAoHist, JsError> {
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Ok(Self {
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inner: wc::AwesomeOscillatorHistogram::new(fast, slow, sma_period).map_err(map_err)?,
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})
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}
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pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
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let c = make_candle(high, low, low, 0.0)?;
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Ok(self.inner.update(c))
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}
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pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
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if high.len() != low.len() {
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return Err(JsError::new("high and low must be equal length"));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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let c = make_candle(high[i], low[i], low[i], 0.0)?;
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out.push(self.inner.update(c).unwrap_or(f64::NAN));
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}
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Ok(Float64Array::from(out.as_slice()))
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}
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[wasm_bindgen(js_name = isReady)]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[wasm_bindgen(js_name = warmupPeriod)]
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pub fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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}
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#[wasm_bindgen(js_name = AwesomeOscillator)]
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pub struct WasmAo {
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inner: wc::AwesomeOscillator,
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