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feat(ao-histogram): add Awesome Oscillator Histogram

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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.
This commit is contained in:
kingchenc
2026-05-24 21:43:26 +02:00
parent c6d5710cd6
commit e043a0dd9b
14 changed files with 409 additions and 14 deletions
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bindings/node/__tests__/indicators.test.js
+11
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@@ -102,6 +102,7 @@ const candleScalar = {
MedianPrice: { make: () => new wickra.MedianPrice(), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
WeightedClose: { make: () => new wickra.WeightedClose(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
AcceleratorOscillator: { make: () => new wickra.AcceleratorOscillator(5, 34, 5), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
AwesomeOscillatorHistogram: { make: () => new wickra.AwesomeOscillatorHistogram(5, 34, 5), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
BalanceOfPower: { make: () => new wickra.BalanceOfPower(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ChoppinessIndex: { make: () => new wickra.ChoppinessIndex(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
TrueRange: { make: () => new wickra.TrueRange(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
@@ -260,6 +261,16 @@ test('LinRegAngle of a unit-slope series is 45 degrees', () => {
assert.ok(Math.abs(out[4] - 45) < 1e-9);
});
test('AwesomeOscillatorHistogram on a flat median converges to zero', () => {
const n = 50;
const out = new wickra.AwesomeOscillatorHistogram(3, 5, 3).batch(
Array(n).fill(11),
Array(n).fill(9),
);
// warmup = 5 + 3 - 1 = 7.
for (let i = 6; i < n; i++) assert.ok(Math.abs(out[i]) < 1e-12);
});
test('APO(3, 5) on a flat series converges to zero', () => {
const out = new wickra.APO(3, 5).batch(Array(30).fill(42));
for (let i = 0; i < 4; i++) assert.ok(Number.isNaN(out[i]));