feat: add 7 alt-chart bar builders (B19) (#220)

Adds seven information-driven bar builders to the **Alt-Chart Bars** family, the final batch of the family-deepening run. Indicator count **507 → 514**.

## Builders
All implement the `BarBuilder` trait (`update(Candle) -> Vec<Bar>`), emitting a data-dependent number of completed bars per candle.

| Builder | Driver | Bar fields |
|---------|--------|-----------|
| `RangeBars` | close | open, close, direction |
| `TickBars` | OHLCV | open, high, low, close, volume |
| `VolumeBars` | OHLCV | open, high, low, close, volume |
| `DollarBars` (Lopez de Prado) | OHLCV | + dollar |
| `ImbalanceBars` | OHLC | + imbalance, direction |
| `RunBars` | OHLC | + length, direction |
| `ThreeLineBreakBars` | close | open, close, direction |

## Touchpoints
Seven core modules (each with full unit tests), `mod.rs`/`lib.rs` (builders counted, bar element types on their own re-export lines), README family rows, Python/Node/WASM hand-written bindings for the variable-length output (Python tuples + `(k, N)` ndarray; Node `Vec<object>`; WASM array of objects), the `bar_builder_update_candle` fuzz target, dedicated Python + Node tests, the `BAR_BUILDERS` completeness exclusion, and CHANGELOG.

## Verification
- `cargo test -p wickra-core --lib` — 4207 passed
- `cargo test -p wickra-core --doc` — 464 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- `npm test` (node) — 584 passed
- `pytest` (python) — 957 passed
This commit is contained in:
kingchenc
2026-06-08 14:32:40 +02:00
committed by GitHub
parent 46be7a54ea
commit e5305ffa94
22 changed files with 3488 additions and 49 deletions
@@ -1769,3 +1769,72 @@ test('PointAndFigureBars closes a column on a 3-box reversal', () => {
assert.equal(col[0].direction, 1);
assert.ok(Math.abs(col[0].high - 15) < 1e-9 && Math.abs(col[0].low - 10) < 1e-9);
});
test('RangeBars prints aligned bars on an up move', () => {
const rb = new wickra.RangeBars(1.0);
assert.deepEqual(rb.update(10), []); // seed
const up = rb.update(13);
assert.equal(up.length, 3);
assert.ok(Math.abs(up[0].open - 10) < 1e-9 && Math.abs(up[2].close - 13) < 1e-9);
assert.ok(up.every((b) => b.direction === 1));
});
test('TickBars groups a fixed number of candles', () => {
const tb = new wickra.TickBars(2);
assert.deepEqual(tb.update(10, 11, 9, 10.5, 100), []);
const out = tb.update(10.5, 12, 10, 11, 150);
assert.equal(out.length, 1);
assert.ok(Math.abs(out[0].open - 10) < 1e-9);
assert.ok(Math.abs(out[0].high - 12) < 1e-9);
assert.ok(Math.abs(out[0].low - 9) < 1e-9);
assert.ok(Math.abs(out[0].close - 11) < 1e-9);
assert.ok(Math.abs(out[0].volume - 250) < 1e-9);
});
test('VolumeBars closes when accumulated volume crosses the threshold', () => {
const vb = new wickra.VolumeBars(100);
assert.deepEqual(vb.update(10, 10, 10, 10, 60), []);
const out = vb.update(10.5, 10.5, 10.5, 10.5, 60);
assert.equal(out.length, 1);
assert.ok(Math.abs(out[0].volume - 120) < 1e-9);
});
test('DollarBars closes when traded value crosses the threshold', () => {
const db = new wickra.DollarBars(1000);
assert.deepEqual(db.update(10, 10, 10, 10, 60), []);
const out = db.update(10, 10, 10, 10, 60);
assert.equal(out.length, 1);
assert.ok(Math.abs(out[0].dollar - 1200) < 1e-9);
assert.ok(Math.abs(out[0].volume - 120) < 1e-9);
});
test('ImbalanceBars closes a buy bar at the threshold', () => {
const ib = new wickra.ImbalanceBars(3.0);
ib.update(10, 10, 10, 10);
ib.update(11, 11, 11, 11);
ib.update(12, 12, 12, 12);
const out = ib.update(13, 13, 13, 13);
assert.equal(out.length, 1);
assert.equal(out[0].direction, 1);
assert.ok(Math.abs(out[0].imbalance - 3) < 1e-9);
});
test('RunBars closes a buy run at the run length', () => {
const rb = new wickra.RunBars(3);
rb.update(10, 10, 10, 10);
rb.update(11, 11, 11, 11);
rb.update(12, 12, 12, 12);
const out = rb.update(13, 13, 13, 13);
assert.equal(out.length, 1);
assert.equal(out[0].direction, 1);
assert.equal(out[0].length, 3);
});
test('ThreeLineBreakBars draws a rising line', () => {
const tlb = new wickra.ThreeLineBreakBars(3);
assert.deepEqual(tlb.update(10), []); // seed
const out = tlb.update(11);
assert.equal(out.length, 1);
assert.equal(out[0].direction, 1);
assert.ok(Math.abs(out[0].open - 10) < 1e-9 && Math.abs(out[0].close - 11) < 1e-9);
});