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

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
committed by GitHub
parent 4526278fa0
commit e97c3389fe
19 changed files with 2614 additions and 43 deletions
+70
View File
@@ -239,6 +239,31 @@ export interface ProjectionBandsValue {
middle: number
lower: number
}
export interface CentralPivotRangeValue {
pivot: number
tc: number
bc: number
}
export interface MurreyMathLinesValue {
mm8_8: number
mm7_8: number
mm6_8: number
mm5_8: number
mm4_8: number
mm3_8: number
mm2_8: number
mm1_8: number
mm0_8: number
}
export interface AndrewsPitchforkValue {
median: number
upper: number
lower: number
}
export interface VolumeWeightedSrValue {
support: number
resistance: number
}
export interface DoubleBollingerValue {
upperOuter: number
upperInner: number
@@ -2930,6 +2955,51 @@ export declare class ProjectionBands {
isReady(): boolean
warmupPeriod(): number
}
export type CentralPivotRangeNode = CentralPivotRange
export declare class CentralPivotRange {
constructor()
update(high: number, low: number, close: number): CentralPivotRangeValue | null
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type MurreyMathLinesNode = MurreyMathLines
export declare class MurreyMathLines {
constructor(period: number)
update(high: number, low: number): MurreyMathLinesValue | null
batch(high: Array<number>, low: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type AndrewsPitchforkNode = AndrewsPitchfork
export declare class AndrewsPitchfork {
constructor(strength: number)
update(high: number, low: number): AndrewsPitchforkValue | null
batch(high: Array<number>, low: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type VolumeWeightedSrNode = VolumeWeightedSr
export declare class VolumeWeightedSr {
constructor(period: number)
update(high: number, low: number, volume: number): VolumeWeightedSrValue | null
batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type PivotReversalNode = PivotReversal
export declare class PivotReversal {
constructor(left: number, right: number)
update(high: number, low: number, close: number): number | null
batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type DoubleBollingerNode = DoubleBollinger
export declare class DoubleBollinger {
constructor(period: number, kInner: number, kOuter: number)