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feat: add Pivots & S/R indicators (B11) (#201)

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Adds five support/resistance and pivot indicators, growing the catalog 462 -> 467.

## Indicators
- **CentralPivotRange** (Candle -> struct) — the classic pivot `(H+L+C)/3` flanked by two central levels (TC/BC); range width gauges trending vs balanced days.
- **MurreyMathLines** (Candle -> struct) — T. H. Murrey's eighths grid over a rolling high-low frame; nine levels (0/8 .. 8/8) acting as support/resistance.
- **AndrewsPitchfork** (Candle -> struct) — median line and two parallels projected forward from the last three auto-detected swing pivots (symmetric fractal of half-width `strength`).
- **VolumeWeightedSr** (Candle -> struct) — a band whose edges are the volume-weighted average of recent highs (resistance) and lows (support); falls back to equal weighting when window volume is zero.
- **PivotReversal** (Candle -> f64) — a `+1`/`-1` breakout signal fired on the bar where price closes through the most recently confirmed swing pivot.

## Wiring
Core structs with branch-complete unit tests, Python/Node/WASM bindings, fuzz drives, reference + streaming-vs-batch tests, README + docs counter sync (FAMILIES "Pivots & S/R"), and CHANGELOG entries.

Verified locally: `cargo fmt`, `cargo test -p wickra-core` (3798 lib + 425 doc), `cargo clippy --workspace --all-targets --all-features -D warnings`, `npm run build && npm test` (542), `maturin develop` + `pytest` (891).
This commit is contained in:
kingchenc
2026-06-08 00:13:42 +02:00
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parent 4526278fa0
commit e97c3389fe
19 changed files with 2614 additions and 43 deletions
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CHANGELOG.md
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@@ -6,6 +6,11 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [Unreleased]
- **Pivot Reversal** — a breakout signal when price closes through the most recently confirmed swing pivot (`PIVOT_REVERSAL`).
- **Volume-Weighted Support/Resistance** — a band whose edges are the volume-weighted average of recent highs and lows (`VOLUME_WEIGHTED_SR`).
- **Andrews Pitchfork** — median line and two parallels projected from the last three swing pivots (`ANDREWS_PITCHFORK`).
- **Murrey Math Lines** — T. H. Murrey's eighths grid over the recent trading range, each level acting as support/resistance (`MURREY_MATH_LINES`).
- **Central Pivot Range** — the classic pivot flanked by two central levels gauging the day's expected character (`CENTRAL_PIVOT_RANGE`).
## [0.6.5] - 2026-06-07
- **Autocorrelation Periodogram** — Ehlers autocorrelation periodogram: dominant cycle period estimate (`AUTOCORRPGRAM`).