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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@@ -15,11 +15,11 @@
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use libfuzzer_sys::fuzz_target;
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use wickra_core::{
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Alma, BatchExt, BollingerBands, Cmo, ConnorsRsi, Coppock, Dema, Dpo, Ema, Frama,
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HistoricalVolatility, Hma, Indicator, Jma, Kama, Kst, LaguerreRsi, LinRegAngle, LinRegSlope,
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LinearRegression, MacdIndicator, McGinleyDynamic, Mom, Pmo, Ppo, Roc, Rsi, Sma, Smma, StdDev,
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StochRsi, T3, Tema, Trima, Trix, Tsi, UlcerIndex, VerticalHorizontalFilter, Vidya, Wma, ZScore,
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Zlema,
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Alma, Apo, BatchExt, BollingerBands, Cfo, Cmo, ConnorsRsi, Coppock, Dema, Dpo, ElderImpulse,
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Ema, Frama, HistoricalVolatility, Hma, Indicator, Jma, Kama, Kst, LaguerreRsi, LinRegAngle,
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LinRegSlope, LinearRegression, MacdIndicator, McGinleyDynamic, Mom, Pmo, Ppo, Roc, Rsi, Sma,
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Smma, Stc, StdDev, StochRsi, T3, Tema, Trima, Trix, Tsi, UlcerIndex, VerticalHorizontalFilter,
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Vidya, Wma, ZScore, ZeroLagMacd, Zlema,
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};
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/// Drive a single streaming + batch run through one scalar indicator. Marked
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@@ -67,6 +67,10 @@ fuzz_target!(|data: Vec<f64>| {
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drive(|| StochRsi::new(14, 14).unwrap(), &data);
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drive(|| Dpo::new(14).unwrap(), &data);
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drive(|| Ppo::new(12, 26).unwrap(), &data);
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drive(|| Apo::new(12, 26).unwrap(), &data);
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drive(|| Cfo::new(14).unwrap(), &data);
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drive(|| ElderImpulse::classic(), &data);
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drive(|| Stc::classic(), &data);
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drive(|| Coppock::new(14, 11, 10).unwrap(), &data);
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drive(|| StdDev::new(14).unwrap(), &data);
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drive(|| UlcerIndex::new(14).unwrap(), &data);
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@@ -89,6 +93,16 @@ fuzz_target!(|data: Vec<f64>| {
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let _ = Kst::classic().batch(&data);
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}
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// Zero-Lag MACD shares MACD's multi-output topology, so it gets the
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// same hand-rolled streaming + batch drive as classic MACD below.
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{
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let mut z = ZeroLagMacd::classic();
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for &x in &data {
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let _ = z.update(x);
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}
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let _ = ZeroLagMacd::classic().batch(&data);
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}
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// MACD and Bollinger Bands have non-`f64` outputs, so they cannot use the
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// generic `drive` helper above. Streaming + batch are still both exercised.
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{
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@@ -24,7 +24,8 @@
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use libfuzzer_sys::fuzz_target;
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use wickra_core::{
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AcceleratorOscillator, Adl, Adx, Alligator, Aroon, AroonOscillator, Atr, AtrTrailingStop,
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AwesomeOscillator, BalanceOfPower, BatchExt, Candle, Cci, ChaikinMoneyFlow, ChaikinOscillator,
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AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BatchExt, Candle, Cci,
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ChaikinMoneyFlow, ChaikinOscillator,
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ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, Donchian, EaseOfMovement,
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Evwma, ForceIndex, Indicator, Inertia, Keltner, MassIndex, MedianPrice, Mfi, Natr, Obv, Pgo,
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Psar, RollingVwap, Rvi, Smi,
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@@ -103,6 +104,10 @@ fuzz_target!(|data: Vec<f64>| {
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drive(|| Smi::classic(), &candles);
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drive(|| WilliamsR::new(14).unwrap(), &candles);
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drive(|| AwesomeOscillator::new(5, 34).unwrap(), &candles);
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drive(
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|| AwesomeOscillatorHistogram::new(5, 34, 5).unwrap(),
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&candles,
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);
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drive(|| AcceleratorOscillator::new(5, 34, 5).unwrap(), &candles);
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drive(|| UltimateOscillator::new(7, 14, 28).unwrap(), &candles);
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drive(BalanceOfPower::new, &candles);
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