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