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
+251
View File
@@ -3856,6 +3856,253 @@ impl PyLinRegSlope {
}
}
// ============================== Accelerator Oscillator ==============================
#[pyclass(name = "AcceleratorOscillator", module = "wickra._wickra")]
#[derive(Clone)]
struct PyAcceleratorOscillator {
inner: wc::AcceleratorOscillator,
}
#[pymethods]
impl PyAcceleratorOscillator {
#[new]
#[pyo3(signature = (ao_fast=5, ao_slow=34, signal_period=5))]
fn new(ao_fast: usize, ao_slow: usize, signal_period: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::AcceleratorOscillator::new(ao_fast, ao_slow, signal_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 (both equal length).
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_bound(py))
}
#[getter]
fn params(&self) -> (usize, usize, usize) {
self.inner.params()
}
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, sig) = self.inner.params();
format!("AcceleratorOscillator(ao_fast={f}, ao_slow={s}, signal_period={sig})")
}
}
// ============================== Balance of Power ==============================
#[pyclass(name = "BalanceOfPower", module = "wickra._wickra")]
#[derive(Clone)]
struct PyBalanceOfPower {
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(())
}