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

crates/wickra-core/src/indicators/dollar_bars.rs

@@ -0,0 +1,224 @@
+//! Dollar bar builder — close a bar each time accumulated traded value reaches a threshold.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed dollar bar (an OHLC aggregate spanning ~`dollar_per_bar` of traded value).
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct DollarBar {
+    /// Open of the first candle in the bar.
+    pub open: f64,
+    /// Highest high across the bar.
+    pub high: f64,
+    /// Lowest low across the bar.
+    pub low: f64,
+    /// Close of the candle that closed the bar.
+    pub close: f64,
+    /// Summed volume across the bar.
+    pub volume: f64,
+    /// Accumulated traded value (`Σ close · volume`, `>= dollar_per_bar`).
+    pub dollar: f64,
+}
+
+/// Dollar bar builder — emits a bar each time accumulated traded value
+/// (`price × volume`) reaches `dollar_per_bar`.
+///
+/// Dollar bars are the most drift-robust of the information-driven bar types. Where
+/// [`VolumeBars`](crate::VolumeBars) close on a fixed *quantity* of shares/contracts,
+/// dollar bars close on a fixed *value*: each candle contributes `close × volume` to
+/// the running total. As a market's price level rises over years, a fixed share
+/// count buys ever more value and volume bars drift in meaning; dollar bars stay
+/// economically comparable across the whole history, which is why they are the
+/// preferred sampling for long backtests and machine-learning features.
+///
+/// The bar is candle-granular: at most one bar closes per candle, and the candle
+/// that crosses the threshold closes the bar with its overshoot included.
+/// [`BarBuilder::update`] returns either an empty vector or a single [`DollarBar`].
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, DollarBars};
+///
+/// let c = |cl, v| Candle::new(cl, cl, cl, cl, v, 0).unwrap();
+/// let mut bars = DollarBars::new(1000.0).unwrap();
+/// assert!(bars.update(c(10.0, 60.0)).is_empty()); // 600
+/// let out = bars.update(c(10.0, 60.0)); // 1200 >= 1000 -> close
+/// assert_eq!(out.len(), 1);
+/// assert_eq!(out[0].dollar, 1200.0);
+/// ```
+#[derive(Debug, Clone)]
+pub struct DollarBars {
+    dollar_per_bar: f64,
+    count: usize,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64,
+    volume: f64,
+    dollar: f64,
+}
+
+impl DollarBars {
+    /// Construct a dollar-bar builder with the given traded-value threshold.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidPeriod`] if `dollar_per_bar` is not finite and positive.
+    pub fn new(dollar_per_bar: f64) -> Result<Self> {
+        if !dollar_per_bar.is_finite() || dollar_per_bar <= 0.0 {
+            return Err(Error::InvalidPeriod {
+                message: "dollar_per_bar must be finite and positive",
+            });
+        }
+        Ok(Self {
+            dollar_per_bar,
+            count: 0,
+            open: 0.0,
+            high: 0.0,
+            low: 0.0,
+            close: 0.0,
+            volume: 0.0,
+            dollar: 0.0,
+        })
+    }
+
+    /// Configured traded-value threshold per bar.
+    pub const fn dollar_per_bar(&self) -> f64 {
+        self.dollar_per_bar
+    }
+
+    /// Traded value accumulated into the in-progress bar.
+    pub const fn accumulated(&self) -> f64 {
+        self.dollar
+    }
+}
+
+impl BarBuilder for DollarBars {
+    type Bar = DollarBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<DollarBar> {
+        if self.count == 0 {
+            self.open = candle.open;
+            self.high = candle.high;
+            self.low = candle.low;
+            self.volume = 0.0;
+        } else {
+            self.high = self.high.max(candle.high);
+            self.low = self.low.min(candle.low);
+        }
+        self.close = candle.close;
+        self.volume += candle.volume;
+        self.dollar += candle.close * candle.volume;
+        self.count += 1;
+        if self.dollar < self.dollar_per_bar {
+            return Vec::new();
+        }
+        let bar = DollarBar {
+            open: self.open,
+            high: self.high,
+            low: self.low,
+            close: self.close,
+            volume: self.volume,
+            dollar: self.dollar,
+        };
+        self.count = 0;
+        self.dollar = 0.0;
+        vec![bar]
+    }
+
+    fn reset(&mut self) {
+        self.count = 0;
+        self.volume = 0.0;
+        self.dollar = 0.0;
+    }
+
+    fn name(&self) -> &'static str {
+        "DollarBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use approx::assert_relative_eq;
+
+    fn candle(open: f64, high: f64, low: f64, close: f64, volume: f64) -> Candle {
+        Candle::new(open, high, low, close, volume, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_threshold() {
+        assert!(matches!(
+            DollarBars::new(0.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            DollarBars::new(-1000.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            DollarBars::new(f64::NAN),
+            Err(Error::InvalidPeriod { .. })
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = DollarBars::new(50_000.0).unwrap();
+        assert_relative_eq!(bars.dollar_per_bar(), 50_000.0, epsilon = 1e-6);
+        assert_relative_eq!(bars.accumulated(), 0.0, epsilon = 1e-12);
+        assert_eq!(bars.name(), "DollarBars");
+    }
+
+    #[test]
+    fn closes_when_value_reached() {
+        let mut bars = DollarBars::new(1000.0).unwrap();
+        assert!(bars.update(candle(10.0, 10.0, 10.0, 10.0, 60.0)).is_empty()); // 600
+        let out = bars.update(candle(10.0, 10.0, 10.0, 10.0, 60.0)); // 1200
+        assert_eq!(out.len(), 1);
+        assert_relative_eq!(out[0].dollar, 1200.0, epsilon = 1e-9);
+        assert_relative_eq!(out[0].volume, 120.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn aggregates_ohlc() {
+        let mut bars = DollarBars::new(1000.0).unwrap();
+        bars.update(candle(10.0, 11.0, 9.0, 10.0, 50.0)); // 500
+        let out = bars.update(candle(10.0, 12.0, 9.5, 11.0, 60.0)); // 500 + 660 = 1160
+        assert_relative_eq!(out[0].open, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].high, 12.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].low, 9.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].close, 11.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn below_threshold_emits_nothing() {
+        let mut bars = DollarBars::new(1000.0).unwrap();
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 30.0)); // 300
+        assert_relative_eq!(bars.accumulated(), 300.0, epsilon = 1e-9);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = DollarBars::new(1000.0).unwrap();
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 60.0));
+        bars.reset();
+        assert_relative_eq!(bars.accumulated(), 0.0, epsilon = 1e-12);
+        assert!(bars.update(candle(20.0, 20.0, 20.0, 20.0, 10.0)).is_empty());
+    }
+
+    #[test]
+    fn batch_concatenates_completed_bars() {
+        let mut bars = DollarBars::new(1000.0).unwrap();
+        let candles = [
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+        ];
+        let out = bars.batch(&candles);
+        assert_eq!(out.len(), 2);
+    }
+}

crates/wickra-core/src/indicators/imbalance_bars.rs

@@ -0,0 +1,263 @@
+//! Tick-imbalance bar builder (simplified López de Prado) — sample on cumulative signed order flow.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed imbalance bar.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct ImbalanceBar {
+    /// Open of the first candle in the bar.
+    pub open: f64,
+    /// Highest high across the bar.
+    pub high: f64,
+    /// Lowest low across the bar.
+    pub low: f64,
+    /// Close of the candle that closed the bar.
+    pub close: f64,
+    /// Signed cumulative tick imbalance at the close (`Σ sign`).
+    pub imbalance: f64,
+    /// `+1` if buy-side imbalance closed the bar, `-1` if sell-side.
+    pub direction: i8,
+}
+
+/// Tick-imbalance bar builder — a **simplified** form of López de Prado's
+/// imbalance bars.
+///
+/// Each candle is assigned a tick sign by the tick rule: `+1` if its close is above
+/// the previous close, `-1` if below, and the previous sign is carried on an
+/// unchanged close. The signed imbalance `θ = Σ sign` accumulates until its absolute
+/// value reaches a fixed `threshold`, at which point a bar closes. Imbalance bars
+/// therefore sample the market when order flow becomes *one-sided* — a burst of
+/// persistent buying or selling — rather than on time, count, or volume. This makes
+/// them sensitive to informed, directional trading.
+///
+/// **Simplification.** The full method estimates a *dynamic* threshold
+/// `E[T] · |2P − 1|` from an EWMA of the expected bar length `E[T]` and the buy-tick
+/// probability `P`, and can weight each sign by volume (volume-imbalance bars) or
+/// traded value (dollar-imbalance bars). This builder uses a **fixed** threshold on
+/// the unweighted tick imbalance. For the adaptive estimator and the volume/dollar
+/// variants, see López de Prado (2018), ch. 2.
+///
+/// At most one bar closes per candle, so [`BarBuilder::update`] returns either an
+/// empty vector or a single [`ImbalanceBar`].
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, ImbalanceBars};
+///
+/// let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
+/// let mut bars = ImbalanceBars::new(3.0).unwrap();
+/// bars.update(flat(10.0));            // seed, no sign
+/// bars.update(flat(11.0));            // +1
+/// bars.update(flat(12.0));            // +2
+/// let out = bars.update(flat(13.0));  // +3 -> close
+/// assert_eq!(out.len(), 1);
+/// assert_eq!(out[0].direction, 1);
+/// ```
+#[derive(Debug, Clone)]
+pub struct ImbalanceBars {
+    threshold: f64,
+    count: usize,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64,
+    prev_close: Option<f64>,
+    last_sign: i8,
+    theta: f64,
+}
+
+impl ImbalanceBars {
+    /// Construct an imbalance-bar builder with the given absolute imbalance threshold.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidPeriod`] if `threshold` is not finite and positive.
+    pub fn new(threshold: f64) -> Result<Self> {
+        if !threshold.is_finite() || threshold <= 0.0 {
+            return Err(Error::InvalidPeriod {
+                message: "threshold must be finite and positive",
+            });
+        }
+        Ok(Self {
+            threshold,
+            count: 0,
+            open: 0.0,
+            high: 0.0,
+            low: 0.0,
+            close: 0.0,
+            prev_close: None,
+            last_sign: 0,
+            theta: 0.0,
+        })
+    }
+
+    /// Configured absolute imbalance threshold.
+    pub const fn threshold(&self) -> f64 {
+        self.threshold
+    }
+
+    /// Signed imbalance accumulated into the in-progress bar.
+    pub const fn imbalance(&self) -> f64 {
+        self.theta
+    }
+}
+
+impl BarBuilder for ImbalanceBars {
+    type Bar = ImbalanceBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<ImbalanceBar> {
+        if self.count == 0 {
+            self.open = candle.open;
+            self.high = candle.high;
+            self.low = candle.low;
+        } else {
+            self.high = self.high.max(candle.high);
+            self.low = self.low.min(candle.low);
+        }
+        self.close = candle.close;
+        self.count += 1;
+        if let Some(prev) = self.prev_close {
+            let sign = if candle.close > prev {
+                1
+            } else if candle.close < prev {
+                -1
+            } else {
+                self.last_sign
+            };
+            self.last_sign = sign;
+            self.theta += f64::from(sign);
+        }
+        self.prev_close = Some(candle.close);
+        if self.theta.abs() < self.threshold {
+            return Vec::new();
+        }
+        let direction = if self.theta > 0.0 { 1 } else { -1 };
+        let bar = ImbalanceBar {
+            open: self.open,
+            high: self.high,
+            low: self.low,
+            close: self.close,
+            imbalance: self.theta,
+            direction,
+        };
+        self.count = 0;
+        self.theta = 0.0;
+        vec![bar]
+    }
+
+    fn reset(&mut self) {
+        self.count = 0;
+        self.prev_close = None;
+        self.last_sign = 0;
+        self.theta = 0.0;
+    }
+
+    fn name(&self) -> &'static str {
+        "ImbalanceBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use approx::assert_relative_eq;
+
+    fn flat(price: f64) -> Candle {
+        Candle::new(price, price, price, price, 1.0, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_threshold() {
+        assert!(matches!(
+            ImbalanceBars::new(0.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            ImbalanceBars::new(-3.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            ImbalanceBars::new(f64::NAN),
+            Err(Error::InvalidPeriod { .. })
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = ImbalanceBars::new(10.0).unwrap();
+        assert_relative_eq!(bars.threshold(), 10.0, epsilon = 1e-12);
+        assert_relative_eq!(bars.imbalance(), 0.0, epsilon = 1e-12);
+        assert_eq!(bars.name(), "ImbalanceBars");
+    }
+
+    #[test]
+    fn buy_imbalance_closes_up_bar() {
+        let mut bars = ImbalanceBars::new(3.0).unwrap();
+        bars.update(flat(10.0)); // seed
+        bars.update(flat(11.0)); // +1
+        bars.update(flat(12.0)); // +2
+        let out = bars.update(flat(13.0)); // +3
+        assert_eq!(out.len(), 1);
+        assert_eq!(out[0].direction, 1);
+        assert_relative_eq!(out[0].imbalance, 3.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn sell_imbalance_closes_down_bar() {
+        let mut bars = ImbalanceBars::new(3.0).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(9.0)); // -1
+        bars.update(flat(8.0)); // -2
+        let out = bars.update(flat(7.0)); // -3
+        assert_eq!(out.len(), 1);
+        assert_eq!(out[0].direction, -1);
+    }
+
+    #[test]
+    fn flat_tick_carries_previous_sign() {
+        let mut bars = ImbalanceBars::new(3.0).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // +1
+        bars.update(flat(11.0)); // flat -> carries +1 -> +2
+        assert_relative_eq!(bars.imbalance(), 2.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn oscillation_does_not_reach_threshold() {
+        let mut bars = ImbalanceBars::new(3.0).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // +1
+        bars.update(flat(10.0)); // -1 -> theta 0
+        assert!(bars.update(flat(11.0)).is_empty()); // +1
+        assert_relative_eq!(bars.imbalance(), 1.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = ImbalanceBars::new(3.0).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0));
+        bars.reset();
+        assert_relative_eq!(bars.imbalance(), 0.0, epsilon = 1e-12);
+        // After reset the next candle re-seeds (no previous close).
+        assert!(bars.update(flat(50.0)).is_empty());
+    }
+
+    #[test]
+    fn batch_concatenates_completed_bars() {
+        let mut bars = ImbalanceBars::new(2.0).unwrap();
+        let candles = [
+            flat(10.0),
+            flat(11.0), // +1
+            flat(12.0), // +2 -> close
+            flat(13.0), // +1
+            flat(14.0), // +2 -> close
+        ];
+        let out = bars.batch(&candles);
+        assert_eq!(out.len(), 2);
+        assert!(out.iter().all(|b| b.direction == 1));
+    }
+}

crates/wickra-core/src/indicators/mod.rs

@@ -112,6 +112,7 @@ mod disparity_index;
 mod distance_ssd;
 mod doji;
 mod doji_star;
+mod dollar_bars;
 mod donchian;
 mod donchian_stop;
 mod double_bollinger;
@@ -204,6 +205,7 @@ mod hurst_channel;
 mod hurst_exponent;
 mod ichimoku;
 mod identical_three_crows;
+mod imbalance_bars;
 mod in_neck;
 mod inertia;
 mod information_ratio;
@@ -331,6 +333,7 @@ mod qstick;
 mod quartile_bands;
 mod quoted_spread;
 mod r_squared;
+mod range_bars;
 mod realized_spread;
 mod realized_volatility;
 mod recovery_factor;
@@ -358,6 +361,7 @@ mod rolling_quantile;
 mod roofing_filter;
 mod rsi;
 mod rsx;
+mod run_bars;
 mod rvi;
 mod rvi_volatility;
 mod rwi;
@@ -431,11 +435,13 @@ mod term_structure_basis;
 mod three_drives;
 mod three_inside;
 mod three_line_break;
+mod three_line_break_bars;
 mod three_line_strike;
 mod three_outside;
 mod three_soldiers_or_crows;
 mod three_stars_in_south;
 mod thrusting;
+mod tick_bars;
 mod tick_index;
 mod tii;
 mod time_based_stop;
@@ -485,6 +491,7 @@ mod volatility_cone;
 mod volatility_of_volatility;
 mod volatility_ratio;
 mod volty_stop;
+mod volume_bars;
 mod volume_by_time_profile;
 mod volume_oscillator;
 mod volume_profile;
@@ -619,6 +626,7 @@ pub use disparity_index::DisparityIndex;
 pub use distance_ssd::DistanceSsd;
 pub use doji::Doji;
 pub use doji_star::DojiStar;
+pub use dollar_bars::{DollarBar, DollarBars};
 pub use donchian::{Donchian, DonchianOutput};
 pub use donchian_stop::{DonchianStop, DonchianStopOutput};
 pub use double_bollinger::{DoubleBollinger, DoubleBollingerOutput};
@@ -711,6 +719,7 @@ pub use hurst_channel::{HurstChannel, HurstChannelOutput};
 pub use hurst_exponent::HurstExponent;
 pub use ichimoku::{Ichimoku, IchimokuOutput};
 pub use identical_three_crows::IdenticalThreeCrows;
+pub use imbalance_bars::{ImbalanceBar, ImbalanceBars};
 pub use in_neck::InNeck;
 pub use inertia::Inertia;
 pub use information_ratio::InformationRatio;
@@ -838,6 +847,7 @@ pub use qstick::Qstick;
 pub use quartile_bands::{QuartileBands, QuartileBandsOutput};
 pub use quoted_spread::QuotedSpread;
 pub use r_squared::RSquared;
+pub use range_bars::{RangeBar, RangeBars};
 pub use realized_spread::RealizedSpread;
 pub use realized_volatility::RealizedVolatility;
 pub use recovery_factor::RecoveryFactor;
@@ -865,6 +875,7 @@ pub use rolling_quantile::RollingQuantile;
 pub use roofing_filter::RoofingFilter;
 pub use rsi::Rsi;
 pub use rsx::Rsx;
+pub use run_bars::{RunBar, RunBars};
 pub use rvi::Rvi;
 pub use rvi_volatility::RviVolatility;
 pub use rwi::{Rwi, RwiOutput};
@@ -938,11 +949,13 @@ pub use term_structure_basis::TermStructureBasis;
 pub use three_drives::ThreeDrives;
 pub use three_inside::ThreeInside;
 pub use three_line_break::ThreeLineBreak;
+pub use three_line_break_bars::{LineBreakBar, ThreeLineBreakBars};
 pub use three_line_strike::ThreeLineStrike;
 pub use three_outside::ThreeOutside;
 pub use three_soldiers_or_crows::ThreeSoldiersOrCrows;
 pub use three_stars_in_south::ThreeStarsInSouth;
 pub use thrusting::Thrusting;
+pub use tick_bars::{TickBar, TickBars};
 pub use tick_index::TickIndex;
 pub use tii::Tii;
 pub use time_based_stop::TimeBasedStop;
@@ -992,6 +1005,7 @@ pub use volatility_cone::{VolatilityCone, VolatilityConeOutput};
 pub use volatility_of_volatility::VolatilityOfVolatility;
 pub use volatility_ratio::VolatilityRatio;
 pub use volty_stop::VoltyStop;
+pub use volume_bars::{VolumeBar, VolumeBars};
 pub use volume_by_time_profile::{VolumeByTimeProfile, VolumeByTimeProfileOutput};
 pub use volume_oscillator::VolumeOscillator;
 pub use volume_profile::{VolumeProfile, VolumeProfileOutput};
@@ -1573,7 +1587,18 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
     ),
     (
         "Alt-Chart Bars",
-        &["RenkoBars", "KagiBars", "PointAndFigureBars"],
+        &[
+            "RenkoBars",
+            "KagiBars",
+            "PointAndFigureBars",
+            "RangeBars",
+            "TickBars",
+            "VolumeBars",
+            "DollarBars",
+            "ImbalanceBars",
+            "RunBars",
+            "ThreeLineBreakBars",
+        ],
     ),
     (
         "Market Breadth",
@@ -1681,6 +1706,6 @@ mod family_tests {
         // the actual indicator count is the early-warning signal that an
         // indicator was added without being assigned a family.
         let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
-        assert_eq!(total, 507, "FAMILIES total drifted from indicator count");
+        assert_eq!(total, 514, "FAMILIES total drifted from indicator count");
     }
 }

crates/wickra-core/src/indicators/range_bars.rs

@@ -0,0 +1,227 @@
+//! Range bar builder — fixed price-range bars with no reversal penalty.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed range bar.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct RangeBar {
+    /// Price at the bar's origin edge.
+    pub open: f64,
+    /// Price at the bar's far edge (`open ± range`).
+    pub close: f64,
+    /// `+1` for an up bar, `-1` for a down bar.
+    pub direction: i8,
+}
+
+/// Range bar builder using a fixed price increment on close prices.
+///
+/// A range bar completes every time price travels a fixed `range` from the current
+/// anchor, in *either* direction. This is the key difference from
+/// [`RenkoBars`](crate::RenkoBars): Renko imposes a `2 * box_size` penalty to
+/// reverse direction, so it filters out small oscillations; range bars have **no
+/// reversal penalty** — a move of exactly `range` against the trend prints a bar
+/// immediately. Range bars therefore track every leg of price movement, while Renko
+/// smooths them.
+///
+/// Construction rules:
+///
+/// - The first candle seeds the anchor and prints no bar.
+/// - Each subsequent candle prints one bar for every `range` of close movement away
+///   from the anchor; a candle that gaps several ranges prints them all in one
+///   [`BarBuilder::update`] call.
+/// - Bars are aligned to the `range` grid relative to the seed price.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, RangeBars};
+///
+/// let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
+/// let mut bars = RangeBars::new(1.0).unwrap();
+/// assert!(bars.update(flat(10.0)).is_empty()); // seed
+/// let up = bars.update(flat(12.0)); // +2 ranges
+/// assert_eq!(up.len(), 2);
+/// let down = bars.update(flat(11.0)); // -1 range, no penalty
+/// assert_eq!(down.len(), 1);
+/// ```
+#[derive(Debug, Clone)]
+pub struct RangeBars {
+    range: f64,
+    anchor: Option<f64>,
+}
+
+impl RangeBars {
+    /// Construct a range-bar builder with the given price increment.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidPeriod`] if `range` is not finite and positive.
+    pub fn new(range: f64) -> Result<Self> {
+        if !range.is_finite() || range <= 0.0 {
+            return Err(Error::InvalidPeriod {
+                message: "range must be finite and positive",
+            });
+        }
+        Ok(Self {
+            range,
+            anchor: None,
+        })
+    }
+
+    /// Configured price range.
+    pub const fn range(&self) -> f64 {
+        self.range
+    }
+
+    /// Current anchor level (the close of the last completed bar, or the seed
+    /// price before any bar has formed).
+    pub const fn anchor(&self) -> Option<f64> {
+        self.anchor
+    }
+}
+
+impl BarBuilder for RangeBars {
+    type Bar = RangeBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<RangeBar> {
+        let close = candle.close;
+        let Some(mut anchor) = self.anchor else {
+            self.anchor = Some(close);
+            return Vec::new();
+        };
+        let range = self.range;
+        let mut bars = Vec::new();
+        while close >= anchor + range {
+            bars.push(RangeBar {
+                open: anchor,
+                close: anchor + range,
+                direction: 1,
+            });
+            anchor += range;
+        }
+        while close <= anchor - range {
+            bars.push(RangeBar {
+                open: anchor,
+                close: anchor - range,
+                direction: -1,
+            });
+            anchor -= range;
+        }
+        self.anchor = Some(anchor);
+        bars
+    }
+
+    fn reset(&mut self) {
+        self.anchor = None;
+    }
+
+    fn name(&self) -> &'static str {
+        "RangeBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use approx::assert_relative_eq;
+
+    fn flat(price: f64) -> Candle {
+        Candle::new(price, price, price, price, 1.0, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_range() {
+        assert!(matches!(
+            RangeBars::new(0.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            RangeBars::new(-1.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            RangeBars::new(f64::NAN),
+            Err(Error::InvalidPeriod { .. })
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = RangeBars::new(2.5).unwrap();
+        assert_eq!(bars.name(), "RangeBars");
+        assert_relative_eq!(bars.range(), 2.5, epsilon = 1e-12);
+        assert_eq!(bars.anchor(), None);
+    }
+
+    #[test]
+    fn first_candle_seeds_without_bar() {
+        let mut bars = RangeBars::new(1.0).unwrap();
+        assert!(bars.update(flat(10.0)).is_empty());
+        assert_eq!(bars.anchor(), Some(10.0));
+    }
+
+    #[test]
+    fn up_move_prints_aligned_bars() {
+        let mut bars = RangeBars::new(1.0).unwrap();
+        bars.update(flat(10.0));
+        let up = bars.update(flat(13.0));
+        assert_eq!(up.len(), 3);
+        assert_relative_eq!(up[0].open, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(up[2].close, 13.0, epsilon = 1e-12);
+        assert!(up.iter().all(|b| b.direction == 1));
+        assert_eq!(bars.anchor(), Some(13.0));
+    }
+
+    #[test]
+    fn down_move_prints_aligned_bars() {
+        let mut bars = RangeBars::new(1.0).unwrap();
+        bars.update(flat(10.0));
+        let down = bars.update(flat(7.0));
+        assert_eq!(down.len(), 3);
+        assert!(down.iter().all(|b| b.direction == -1));
+        assert_relative_eq!(down[2].close, 7.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn reversal_needs_only_one_range() {
+        // Unlike Renko, a single-range move against the trend prints immediately.
+        let mut bars = RangeBars::new(1.0).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(12.0)); // anchor 12, up
+        let down = bars.update(flat(11.0)); // drop of exactly one range
+        assert_eq!(down.len(), 1);
+        assert_eq!(down[0].direction, -1);
+        assert_relative_eq!(down[0].close, 11.0, epsilon = 1e-12);
+        assert_eq!(bars.anchor(), Some(11.0));
+    }
+
+    #[test]
+    fn small_move_prints_nothing() {
+        let mut bars = RangeBars::new(1.0).unwrap();
+        bars.update(flat(10.0));
+        assert!(bars.update(flat(10.5)).is_empty());
+        assert_eq!(bars.anchor(), Some(10.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = RangeBars::new(1.0).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(13.0));
+        bars.reset();
+        assert_eq!(bars.anchor(), None);
+        assert!(bars.update(flat(50.0)).is_empty());
+        assert_eq!(bars.anchor(), Some(50.0));
+    }
+
+    #[test]
+    fn batch_concatenates_completed_bars() {
+        let mut bars = RangeBars::new(1.0).unwrap();
+        let candles = [flat(10.0), flat(12.0), flat(13.0)];
+        let out = bars.batch(&candles);
+        assert_eq!(out.len(), 3);
+        assert!(out.iter().all(|b| b.direction == 1));
+    }
+}

crates/wickra-core/src/indicators/run_bars.rs

@@ -0,0 +1,257 @@
+//! Run bar builder (simplified López de Prado) — sample on runs of same-signed ticks.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed run bar.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct RunBar {
+    /// Open of the first candle in the bar.
+    pub open: f64,
+    /// Highest high across the bar.
+    pub high: f64,
+    /// Lowest low across the bar.
+    pub low: f64,
+    /// Close of the candle that closed the bar.
+    pub close: f64,
+    /// Length of the run that closed the bar (`== run_length`).
+    pub length: usize,
+    /// `+1` if a buy run closed the bar, `-1` if a sell run.
+    pub direction: i8,
+}
+
+/// Run bar builder — a **simplified** form of López de Prado's run bars.
+///
+/// A *run* is an uninterrupted sequence of same-signed ticks: a streak of up-ticks
+/// (a buy run) or down-ticks (a sell run), with unchanged closes extending the
+/// current run. This builder counts the current run's length and closes a bar when
+/// it reaches `run_length`; a tick in the opposite direction restarts the run from
+/// one. Where [`ImbalanceBars`](crate::ImbalanceBars) sample on the *net* signed
+/// imbalance (which oscillating flow can cancel back to zero), run bars sample on
+/// *persistence*: they fire only when the market pushes the same way without
+/// interruption, making them a cleaner sequential-trend detector.
+///
+/// **Simplification.** The full method estimates a *dynamic* expected run length
+/// from an EWMA and can weight runs by volume or traded value. This builder uses a
+/// **fixed** run-length threshold on unweighted ticks. See López de Prado (2018),
+/// ch. 2, for the adaptive estimator and weighted variants.
+///
+/// At most one bar closes per candle, so [`BarBuilder::update`] returns either an
+/// empty vector or a single [`RunBar`].
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, RunBars};
+///
+/// let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
+/// let mut bars = RunBars::new(3).unwrap();
+/// bars.update(flat(10.0));            // seed
+/// bars.update(flat(11.0));            // run 1
+/// bars.update(flat(12.0));            // run 2
+/// let out = bars.update(flat(13.0));  // run 3 -> close
+/// assert_eq!(out.len(), 1);
+/// assert_eq!(out[0].direction, 1);
+/// ```
+#[derive(Debug, Clone)]
+pub struct RunBars {
+    run_length: usize,
+    count: usize,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64,
+    prev_close: Option<f64>,
+    run_sign: i8,
+    run_len: usize,
+}
+
+impl RunBars {
+    /// Construct a run-bar builder that closes a bar on a run of `run_length` ticks.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `run_length == 0`.
+    pub fn new(run_length: usize) -> Result<Self> {
+        if run_length == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            run_length,
+            count: 0,
+            open: 0.0,
+            high: 0.0,
+            low: 0.0,
+            close: 0.0,
+            prev_close: None,
+            run_sign: 0,
+            run_len: 0,
+        })
+    }
+
+    /// Configured run length that closes a bar.
+    pub const fn run_length(&self) -> usize {
+        self.run_length
+    }
+
+    /// Length of the in-progress run.
+    pub const fn run(&self) -> usize {
+        self.run_len
+    }
+}
+
+impl BarBuilder for RunBars {
+    type Bar = RunBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<RunBar> {
+        if self.count == 0 {
+            self.open = candle.open;
+            self.high = candle.high;
+            self.low = candle.low;
+        } else {
+            self.high = self.high.max(candle.high);
+            self.low = self.low.min(candle.low);
+        }
+        self.close = candle.close;
+        self.count += 1;
+        if let Some(prev) = self.prev_close {
+            let directional = if candle.close > prev {
+                1
+            } else if candle.close < prev {
+                -1
+            } else {
+                0
+            };
+            if directional == 0 {
+                // A flat tick extends the current run (if one is under way).
+                if self.run_sign != 0 {
+                    self.run_len += 1;
+                }
+            } else if directional == self.run_sign {
+                self.run_len += 1;
+            } else {
+                self.run_sign = directional;
+                self.run_len = 1;
+            }
+        }
+        self.prev_close = Some(candle.close);
+        if self.run_sign == 0 || self.run_len < self.run_length {
+            return Vec::new();
+        }
+        let bar = RunBar {
+            open: self.open,
+            high: self.high,
+            low: self.low,
+            close: self.close,
+            length: self.run_len,
+            direction: self.run_sign,
+        };
+        self.count = 0;
+        self.run_sign = 0;
+        self.run_len = 0;
+        vec![bar]
+    }
+
+    fn reset(&mut self) {
+        self.count = 0;
+        self.prev_close = None;
+        self.run_sign = 0;
+        self.run_len = 0;
+    }
+
+    fn name(&self) -> &'static str {
+        "RunBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    fn flat(price: f64) -> Candle {
+        Candle::new(price, price, price, price, 1.0, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_zero_run_length() {
+        assert!(matches!(RunBars::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = RunBars::new(5).unwrap();
+        assert_eq!(bars.run_length(), 5);
+        assert_eq!(bars.run(), 0);
+        assert_eq!(bars.name(), "RunBars");
+    }
+
+    #[test]
+    fn buy_run_closes_up_bar() {
+        let mut bars = RunBars::new(3).unwrap();
+        bars.update(flat(10.0)); // seed
+        bars.update(flat(11.0)); // run 1
+        bars.update(flat(12.0)); // run 2
+        let out = bars.update(flat(13.0)); // run 3
+        assert_eq!(out.len(), 1);
+        assert_eq!(out[0].direction, 1);
+        assert_eq!(out[0].length, 3);
+    }
+
+    #[test]
+    fn sell_run_closes_down_bar() {
+        let mut bars = RunBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(9.0)); // run 1
+        bars.update(flat(8.0)); // run 2
+        let out = bars.update(flat(7.0)); // run 3
+        assert_eq!(out.len(), 1);
+        assert_eq!(out[0].direction, -1);
+    }
+
+    #[test]
+    fn opposite_tick_restarts_run() {
+        let mut bars = RunBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // up run 1
+        bars.update(flat(12.0)); // up run 2
+        bars.update(flat(11.0)); // down -> run restarts at 1
+        assert_eq!(bars.run(), 1);
+    }
+
+    #[test]
+    fn flat_tick_extends_run() {
+        let mut bars = RunBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // run 1
+        bars.update(flat(11.0)); // flat -> run 2
+        let out = bars.update(flat(12.0)); // run 3
+        assert_eq!(out.len(), 1);
+        assert_eq!(out[0].direction, 1);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = RunBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0));
+        bars.reset();
+        assert_eq!(bars.run(), 0);
+        assert!(bars.update(flat(50.0)).is_empty());
+    }
+
+    #[test]
+    fn batch_concatenates_completed_bars() {
+        let mut bars = RunBars::new(2).unwrap();
+        let candles = [
+            flat(10.0),
+            flat(11.0), // run 1
+            flat(12.0), // run 2 -> close
+            flat(13.0), // run 1
+            flat(14.0), // run 2 -> close
+        ];
+        let out = bars.batch(&candles);
+        assert_eq!(out.len(), 2);
+        assert!(out.iter().all(|b| b.direction == 1));
+    }
+}

crates/wickra-core/src/indicators/three_line_break_bars.rs

@@ -0,0 +1,305 @@
+//! Three-Line-Break bar builder — line-break chart segments driven by close prices.
+
+use std::collections::VecDeque;
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed line-break line.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct LineBreakBar {
+    /// Price where the line began (the previous line's far edge).
+    pub open: f64,
+    /// Price where the line ended (the new close that drew it).
+    pub close: f64,
+    /// `+1` for a rising line, `-1` for a falling line.
+    pub direction: i8,
+}
+
+/// Three-Line-Break bar builder using the classic close-based reversal rule.
+///
+/// A line-break chart draws a new line in the trend direction whenever the close
+/// makes a new extreme, and only reverses when the close breaks the extreme of the
+/// previous `lines` lines (three by default — hence "three-line break"). This filters
+/// minor noise: a pullback that fails to exceed the last three lines is ignored
+/// entirely, so the chart isolates meaningful reversals.
+///
+/// This is the **bar-builder** counterpart of the
+/// [`ThreeLineBreak`](crate::ThreeLineBreak) indicator: the indicator reports the
+/// current line *state* as a streaming value, whereas this builder emits each
+/// completed line as a [`LineBreakBar`] so you can reconstruct the full line-break
+/// chart. At most one line forms per candle, so [`BarBuilder::update`] returns either
+/// an empty vector or a single bar.
+///
+/// Construction rules:
+///
+/// - The first candle seeds a reference close and prints nothing.
+/// - The first subsequent move (up or down) draws the first line.
+/// - In an up-trend a close above the last line's top extends it (a new up line); a
+///   close below the lowest low of the last `lines` lines reverses to a down line.
+///   The down-trend is symmetric.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, ThreeLineBreakBars};
+///
+/// let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
+/// let mut bars = ThreeLineBreakBars::new(3).unwrap();
+/// bars.update(flat(10.0));           // seed
+/// let first = bars.update(flat(11.0)); // first up line
+/// assert_eq!(first.len(), 1);
+/// assert_eq!(first[0].direction, 1);
+/// ```
+#[derive(Debug, Clone)]
+pub struct ThreeLineBreakBars {
+    lines: usize,
+    seed: Option<f64>,
+    recent: VecDeque<LineBreakBar>,
+}
+
+impl ThreeLineBreakBars {
+    /// Construct a line-break builder that reverses on a break of the last `lines`
+    /// lines (3 for the classic three-line break).
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `lines == 0`.
+    pub fn new(lines: usize) -> Result<Self> {
+        if lines == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            lines,
+            seed: None,
+            recent: VecDeque::with_capacity(lines),
+        })
+    }
+
+    /// Configured number of lines a reversal must break.
+    pub const fn lines(&self) -> usize {
+        self.lines
+    }
+
+    /// Number of recent lines currently tracked for the reversal test.
+    pub fn tracked(&self) -> usize {
+        self.recent.len()
+    }
+
+    fn push_line(&mut self, bar: LineBreakBar) {
+        if self.recent.len() == self.lines {
+            self.recent.pop_front();
+        }
+        self.recent.push_back(bar);
+    }
+
+    fn lowest_low(&self) -> f64 {
+        self.recent
+            .iter()
+            .map(|bar| bar.open.min(bar.close))
+            .fold(f64::INFINITY, f64::min)
+    }
+
+    fn highest_high(&self) -> f64 {
+        self.recent
+            .iter()
+            .map(|bar| bar.open.max(bar.close))
+            .fold(f64::NEG_INFINITY, f64::max)
+    }
+}
+
+impl BarBuilder for ThreeLineBreakBars {
+    type Bar = LineBreakBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<LineBreakBar> {
+        let close = candle.close;
+        let Some(last) = self.recent.back().copied() else {
+            // No line yet: seed, then draw the first line on the first move.
+            let Some(seed) = self.seed else {
+                self.seed = Some(close);
+                return Vec::new();
+            };
+            let bar = if close > seed {
+                LineBreakBar {
+                    open: seed,
+                    close,
+                    direction: 1,
+                }
+            } else if close < seed {
+                LineBreakBar {
+                    open: seed,
+                    close,
+                    direction: -1,
+                }
+            } else {
+                return Vec::new();
+            };
+            self.push_line(bar);
+            return vec![bar];
+        };
+        let new_bar = if last.direction > 0 {
+            if close > last.close {
+                Some(LineBreakBar {
+                    open: last.close,
+                    close,
+                    direction: 1,
+                })
+            } else if close < self.lowest_low() {
+                Some(LineBreakBar {
+                    open: last.close,
+                    close,
+                    direction: -1,
+                })
+            } else {
+                None
+            }
+        } else if close < last.close {
+            Some(LineBreakBar {
+                open: last.close,
+                close,
+                direction: -1,
+            })
+        } else if close > self.highest_high() {
+            Some(LineBreakBar {
+                open: last.close,
+                close,
+                direction: 1,
+            })
+        } else {
+            None
+        };
+        if let Some(bar) = new_bar {
+            self.push_line(bar);
+            vec![bar]
+        } else {
+            Vec::new()
+        }
+    }
+
+    fn reset(&mut self) {
+        self.seed = None;
+        self.recent.clear();
+    }
+
+    fn name(&self) -> &'static str {
+        "ThreeLineBreakBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use approx::assert_relative_eq;
+
+    fn flat(price: f64) -> Candle {
+        Candle::new(price, price, price, price, 1.0, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_zero_lines() {
+        assert!(matches!(ThreeLineBreakBars::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = ThreeLineBreakBars::new(3).unwrap();
+        assert_eq!(bars.lines(), 3);
+        assert_eq!(bars.tracked(), 0);
+        assert_eq!(bars.name(), "ThreeLineBreakBars");
+    }
+
+    #[test]
+    fn seed_then_first_line() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        assert!(bars.update(flat(10.0)).is_empty()); // seed
+        let first = bars.update(flat(11.0));
+        assert_eq!(first.len(), 1);
+        assert_eq!(first[0].direction, 1);
+        assert_relative_eq!(first[0].open, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(first[0].close, 11.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn new_high_extends_up_line() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // line 1 up
+        let cont = bars.update(flat(12.0)); // new high -> extend
+        assert_eq!(cont.len(), 1);
+        assert_eq!(cont[0].direction, 1);
+        assert_relative_eq!(cont[0].open, 11.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn small_pullback_prints_nothing() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // line 1
+        bars.update(flat(12.0)); // line 2
+        bars.update(flat(13.0)); // line 3, lows are 10/11/12
+        assert!(bars.update(flat(10.5)).is_empty()); // not > 13, not < 10
+    }
+
+    #[test]
+    fn reversal_breaks_three_lines() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0)); // line 1, low 10
+        bars.update(flat(12.0)); // line 2, low 11
+        bars.update(flat(13.0)); // line 3, low 12
+        let rev = bars.update(flat(9.0)); // 9 < lowest low 10 -> reverse
+        assert_eq!(rev.len(), 1);
+        assert_eq!(rev[0].direction, -1);
+        assert_relative_eq!(rev[0].open, 13.0, epsilon = 1e-12);
+        assert_relative_eq!(rev[0].close, 9.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        bars.update(flat(10.0));
+        bars.update(flat(11.0));
+        bars.reset();
+        assert_eq!(bars.tracked(), 0);
+        assert!(bars.update(flat(50.0)).is_empty()); // re-seeds
+    }
+
+    #[test]
+    fn flat_first_move_prints_nothing() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        assert!(bars.update(flat(10.0)).is_empty()); // seed
+        assert!(bars.update(flat(10.0)).is_empty()); // equal to seed -> no line
+    }
+
+    #[test]
+    fn first_line_down_then_down_trend_and_reversal() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        assert!(bars.update(flat(10.0)).is_empty()); // seed
+        let first = bars.update(flat(9.0)); // first line down
+        assert_eq!(first.len(), 1);
+        assert_eq!(first[0].direction, -1);
+        assert_relative_eq!(first[0].open, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(first[0].close, 9.0, epsilon = 1e-12);
+        let cont = bars.update(flat(8.0)); // new low extends the down line
+        assert_eq!(cont.len(), 1);
+        assert_eq!(cont[0].direction, -1);
+        assert_relative_eq!(cont[0].open, 9.0, epsilon = 1e-12);
+        bars.update(flat(7.0)); // third down line; highs are 10/9/8
+        assert!(bars.update(flat(7.5)).is_empty()); // not < 7, not > highest high 10
+        let rev = bars.update(flat(11.0)); // > highest high 10 -> reverse up
+        assert_eq!(rev.len(), 1);
+        assert_eq!(rev[0].direction, 1);
+        assert_relative_eq!(rev[0].open, 7.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn batch_concatenates_completed_lines() {
+        let mut bars = ThreeLineBreakBars::new(3).unwrap();
+        let candles = [flat(10.0), flat(11.0), flat(12.0), flat(13.0)];
+        let out = bars.batch(&candles);
+        // seed at 10, then three rising lines.
+        assert_eq!(out.len(), 3);
+        assert!(out.iter().all(|b| b.direction == 1));
+    }
+}

crates/wickra-core/src/indicators/tick_bars.rs

@@ -0,0 +1,209 @@
+//! Tick bar builder — aggregate a fixed number of candles into one OHLCV bar.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed tick bar (an OHLCV aggregate of `ticks` input candles).
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct TickBar {
+    /// Open of the first candle in the group.
+    pub open: f64,
+    /// Highest high across the group.
+    pub high: f64,
+    /// Lowest low across the group.
+    pub low: f64,
+    /// Close of the last candle in the group.
+    pub close: f64,
+    /// Summed volume across the group.
+    pub volume: f64,
+}
+
+/// Tick bar builder — emits one OHLCV bar for every `ticks` input candles.
+///
+/// Classic time bars (1-minute, 1-hour) sample the market on a clock; tick bars
+/// sample it on *activity* by grouping a fixed number of trades — here modelled as a
+/// fixed number of input candles. In fast markets a tick bar closes quickly; in
+/// quiet markets it takes longer, so each bar carries roughly equal information
+/// content. This is the simplest of the information-driven bar types; the
+/// [`VolumeBars`](crate::VolumeBars) and [`DollarBars`](crate::DollarBars) builders
+/// extend the idea to equal traded volume and equal traded value respectively.
+///
+/// The open is the first candle's open, the high and low are the extremes across the
+/// group, the close is the last candle's close, and the volume is the group sum.
+/// Exactly one bar completes every `ticks` candles, so [`BarBuilder::update`]
+/// returns either an empty vector or a single [`TickBar`].
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, TickBars};
+///
+/// let c = |o, h, l, cl, v| Candle::new(o, h, l, cl, v, 0).unwrap();
+/// let mut bars = TickBars::new(3).unwrap();
+/// assert!(bars.update(c(10.0, 11.0, 9.0, 10.5, 100.0)).is_empty());
+/// assert!(bars.update(c(10.5, 12.0, 10.0, 11.0, 150.0)).is_empty());
+/// let out = bars.update(c(11.0, 11.5, 10.8, 11.2, 120.0));
+/// assert_eq!(out.len(), 1);
+/// assert_eq!(out[0].volume, 370.0);
+/// ```
+#[derive(Debug, Clone)]
+pub struct TickBars {
+    ticks: usize,
+    count: usize,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64,
+    volume: f64,
+}
+
+impl TickBars {
+    /// Construct a tick-bar builder that groups `ticks` candles per bar.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `ticks == 0`.
+    pub fn new(ticks: usize) -> Result<Self> {
+        if ticks == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            ticks,
+            count: 0,
+            open: 0.0,
+            high: 0.0,
+            low: 0.0,
+            close: 0.0,
+            volume: 0.0,
+        })
+    }
+
+    /// Configured number of candles per bar.
+    pub const fn ticks(&self) -> usize {
+        self.ticks
+    }
+
+    /// Number of candles accumulated into the in-progress bar.
+    pub const fn count(&self) -> usize {
+        self.count
+    }
+}
+
+impl BarBuilder for TickBars {
+    type Bar = TickBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<TickBar> {
+        if self.count == 0 {
+            self.open = candle.open;
+            self.high = candle.high;
+            self.low = candle.low;
+            self.volume = 0.0;
+        } else {
+            self.high = self.high.max(candle.high);
+            self.low = self.low.min(candle.low);
+        }
+        self.close = candle.close;
+        self.volume += candle.volume;
+        self.count += 1;
+        if self.count < self.ticks {
+            return Vec::new();
+        }
+        self.count = 0;
+        vec![TickBar {
+            open: self.open,
+            high: self.high,
+            low: self.low,
+            close: self.close,
+            volume: self.volume,
+        }]
+    }
+
+    fn reset(&mut self) {
+        self.count = 0;
+        self.volume = 0.0;
+    }
+
+    fn name(&self) -> &'static str {
+        "TickBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use approx::assert_relative_eq;
+
+    fn candle(open: f64, high: f64, low: f64, close: f64, volume: f64) -> Candle {
+        Candle::new(open, high, low, close, volume, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_zero_ticks() {
+        assert!(matches!(TickBars::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = TickBars::new(5).unwrap();
+        assert_eq!(bars.ticks(), 5);
+        assert_eq!(bars.count(), 0);
+        assert_eq!(bars.name(), "TickBars");
+    }
+
+    #[test]
+    fn emits_every_n_candles() {
+        let mut bars = TickBars::new(2).unwrap();
+        assert!(bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0)).is_empty());
+        assert_eq!(bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0)).len(), 1);
+        assert!(bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0)).is_empty());
+        assert_eq!(bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0)).len(), 1);
+    }
+
+    #[test]
+    fn aggregates_ohlcv() {
+        let mut bars = TickBars::new(3).unwrap();
+        bars.update(candle(10.0, 11.0, 9.0, 10.5, 100.0));
+        bars.update(candle(10.5, 12.0, 10.0, 11.0, 150.0));
+        let out = bars.update(candle(11.0, 11.5, 10.8, 11.2, 120.0));
+        assert_eq!(out.len(), 1);
+        assert_relative_eq!(out[0].open, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].high, 12.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].low, 9.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].close, 11.2, epsilon = 1e-12);
+        assert_relative_eq!(out[0].volume, 370.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn partial_group_emits_nothing() {
+        let mut bars = TickBars::new(4).unwrap();
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0));
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0));
+        assert_eq!(bars.count(), 2);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = TickBars::new(3).unwrap();
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0));
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 1.0));
+        bars.reset();
+        assert_eq!(bars.count(), 0);
+        // After reset the next candle starts a fresh group.
+        assert!(bars.update(candle(20.0, 20.0, 20.0, 20.0, 5.0)).is_empty());
+        assert_eq!(bars.count(), 1);
+    }
+
+    #[test]
+    fn batch_concatenates_completed_bars() {
+        let mut bars = TickBars::new(2).unwrap();
+        let candles = [
+            candle(10.0, 10.0, 10.0, 10.0, 1.0),
+            candle(10.0, 10.0, 10.0, 10.0, 1.0),
+            candle(10.0, 10.0, 10.0, 10.0, 1.0),
+            candle(10.0, 10.0, 10.0, 10.0, 1.0),
+        ];
+        let out = bars.batch(&candles);
+        assert_eq!(out.len(), 2);
+    }
+}

crates/wickra-core/src/indicators/volume_bars.rs

@@ -0,0 +1,217 @@
+//! Volume bar builder — close a bar each time accumulated volume reaches a threshold.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::BarBuilder;
+
+/// One completed volume bar (an OHLCV aggregate spanning ~`volume_per_bar` of volume).
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct VolumeBar {
+    /// Open of the first candle in the bar.
+    pub open: f64,
+    /// Highest high across the bar.
+    pub high: f64,
+    /// Lowest low across the bar.
+    pub low: f64,
+    /// Close of the candle that closed the bar.
+    pub close: f64,
+    /// Accumulated volume in the bar (`>= volume_per_bar`; the crossing candle's
+    /// overshoot is kept in the bar that closes).
+    pub volume: f64,
+}
+
+/// Volume bar builder — emits a bar each time accumulated volume reaches
+/// `volume_per_bar`.
+///
+/// Where [`TickBars`](crate::TickBars) sample on trade *count*, volume bars sample on
+/// traded *quantity*: a bar closes once the candles fed into it have accumulated at
+/// least `volume_per_bar` of volume. This gives each bar roughly equal participation,
+/// which de-emphasises quiet periods and resolves bursts of heavy trading into more
+/// bars. The companion [`DollarBars`](crate::DollarBars) builder uses traded *value*
+/// (`price × volume`) instead, which is more robust to price-level drift over long
+/// histories.
+///
+/// The bar is candle-granular: at most one bar closes per candle, and the candle
+/// that crosses the threshold closes the bar with its overshoot included (the next
+/// bar starts fresh). [`BarBuilder::update`] therefore returns either an empty vector
+/// or a single [`VolumeBar`].
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BarBuilder, Candle, VolumeBars};
+///
+/// let c = |cl, v| Candle::new(cl, cl, cl, cl, v, 0).unwrap();
+/// let mut bars = VolumeBars::new(100.0).unwrap();
+/// assert!(bars.update(c(10.0, 60.0)).is_empty());
+/// let out = bars.update(c(10.5, 60.0)); // 120 >= 100 -> close
+/// assert_eq!(out.len(), 1);
+/// assert_eq!(out[0].volume, 120.0);
+/// ```
+#[derive(Debug, Clone)]
+pub struct VolumeBars {
+    volume_per_bar: f64,
+    count: usize,
+    open: f64,
+    high: f64,
+    low: f64,
+    close: f64,
+    accumulated: f64,
+}
+
+impl VolumeBars {
+    /// Construct a volume-bar builder with the given volume threshold.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidPeriod`] if `volume_per_bar` is not finite and positive.
+    pub fn new(volume_per_bar: f64) -> Result<Self> {
+        if !volume_per_bar.is_finite() || volume_per_bar <= 0.0 {
+            return Err(Error::InvalidPeriod {
+                message: "volume_per_bar must be finite and positive",
+            });
+        }
+        Ok(Self {
+            volume_per_bar,
+            count: 0,
+            open: 0.0,
+            high: 0.0,
+            low: 0.0,
+            close: 0.0,
+            accumulated: 0.0,
+        })
+    }
+
+    /// Configured volume threshold per bar.
+    pub const fn volume_per_bar(&self) -> f64 {
+        self.volume_per_bar
+    }
+
+    /// Volume accumulated into the in-progress bar.
+    pub const fn accumulated(&self) -> f64 {
+        self.accumulated
+    }
+}
+
+impl BarBuilder for VolumeBars {
+    type Bar = VolumeBar;
+
+    fn update(&mut self, candle: Candle) -> Vec<VolumeBar> {
+        if self.count == 0 {
+            self.open = candle.open;
+            self.high = candle.high;
+            self.low = candle.low;
+        } else {
+            self.high = self.high.max(candle.high);
+            self.low = self.low.min(candle.low);
+        }
+        self.close = candle.close;
+        self.accumulated += candle.volume;
+        self.count += 1;
+        if self.accumulated < self.volume_per_bar {
+            return Vec::new();
+        }
+        let bar = VolumeBar {
+            open: self.open,
+            high: self.high,
+            low: self.low,
+            close: self.close,
+            volume: self.accumulated,
+        };
+        self.count = 0;
+        self.accumulated = 0.0;
+        vec![bar]
+    }
+
+    fn reset(&mut self) {
+        self.count = 0;
+        self.accumulated = 0.0;
+    }
+
+    fn name(&self) -> &'static str {
+        "VolumeBars"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use approx::assert_relative_eq;
+
+    fn candle(open: f64, high: f64, low: f64, close: f64, volume: f64) -> Candle {
+        Candle::new(open, high, low, close, volume, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_threshold() {
+        assert!(matches!(
+            VolumeBars::new(0.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            VolumeBars::new(-100.0),
+            Err(Error::InvalidPeriod { .. })
+        ));
+        assert!(matches!(
+            VolumeBars::new(f64::INFINITY),
+            Err(Error::InvalidPeriod { .. })
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bars = VolumeBars::new(1000.0).unwrap();
+        assert_relative_eq!(bars.volume_per_bar(), 1000.0, epsilon = 1e-12);
+        assert_relative_eq!(bars.accumulated(), 0.0, epsilon = 1e-12);
+        assert_eq!(bars.name(), "VolumeBars");
+    }
+
+    #[test]
+    fn closes_when_threshold_reached() {
+        let mut bars = VolumeBars::new(100.0).unwrap();
+        assert!(bars.update(candle(10.0, 10.0, 10.0, 10.0, 60.0)).is_empty());
+        let out = bars.update(candle(10.5, 10.5, 10.5, 10.5, 60.0));
+        assert_eq!(out.len(), 1);
+        assert_relative_eq!(out[0].volume, 120.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn aggregates_ohlc() {
+        let mut bars = VolumeBars::new(100.0).unwrap();
+        bars.update(candle(10.0, 11.0, 9.0, 10.5, 50.0));
+        let out = bars.update(candle(10.5, 12.0, 10.0, 11.0, 60.0));
+        assert_relative_eq!(out[0].open, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].high, 12.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].low, 9.0, epsilon = 1e-12);
+        assert_relative_eq!(out[0].close, 11.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn below_threshold_emits_nothing() {
+        let mut bars = VolumeBars::new(100.0).unwrap();
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 30.0));
+        assert_relative_eq!(bars.accumulated(), 30.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bars = VolumeBars::new(100.0).unwrap();
+        bars.update(candle(10.0, 10.0, 10.0, 10.0, 60.0));
+        bars.reset();
+        assert_relative_eq!(bars.accumulated(), 0.0, epsilon = 1e-12);
+        assert!(bars.update(candle(20.0, 20.0, 20.0, 20.0, 60.0)).is_empty());
+    }
+
+    #[test]
+    fn batch_concatenates_completed_bars() {
+        let mut bars = VolumeBars::new(100.0).unwrap();
+        let candles = [
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+            candle(10.0, 10.0, 10.0, 10.0, 60.0),
+        ];
+        let out = bars.batch(&candles);
+        assert_eq!(out.len(), 2);
+    }
+}