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
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Vendored
+104
@@ -468,6 +468,54 @@ export interface PnfColumnValue {
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high: number
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low: number
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}
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export interface RangeBarValue {
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open: number
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close: number
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direction: number
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}
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export interface TickBarValue {
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open: number
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high: number
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low: number
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close: number
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volume: number
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}
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export interface VolumeBarValue {
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open: number
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high: number
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low: number
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close: number
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volume: number
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}
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export interface DollarBarValue {
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open: number
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high: number
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low: number
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close: number
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volume: number
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dollar: number
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}
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export interface ImbalanceBarValue {
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open: number
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high: number
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low: number
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close: number
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imbalance: number
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direction: number
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}
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export interface RunBarValue {
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open: number
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high: number
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low: number
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close: number
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length: number
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direction: number
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}
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export interface LineBreakBarValue {
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open: number
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close: number
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direction: number
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}
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export interface SessionHighLowValue {
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high: number
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low: number
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@@ -5028,6 +5076,62 @@ export declare class PointAndFigureBars {
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reversal(): number
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reset(): void
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}
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export type RangeBarsNode = RangeBars
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export declare class RangeBars {
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constructor(range: number)
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update(close: number): Array<RangeBarValue>
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batch(close: Array<number>): Array<RangeBarValue>
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range(): number
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reset(): void
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}
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export type TickBarsNode = TickBars
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export declare class TickBars {
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constructor(ticks: number)
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update(open: number, high: number, low: number, close: number, volume: number): Array<TickBarValue>
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<TickBarValue>
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ticks(): number
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reset(): void
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}
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export type VolumeBarsNode = VolumeBars
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export declare class VolumeBars {
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constructor(volumePerBar: number)
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update(open: number, high: number, low: number, close: number, volume: number): Array<VolumeBarValue>
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<VolumeBarValue>
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volumePerBar(): number
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reset(): void
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}
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export type DollarBarsNode = DollarBars
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export declare class DollarBars {
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constructor(dollarPerBar: number)
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update(open: number, high: number, low: number, close: number, volume: number): Array<DollarBarValue>
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>, volume: Array<number>): Array<DollarBarValue>
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dollarPerBar(): number
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reset(): void
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}
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export type ImbalanceBarsNode = ImbalanceBars
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export declare class ImbalanceBars {
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constructor(threshold: number)
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update(open: number, high: number, low: number, close: number): Array<ImbalanceBarValue>
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<ImbalanceBarValue>
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threshold(): number
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reset(): void
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}
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export type RunBarsNode = RunBars
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export declare class RunBars {
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constructor(runLength: number)
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update(open: number, high: number, low: number, close: number): Array<RunBarValue>
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<RunBarValue>
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runLength(): number
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reset(): void
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}
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export type ThreeLineBreakBarsNode = ThreeLineBreakBars
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export declare class ThreeLineBreakBars {
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constructor(lines: number)
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update(close: number): Array<LineBreakBarValue>
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batch(close: Array<number>): Array<LineBreakBarValue>
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lines(): number
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reset(): void
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}
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export type AlphaNode = Alpha
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export declare class Alpha {
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constructor(period: number, riskFree: number)
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