F4: add StochRSI and Ultimate Oscillator

Completes the F4 family (Stochastic oscillators) end to end:

- Rust core: stoch_rsi.rs (Stochastic Oscillator applied to the RSI
  series, bounded [0,100]) and ultimate_oscillator.rs (Larry Williams'
  weighted three-timeframe buying-pressure oscillator). Each with a full
  Indicator impl, runnable doctest and reference / saturation / bounds /
  warmup / reset / batch==streaming tests.
- Python: PyStochRsi / PyUltimateOscillator PyO3 classes + module
  registration + .pyi stubs (defaults StochRSI=(14,14), UO=(7,14,28)).
- Node: explicit StochRsiNode and UltimateOscillatorNode; index.d.ts
  and index.js updated.
- WASM: WasmStochRsi via the scalar macro, explicit
  WasmUltimateOscillator.
- Wiki: Indicator-StochRsi.md and Indicator-UltimateOscillator.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 278 core tests,
25 data tests and 39 doctests green.
This commit is contained in:
kingchenc
2026-05-22 18:02:44 +02:00
parent 7728151c87
commit e24e7726ce
13 changed files with 1181 additions and 3 deletions
+39
View File
@@ -83,6 +83,7 @@ wasm_scalar_indicator!(WasmMom, "MOM", wc::Mom, period: usize);
wasm_scalar_indicator!(WasmCmo, "CMO", wc::Cmo, period: usize);
wasm_scalar_indicator!(WasmTsi, "TSI", wc::Tsi, long: usize, short: usize);
wasm_scalar_indicator!(WasmPmo, "PMO", wc::Pmo, smoothing1: usize, smoothing2: usize);
wasm_scalar_indicator!(WasmStochRsi, "StochRSI", wc::StochRsi, rsi_period: usize, stoch_period: usize);
// ---------- KAMA (three params) ----------
@@ -330,6 +331,44 @@ impl WasmObv {
}
}
#[wasm_bindgen(js_name = UltimateOscillator)]
pub struct WasmUltimateOscillator {
inner: wc::UltimateOscillator,
}
#[wasm_bindgen(js_class = UltimateOscillator)]
impl WasmUltimateOscillator {
#[wasm_bindgen(constructor)]
pub fn new(short: usize, mid: usize, long: usize) -> Result<WasmUltimateOscillator, JsError> {
Ok(Self {
inner: wc::UltimateOscillator::new(short, mid, long).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = VWMA)]
pub struct WasmVwma {
inner: wc::Vwma,