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
@@ -9491,6 +9491,371 @@ impl ProjectionBandsNode {
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}
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}
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// ---------- Central Pivot Range ----------
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#[napi(object)]
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pub struct CentralPivotRangeValue {
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pub pivot: f64,
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pub tc: f64,
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pub bc: f64,
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}
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#[napi(js_name = "CentralPivotRange")]
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pub struct CentralPivotRangeNode {
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inner: wc::CentralPivotRange,
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}
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impl Default for CentralPivotRangeNode {
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fn default() -> Self {
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Self::new()
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}
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}
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#[napi]
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impl CentralPivotRangeNode {
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#[napi(constructor)]
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pub fn new() -> Self {
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Self {
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inner: wc::CentralPivotRange::new(),
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}
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}
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#[napi]
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pub fn update(
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&mut self,
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high: f64,
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low: f64,
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close: f64,
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) -> napi::Result<Option<CentralPivotRangeValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, close, 0.0)?)
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.map(|o| CentralPivotRangeValue {
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pivot: o.pivot,
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tc: o.tc,
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bc: o.bc,
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}))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let n = high.len();
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let mut out = vec![f64::NAN; n * 3];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
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out[i * 3] = o.pivot;
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out[i * 3 + 1] = o.tc;
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out[i * 3 + 2] = o.bc;
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}
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ---------- Murrey Math Lines ----------
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#[napi(object)]
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pub struct MurreyMathLinesValue {
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#[napi(js_name = "mm8_8")]
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pub mm8_8: f64,
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#[napi(js_name = "mm7_8")]
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pub mm7_8: f64,
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#[napi(js_name = "mm6_8")]
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pub mm6_8: f64,
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#[napi(js_name = "mm5_8")]
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pub mm5_8: f64,
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#[napi(js_name = "mm4_8")]
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pub mm4_8: f64,
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#[napi(js_name = "mm3_8")]
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pub mm3_8: f64,
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#[napi(js_name = "mm2_8")]
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pub mm2_8: f64,
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#[napi(js_name = "mm1_8")]
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pub mm1_8: f64,
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#[napi(js_name = "mm0_8")]
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pub mm0_8: f64,
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}
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#[napi(js_name = "MurreyMathLines")]
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pub struct MurreyMathLinesNode {
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inner: wc::MurreyMathLines,
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}
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#[napi]
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impl MurreyMathLinesNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::MurreyMathLines::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<MurreyMathLinesValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, low, 0.0)?)
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.map(|o| MurreyMathLinesValue {
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mm8_8: o.mm8_8,
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mm7_8: o.mm7_8,
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mm6_8: o.mm6_8,
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mm5_8: o.mm5_8,
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mm4_8: o.mm4_8,
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mm3_8: o.mm3_8,
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mm2_8: o.mm2_8,
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mm1_8: o.mm1_8,
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mm0_8: o.mm0_8,
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}))
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}
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#[napi]
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pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() {
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return Err(NapiError::from_reason(
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"high and low must be equal length".to_string(),
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));
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}
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let n = high.len();
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let mut out = vec![f64::NAN; n * 9];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], 0.0)?) {
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out[i * 9] = o.mm8_8;
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out[i * 9 + 1] = o.mm7_8;
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out[i * 9 + 2] = o.mm6_8;
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out[i * 9 + 3] = o.mm5_8;
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out[i * 9 + 4] = o.mm4_8;
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out[i * 9 + 5] = o.mm3_8;
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out[i * 9 + 6] = o.mm2_8;
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out[i * 9 + 7] = o.mm1_8;
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out[i * 9 + 8] = o.mm0_8;
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}
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ---------- Andrews Pitchfork ----------
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#[napi(object)]
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pub struct AndrewsPitchforkValue {
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pub median: f64,
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pub upper: f64,
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pub lower: f64,
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}
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#[napi(js_name = "AndrewsPitchfork")]
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pub struct AndrewsPitchforkNode {
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inner: wc::AndrewsPitchfork,
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}
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#[napi]
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impl AndrewsPitchforkNode {
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#[napi(constructor)]
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pub fn new(strength: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::AndrewsPitchfork::new(strength as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<AndrewsPitchforkValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, low, 0.0)?)
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.map(|o| AndrewsPitchforkValue {
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median: o.median,
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upper: o.upper,
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lower: o.lower,
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}))
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}
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#[napi]
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pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() {
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return Err(NapiError::from_reason(
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"high and low must be equal length".to_string(),
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));
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}
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let n = high.len();
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let mut out = vec![f64::NAN; n * 3];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], 0.0)?) {
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out[i * 3] = o.median;
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out[i * 3 + 1] = o.upper;
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out[i * 3 + 2] = o.lower;
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}
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ---------- Volume-Weighted S/R ----------
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#[napi(object)]
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pub struct VolumeWeightedSrValue {
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pub support: f64,
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pub resistance: f64,
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}
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#[napi(js_name = "VolumeWeightedSr")]
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pub struct VolumeWeightedSrNode {
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inner: wc::VolumeWeightedSr,
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}
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#[napi]
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impl VolumeWeightedSrNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::VolumeWeightedSr::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(
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&mut self,
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high: f64,
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low: f64,
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volume: f64,
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) -> napi::Result<Option<VolumeWeightedSrValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, low, volume)?)
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.map(|o| VolumeWeightedSrValue {
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support: o.support,
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resistance: o.resistance,
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}))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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volume: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != volume.len() {
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return Err(NapiError::from_reason(
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"high, low, volume must be equal length".to_string(),
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));
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}
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let n = high.len();
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let mut out = vec![f64::NAN; n * 2];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], volume[i])?) {
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out[i * 2] = o.support;
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out[i * 2 + 1] = o.resistance;
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}
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ---------- Pivot Reversal ----------
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#[napi(js_name = "PivotReversal")]
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pub struct PivotReversalNode {
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inner: wc::PivotReversal,
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}
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#[napi]
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impl PivotReversalNode {
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#[napi(constructor)]
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pub fn new(left: u32, right: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::PivotReversal::new(left as usize, right as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ---------- Double Bollinger ----------
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#[napi(object)]
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Reference in New Issue
Block a user