F13a: add Accelerator Oscillator, Balance of Power, Choppiness Index and Vertical Horizontal Filter
First half of the eight indicators that fill out the new family taxonomy. - Rust core: accelerator_oscillator.rs (AcceleratorOscillator — AO minus a short SMA of itself), balance_of_power.rs (BalanceOfPower — per-bar (close-open)/(high-low)), choppiness_index.rs (ChoppinessIndex — summed true range over the high-low span, log-scaled) and vertical_horizontal_filter.rs (VerticalHorizontalFilter — net move over total move). Each with a full Indicator impl, runnable doctest and reference / property / warmup / reset / batch==streaming tests. - Python / Node / WASM: classes wired through all three bindings (BalanceOfPower carries an explicit open column; VHF rides the scalar macros) plus .pyi stubs and __init__.py / __all__ entries. - Wiki: four new Indicator-*.md pages. The eight-family taxonomy restructure (Overview / Home / README / folder layout) lands in F13c once F13b's four indicators are in. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 481 core tests, 25 data tests and 70 doctests green.
This commit is contained in:
@@ -310,7 +310,7 @@ if (!nativeBinding) {
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throw new Error(`Failed to load native binding`)
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}
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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@@ -330,6 +330,7 @@ module.exports.CMO = CMO
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module.exports.DPO = DPO
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module.exports.StdDev = StdDev
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module.exports.UlcerIndex = UlcerIndex
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module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
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module.exports.MACD = MACD
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module.exports.BollingerBands = BollingerBands
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module.exports.ATR = ATR
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@@ -364,6 +365,9 @@ module.exports.MedianPrice = MedianPrice
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module.exports.WeightedClose = WeightedClose
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module.exports.LinearRegression = LinearRegression
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module.exports.LinRegSlope = LinRegSlope
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module.exports.AcceleratorOscillator = AcceleratorOscillator
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module.exports.BalanceOfPower = BalanceOfPower
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module.exports.ChoppinessIndex = ChoppinessIndex
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module.exports.BollingerBandwidth = BollingerBandwidth
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module.exports.PercentB = PercentB
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module.exports.NATR = NATR
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@@ -110,6 +110,11 @@ node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
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node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
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node_scalar_indicator!(StdDevNode, "StdDev", wc::StdDev);
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node_scalar_indicator!(UlcerIndexNode, "UlcerIndex", wc::UlcerIndex);
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node_scalar_indicator!(
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VerticalHorizontalFilterNode,
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"VerticalHorizontalFilter",
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wc::VerticalHorizontalFilter
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);
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// ============================== MACD ==============================
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@@ -2034,6 +2039,183 @@ impl LinRegSlopeNode {
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}
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}
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// ============================== Accelerator Oscillator ==============================
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#[napi(js_name = "AcceleratorOscillator")]
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pub struct AcceleratorOscillatorNode {
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inner: wc::AcceleratorOscillator,
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}
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#[napi]
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impl AcceleratorOscillatorNode {
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#[napi(constructor)]
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pub fn new(ao_fast: u32, ao_slow: u32, signal_period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::AcceleratorOscillator::new(
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ao_fast as usize,
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ao_slow as usize,
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signal_period as usize,
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)
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.map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, low, 0.0)?))
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}
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#[napi]
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pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() {
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return Err(NapiError::from_reason(
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"high and low must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], low[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Balance of Power ==============================
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#[napi(js_name = "BalanceOfPower")]
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pub struct BalanceOfPowerNode {
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inner: wc::BalanceOfPower,
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}
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impl Default for BalanceOfPowerNode {
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fn default() -> Self {
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Self::new()
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}
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}
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#[napi]
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impl BalanceOfPowerNode {
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#[napi(constructor)]
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pub fn new() -> Self {
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Self {
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inner: wc::BalanceOfPower::new(),
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}
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}
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#[napi]
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pub fn update(
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&mut self,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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) -> napi::Result<Option<f64>> {
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let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
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Ok(self.inner.update(candle))
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}
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#[napi]
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pub fn batch(
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&mut self,
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open: Vec<f64>,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"open, high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(open.len());
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for i in 0..open.len() {
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let candle =
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wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
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out.push(self.inner.update(candle).unwrap_or(f64::NAN));
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Choppiness Index ==============================
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#[napi(js_name = "ChoppinessIndex")]
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pub struct ChoppinessIndexNode {
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inner: wc::ChoppinessIndex,
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}
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#[napi]
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impl ChoppinessIndexNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::ChoppinessIndex::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Bollinger Bandwidth ==============================
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#[napi(js_name = "BollingerBandwidth")]
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@@ -62,6 +62,10 @@ from ._wickra import (
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AroonOscillator,
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Vortex,
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MassIndex,
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AcceleratorOscillator,
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BalanceOfPower,
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ChoppinessIndex,
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VerticalHorizontalFilter,
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# Volatility
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BollingerBands,
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ATR,
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@@ -134,6 +138,10 @@ __all__ = [
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"AroonOscillator",
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"Vortex",
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"MassIndex",
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"AcceleratorOscillator",
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"BalanceOfPower",
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"ChoppinessIndex",
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"VerticalHorizontalFilter",
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# Volatility
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"BollingerBands",
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"ATR",
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@@ -295,6 +295,61 @@ class LinRegSlope:
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@property
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def period(self) -> int: ...
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class AcceleratorOscillator:
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def __init__(
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self, ao_fast: int = 5, ao_slow: int = 34, signal_period: int = 5
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) -> None: ...
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def update(self, candle: CandleLike) -> Optional[float]: ...
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def batch(
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self,
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high: NDArray[np.float64],
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low: NDArray[np.float64],
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) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def params(self) -> Tuple[int, int, int]: ...
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class BalanceOfPower:
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def __init__(self) -> None: ...
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def update(self, candle: CandleLike) -> Optional[float]: ...
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def batch(
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self,
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open: NDArray[np.float64],
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high: NDArray[np.float64],
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low: NDArray[np.float64],
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close: NDArray[np.float64],
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) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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class ChoppinessIndex:
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def __init__(self, period: int = 14) -> None: ...
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def update(self, candle: CandleLike) -> Optional[float]: ...
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def batch(
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self,
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high: NDArray[np.float64],
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low: NDArray[np.float64],
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close: NDArray[np.float64],
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) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def period(self) -> int: ...
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class VerticalHorizontalFilter:
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def __init__(self, period: int = 28) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
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def reset(self) -> None: ...
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def is_ready(self) -> bool: ...
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def warmup_period(self) -> int: ...
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@property
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def period(self) -> int: ...
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class BollingerBandwidth:
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def __init__(self, period: int = 20, multiplier: float = 2.0) -> None: ...
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def update(self, value: float) -> Optional[float]: ...
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@@ -3856,6 +3856,253 @@ impl PyLinRegSlope {
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}
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}
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// ============================== Accelerator Oscillator ==============================
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#[pyclass(name = "AcceleratorOscillator", module = "wickra._wickra")]
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#[derive(Clone)]
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struct PyAcceleratorOscillator {
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inner: wc::AcceleratorOscillator,
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}
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#[pymethods]
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impl PyAcceleratorOscillator {
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#[new]
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#[pyo3(signature = (ao_fast=5, ao_slow=34, signal_period=5))]
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fn new(ao_fast: usize, ao_slow: usize, signal_period: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::AcceleratorOscillator::new(ao_fast, ao_slow, signal_period)
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.map_err(map_err)?,
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})
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}
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fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
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let c = extract_candle(candle)?;
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Ok(self.inner.update(c))
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}
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/// Batch over numpy columns high, low (both equal length).
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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high: PyReadonlyArray1<'py, f64>,
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low: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let h = high
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.as_slice()
|
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
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let l = low
|
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
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if h.len() != l.len() {
|
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return Err(PyValueError::new_err("high and low must be equal length"));
|
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}
|
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let mut out = Vec::with_capacity(h.len());
|
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for i in 0..h.len() {
|
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let candle = wc::Candle::new(l[i], h[i], l[i], l[i], 0.0, 0).map_err(map_err)?;
|
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out.push(self.inner.update(candle).unwrap_or(f64::NAN));
|
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}
|
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Ok(out.into_pyarray_bound(py))
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}
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#[getter]
|
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fn params(&self) -> (usize, usize, usize) {
|
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self.inner.params()
|
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}
|
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fn reset(&mut self) {
|
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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, sig) = self.inner.params();
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format!("AcceleratorOscillator(ao_fast={f}, ao_slow={s}, signal_period={sig})")
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||||
}
|
||||
}
|
||||
|
||||
// ============================== Balance of Power ==============================
|
||||
|
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#[pyclass(name = "BalanceOfPower", module = "wickra._wickra")]
|
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#[derive(Clone)]
|
||||
struct PyBalanceOfPower {
|
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inner: wc::BalanceOfPower,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyBalanceOfPower {
|
||||
#[new]
|
||||
fn new() -> Self {
|
||||
Self {
|
||||
inner: wc::BalanceOfPower::new(),
|
||||
}
|
||||
}
|
||||
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
|
||||
let c = extract_candle(candle)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
/// Batch over numpy columns open, high, low, close (all equal length).
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
open: PyReadonlyArray1<'py, f64>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let o = open
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let h = high
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let l = low
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
let c = close
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
if o.len() != h.len() || h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"open, high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let mut out = Vec::with_capacity(o.len());
|
||||
for i in 0..o.len() {
|
||||
let candle = wc::Candle::new(o[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
|
||||
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(out.into_pyarray_bound(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 {
|
||||
"BalanceOfPower()".to_string()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== Choppiness Index ==============================
|
||||
|
||||
#[pyclass(name = "ChoppinessIndex", module = "wickra._wickra")]
|
||||
#[derive(Clone)]
|
||||
struct PyChoppinessIndex {
|
||||
inner: wc::ChoppinessIndex,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyChoppinessIndex {
|
||||
#[new]
|
||||
#[pyo3(signature = (period=14))]
|
||||
fn new(period: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::ChoppinessIndex::new(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))
|
||||
}
|
||||
/// Batch over numpy columns high, low, close (all equal length).
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: 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))?;
|
||||
let c = close
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
if h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let mut out = Vec::with_capacity(h.len());
|
||||
for i in 0..h.len() {
|
||||
let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
|
||||
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(out.into_pyarray_bound(py))
|
||||
}
|
||||
#[getter]
|
||||
fn period(&self) -> usize {
|
||||
self.inner.period()
|
||||
}
|
||||
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 {
|
||||
format!("ChoppinessIndex(period={})", self.inner.period())
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== Vertical Horizontal Filter ==============================
|
||||
|
||||
#[pyclass(name = "VerticalHorizontalFilter", module = "wickra._wickra")]
|
||||
#[derive(Clone)]
|
||||
struct PyVerticalHorizontalFilter {
|
||||
inner: wc::VerticalHorizontalFilter,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyVerticalHorizontalFilter {
|
||||
#[new]
|
||||
#[pyo3(signature = (period=28))]
|
||||
fn new(period: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::VerticalHorizontalFilter::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
fn update(&mut self, value: f64) -> Option<f64> {
|
||||
self.inner.update(value)
|
||||
}
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
prices: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
let slice = prices
|
||||
.as_slice()
|
||||
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
|
||||
Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
|
||||
}
|
||||
#[getter]
|
||||
fn period(&self) -> usize {
|
||||
self.inner.period()
|
||||
}
|
||||
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 {
|
||||
format!("VerticalHorizontalFilter(period={})", self.inner.period())
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== Module ==============================
|
||||
|
||||
#[pymodule]
|
||||
@@ -3924,5 +4171,9 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
|
||||
m.add_class::<PyWeightedClose>()?;
|
||||
m.add_class::<PyLinearRegression>()?;
|
||||
m.add_class::<PyLinRegSlope>()?;
|
||||
m.add_class::<PyAcceleratorOscillator>()?;
|
||||
m.add_class::<PyBalanceOfPower>()?;
|
||||
m.add_class::<PyChoppinessIndex>()?;
|
||||
m.add_class::<PyVerticalHorizontalFilter>()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -94,6 +94,7 @@ wasm_scalar_indicator!(WasmBollingerBandwidth, "BollingerBandwidth", wc::Bolling
|
||||
wasm_scalar_indicator!(WasmPercentB, "PercentB", wc::PercentB, period: usize, multiplier: f64);
|
||||
wasm_scalar_indicator!(WasmLinearRegression, "LinearRegression", wc::LinearRegression, period: usize);
|
||||
wasm_scalar_indicator!(WasmLinRegSlope, "LinRegSlope", wc::LinRegSlope, period: usize);
|
||||
wasm_scalar_indicator!(WasmVerticalHorizontalFilter, "VerticalHorizontalFilter", wc::VerticalHorizontalFilter, period: usize);
|
||||
|
||||
// ---------- KAMA (three params) ----------
|
||||
|
||||
@@ -970,6 +971,135 @@ impl WasmWeightedClose {
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_name = AcceleratorOscillator)]
|
||||
pub struct WasmAcceleratorOscillator {
|
||||
inner: wc::AcceleratorOscillator,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = AcceleratorOscillator)]
|
||||
impl WasmAcceleratorOscillator {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(
|
||||
ao_fast: usize,
|
||||
ao_slow: usize,
|
||||
signal_period: usize,
|
||||
) -> Result<WasmAcceleratorOscillator, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::AcceleratorOscillator::new(ao_fast, ao_slow, signal_period)
|
||||
.map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
|
||||
let c = make_candle(high, low, low, 0.0)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
|
||||
if high.len() != low.len() {
|
||||
return Err(JsError::new("high and low 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], low[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 = BalanceOfPower)]
|
||||
pub struct WasmBalanceOfPower {
|
||||
inner: wc::BalanceOfPower,
|
||||
}
|
||||
|
||||
impl Default for WasmBalanceOfPower {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = BalanceOfPower)]
|
||||
impl WasmBalanceOfPower {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new() -> WasmBalanceOfPower {
|
||||
Self {
|
||||
inner: wc::BalanceOfPower::new(),
|
||||
}
|
||||
}
|
||||
pub fn update(
|
||||
&mut self,
|
||||
open: f64,
|
||||
high: f64,
|
||||
low: f64,
|
||||
close: f64,
|
||||
) -> Result<Option<f64>, JsError> {
|
||||
let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
open: &[f64],
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
let n = open.len();
|
||||
if high.len() != n || low.len() != n || close.len() != n {
|
||||
return Err(JsError::new("open, high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = Vec::with_capacity(n);
|
||||
for i in 0..n {
|
||||
let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
|
||||
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 = ChoppinessIndex)]
|
||||
pub struct WasmChoppinessIndex {
|
||||
inner: wc::ChoppinessIndex,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = ChoppinessIndex)]
|
||||
impl WasmChoppinessIndex {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmChoppinessIndex, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::ChoppinessIndex::new(period).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> {
|
||||
let n = high.len();
|
||||
if low.len() != n || close.len() != n {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = Vec::with_capacity(n);
|
||||
for i in 0..n {
|
||||
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 = NATR)]
|
||||
pub struct WasmNatr {
|
||||
inner: wc::Natr,
|
||||
|
||||
Reference in New Issue
Block a user