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.
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
@@ -57,6 +57,7 @@ from ._wickra import (
StochRSI,
UltimateOscillator,
APO,
AwesomeOscillatorHistogram,
PPO,
DPO,
Coppock,
@@ -139,6 +140,7 @@ __all__ = [
"StochRSI",
"UltimateOscillator",
"APO",
"AwesomeOscillatorHistogram",
"PPO",
"DPO",
"Coppock",
+63
View File
@@ -812,6 +812,68 @@ impl PyKama {
}
}
// ============================== AwesomeOscillatorHistogram ==============================
#[pyclass(
name = "AwesomeOscillatorHistogram",
module = "wickra._wickra",
skip_from_py_object
)]
#[derive(Clone)]
struct PyAoHist {
inner: wc::AwesomeOscillatorHistogram,
}
#[pymethods]
impl PyAoHist {
#[new]
#[pyo3(signature = (fast=5, slow=34, sma_period=5))]
fn new(fast: usize, slow: usize, sma_period: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::AwesomeOscillatorHistogram::new(fast, slow, sma_period).map_err(map_err)?,
})
}
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
let c = extract_candle(candle)?;
Ok(self.inner.update(c))
}
fn batch<'py>(
&mut self,
py: Python<'py>,
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if h.len() != l.len() {
return Err(PyValueError::new_err("high and low must be equal length"));
}
let mut out = Vec::with_capacity(h.len());
for i in 0..h.len() {
let candle = wc::Candle::new(l[i], h[i], l[i], l[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
}
Ok(out.into_pyarray(py))
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
let (f, s, k) = self.inner.periods();
format!("AwesomeOscillatorHistogram(fast={f}, slow={s}, sma_period={k})")
}
}
// ============================== APO ==============================
#[pyclass(name = "APO", module = "wickra._wickra", skip_from_py_object)]
@@ -4540,6 +4602,7 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
m.add_class::<PyHma>()?;
m.add_class::<PyKama>()?;
m.add_class::<PyApo>()?;
m.add_class::<PyAoHist>()?;
m.add_class::<PyCci>()?;
m.add_class::<PyRoc>()?;
m.add_class::<PyWilliamsR>()?;
@@ -66,6 +66,16 @@ def test_rsi_wilder_textbook_first_value():
assert math.isclose(out[14], 70.464, abs_tol=0.05)
def test_awesome_oscillator_histogram_flat_series_converges_to_zero():
# Flat median price -> AO = 0 -> SMA(AO) = 0 -> AOHist = 0.
n = 50
high = np.full(n, 11.0)
low = np.full(n, 9.0)
out = ta.AwesomeOscillatorHistogram(3, 5, 3).batch(high, low)
# warmup = slow + sma - 1 = 5 + 3 - 1 = 7.
np.testing.assert_allclose(out[6:], 0.0, atol=1e-12)
def test_apo_constant_series_converges_to_zero():
# Both EMAs reproduce a constant exactly, so APO = 0 after warmup.
out = ta.APO(3, 5).batch(np.full(30, 42.0, dtype=np.float64))
@@ -139,6 +139,10 @@ CANDLE_SCALAR = {
lambda: ta.AcceleratorOscillator(5, 34, 5),
lambda ind, h, l, c, v: ind.batch(h, l),
),
"AwesomeOscillatorHistogram": (
lambda: ta.AwesomeOscillatorHistogram(5, 34, 5),
lambda ind, h, l, c, v: ind.batch(h, l),
),
"BalanceOfPower": (
# The streaming 6-tuple feeds open == close, so batch matches with
# the close column standing in for open.