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F4: add StochRSI and Ultimate Oscillator

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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
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docs/wiki/Indicators-Overview.md
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@@ -1,6 +1,6 @@
# Indicators Overview
Wickra ships 34 indicators, organised in source under the four classical
Wickra ships 36 indicators, organised in source under the four classical
families — trend, momentum, volatility, volume — that map directly to the
directory structure of `crates/wickra-core/src/indicators/`. The same family
labels are used here, plus a second-level grouping that reflects how the
@@ -84,6 +84,8 @@ mental model, though the exact thresholds differ in the literature.
| `Stochastic` | `%K = (close − low_n)/(high_n − low_n) × 100`, smoothed into `%D`. | `Candle` | `(k, d)` | each in `[0, 100]` | `(k_period=14, d_period=3)` (Python) | `k_period + d_period − 1` | [Indicator-Stochastic.md](indicators/momentum/Indicator-Stochastic.md) |
| `Mfi` | "Volume-weighted RSI": Wilder smoothing of money-flow ratios. | `Candle` | `f64` | `[0, 100]` | `period = 14` (Python) | `period` | [Indicator-Mfi.md](indicators/momentum/Indicator-Mfi.md) |
| `Aroon` | Bars-since-high and bars-since-low scaled to `[0, 100]`. | `Candle` | `(up, down)` | each in `[0, 100]` | `period = 14` (Python) | `period + 1` | [Indicator-Aroon.md](indicators/momentum/Indicator-Aroon.md) |
| `StochRsi` | Stochastic Oscillator applied to the RSI series; sharpens RSI extremes. | `f64` | `f64` | `[0, 100]` | `(rsi_period=14, stoch_period=14)` (Python) | `rsi_period + stoch_period` | [Indicator-StochRsi.md](indicators/momentum/Indicator-StochRsi.md) |
| `UltimateOscillator` | Larry Williams' weighted three-timeframe buying-pressure oscillator. | `Candle` | `f64` | `[0, 100]` | `(short=7, mid=14, long=28)` (Python) | `max(short,mid,long) + 1` | [Indicator-UltimateOscillator.md](indicators/momentum/Indicator-UltimateOscillator.md) |
### Unbounded oscillators