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:
kingchenc
2026-05-22 20:57:52 +02:00
parent 27f37f5347
commit e452d35a27
16 changed files with 2001 additions and 11 deletions
+182
View File
@@ -110,6 +110,11 @@ node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
node_scalar_indicator!(StdDevNode, "StdDev", wc::StdDev);
node_scalar_indicator!(UlcerIndexNode, "UlcerIndex", wc::UlcerIndex);
node_scalar_indicator!(
VerticalHorizontalFilterNode,
"VerticalHorizontalFilter",
wc::VerticalHorizontalFilter
);
// ============================== MACD ==============================
@@ -2034,6 +2039,183 @@ impl LinRegSlopeNode {
}
}
// ============================== Accelerator Oscillator ==============================
#[napi(js_name = "AcceleratorOscillator")]
pub struct AcceleratorOscillatorNode {
inner: wc::AcceleratorOscillator,
}
#[napi]
impl AcceleratorOscillatorNode {
#[napi(constructor)]
pub fn new(ao_fast: u32, ao_slow: u32, signal_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::AcceleratorOscillator::new(
ao_fast as usize,
ao_slow as usize,
signal_period as usize,
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
}
#[napi]
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
if high.len() != low.len() {
return Err(NapiError::from_reason(
"high and low must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], low[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Balance of Power ==============================
#[napi(js_name = "BalanceOfPower")]
pub struct BalanceOfPowerNode {
inner: wc::BalanceOfPower,
}
impl Default for BalanceOfPowerNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl BalanceOfPowerNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::BalanceOfPower::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Choppiness Index ==============================
#[napi(js_name = "ChoppinessIndex")]
pub struct ChoppinessIndexNode {
inner: wc::ChoppinessIndex,
}
#[napi]
impl ChoppinessIndexNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChoppinessIndex::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Bollinger Bandwidth ==============================
#[napi(js_name = "BollingerBandwidth")]