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).

bindings/python/python/wickra/__init__.py

@@ -309,6 +309,11 @@ from ._wickra import (
     FractalChaosBands,
     VwapStdDevBands,
     # Pivots & S/R
+    PivotReversal,
+    VolumeWeightedSr,
+    AndrewsPitchfork,
+    MurreyMathLines,
+    CentralPivotRange,
     ClassicPivots,
     FibonacciPivots,
     Camarilla,
@@ -801,6 +806,11 @@ __all__ = [
     "FractalChaosBands",
     "VwapStdDevBands",
     # Pivots & S/R
+    "PivotReversal",
+    "VolumeWeightedSr",
+    "AndrewsPitchfork",
+    "MurreyMathLines",
+    "CentralPivotRange",
     "ClassicPivots",
     "FibonacciPivots",
     "Camarilla",

bindings/python/src/lib.rs

@@ -12513,6 +12513,355 @@ impl PyProjectionBands {
     }
 }
 
+// ============================== Central Pivot Range ==============================
+
+#[pyclass(
+    name = "CentralPivotRange",
+    module = "wickra._wickra",
+    skip_from_py_object
+)]
+#[derive(Clone)]
+struct PyCentralPivotRange {
+    inner: wc::CentralPivotRange,
+}
+
+#[pymethods]
+impl PyCentralPivotRange {
+    #[new]
+    fn new() -> Self {
+        Self {
+            inner: wc::CentralPivotRange::new(),
+        }
+    }
+    /// Returns `(pivot, tc, bc)`.
+    fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64, f64)>> {
+        let c = extract_candle(candle)?;
+        Ok(self.inner.update(c).map(|o| (o.pivot, o.tc, o.bc)))
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        high: PyReadonlyArray1<'py, f64>,
+        low: PyReadonlyArray1<'py, f64>,
+        close: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray2<f64>>> {
+        let h = high
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let l = low
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let c = close
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        if h.len() != l.len() || l.len() != c.len() {
+            return Err(PyValueError::new_err(
+                "high, low, close must be equal length",
+            ));
+        }
+        let n = h.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for i in 0..n {
+            let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
+            if let Some(o) = self.inner.update(candle) {
+                out[i * 3] = o.pivot;
+                out[i * 3 + 1] = o.tc;
+                out[i * 3 + 2] = o.bc;
+            }
+        }
+        Ok(numpy::ndarray::Array2::from_shape_vec((n, 3), out)
+            .expect("shape consistent")
+            .into_pyarray(py))
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ============================== Murrey Math Lines ==============================
+
+#[pyclass(
+    name = "MurreyMathLines",
+    module = "wickra._wickra",
+    skip_from_py_object
+)]
+#[derive(Clone)]
+struct PyMurreyMathLines {
+    inner: wc::MurreyMathLines,
+}
+
+#[pymethods]
+impl PyMurreyMathLines {
+    #[new]
+    #[pyo3(signature = (period=64))]
+    fn new(period: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::MurreyMathLines::new(period).map_err(map_err)?,
+        })
+    }
+    /// Returns `(mm8_8, mm7_8, mm6_8, mm5_8, mm4_8, mm3_8, mm2_8, mm1_8, mm0_8)`.
+    #[allow(clippy::type_complexity)]
+    fn update(
+        &mut self,
+        candle: &Bound<'_, PyAny>,
+    ) -> PyResult<Option<(f64, f64, f64, f64, f64, f64, f64, f64, f64)>> {
+        let c = extract_candle(candle)?;
+        Ok(self.inner.update(c).map(|o| {
+            (
+                o.mm8_8, o.mm7_8, o.mm6_8, o.mm5_8, o.mm4_8, o.mm3_8, o.mm2_8, o.mm1_8, o.mm0_8,
+            )
+        }))
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        high: PyReadonlyArray1<'py, f64>,
+        low: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray2<f64>>> {
+        let h = high
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let l = low
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        if h.len() != l.len() {
+            return Err(PyValueError::new_err("high and low must be equal length"));
+        }
+        let n = h.len();
+        let mut out = vec![f64::NAN; n * 9];
+        for i in 0..n {
+            let candle = wc::Candle::new(l[i], h[i], l[i], l[i], 0.0, 0).map_err(map_err)?;
+            if let Some(o) = self.inner.update(candle) {
+                out[i * 9] = o.mm8_8;
+                out[i * 9 + 1] = o.mm7_8;
+                out[i * 9 + 2] = o.mm6_8;
+                out[i * 9 + 3] = o.mm5_8;
+                out[i * 9 + 4] = o.mm4_8;
+                out[i * 9 + 5] = o.mm3_8;
+                out[i * 9 + 6] = o.mm2_8;
+                out[i * 9 + 7] = o.mm1_8;
+                out[i * 9 + 8] = o.mm0_8;
+            }
+        }
+        Ok(numpy::ndarray::Array2::from_shape_vec((n, 9), out)
+            .expect("shape consistent")
+            .into_pyarray(py))
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ============================== Andrews Pitchfork ==============================
+
+#[pyclass(
+    name = "AndrewsPitchfork",
+    module = "wickra._wickra",
+    skip_from_py_object
+)]
+#[derive(Clone)]
+struct PyAndrewsPitchfork {
+    inner: wc::AndrewsPitchfork,
+}
+
+#[pymethods]
+impl PyAndrewsPitchfork {
+    #[new]
+    #[pyo3(signature = (strength=2))]
+    fn new(strength: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::AndrewsPitchfork::new(strength).map_err(map_err)?,
+        })
+    }
+    /// Returns `(median, upper, lower)`.
+    fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64, f64)>> {
+        let c = extract_candle(candle)?;
+        Ok(self.inner.update(c).map(|o| (o.median, o.upper, o.lower)))
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        high: PyReadonlyArray1<'py, f64>,
+        low: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray2<f64>>> {
+        let h = high
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let l = low
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        if h.len() != l.len() {
+            return Err(PyValueError::new_err("high and low must be equal length"));
+        }
+        let n = h.len();
+        let mut out = vec![f64::NAN; n * 3];
+        for i in 0..n {
+            let candle = wc::Candle::new(l[i], h[i], l[i], l[i], 0.0, 0).map_err(map_err)?;
+            if let Some(o) = self.inner.update(candle) {
+                out[i * 3] = o.median;
+                out[i * 3 + 1] = o.upper;
+                out[i * 3 + 2] = o.lower;
+            }
+        }
+        Ok(numpy::ndarray::Array2::from_shape_vec((n, 3), out)
+            .expect("shape consistent")
+            .into_pyarray(py))
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ============================== Volume-Weighted S/R ==============================
+
+#[pyclass(
+    name = "VolumeWeightedSr",
+    module = "wickra._wickra",
+    skip_from_py_object
+)]
+#[derive(Clone)]
+struct PyVolumeWeightedSr {
+    inner: wc::VolumeWeightedSr,
+}
+
+#[pymethods]
+impl PyVolumeWeightedSr {
+    #[new]
+    #[pyo3(signature = (period=20))]
+    fn new(period: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::VolumeWeightedSr::new(period).map_err(map_err)?,
+        })
+    }
+    /// Returns `(support, resistance)`.
+    fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<(f64, f64)>> {
+        let c = extract_candle(candle)?;
+        Ok(self.inner.update(c).map(|o| (o.support, o.resistance)))
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        high: PyReadonlyArray1<'py, f64>,
+        low: PyReadonlyArray1<'py, f64>,
+        volume: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray2<f64>>> {
+        let h = high
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let l = low
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let v = volume
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        if h.len() != l.len() || l.len() != v.len() {
+            return Err(PyValueError::new_err(
+                "high, low, volume must be equal length",
+            ));
+        }
+        let n = h.len();
+        let mut out = vec![f64::NAN; n * 2];
+        for i in 0..n {
+            let candle = wc::Candle::new(l[i], h[i], l[i], l[i], v[i], 0).map_err(map_err)?;
+            if let Some(o) = self.inner.update(candle) {
+                out[i * 2] = o.support;
+                out[i * 2 + 1] = o.resistance;
+            }
+        }
+        Ok(numpy::ndarray::Array2::from_shape_vec((n, 2), out)
+            .expect("shape consistent")
+            .into_pyarray(py))
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+// ============================== Pivot Reversal ==============================
+
+#[pyclass(name = "PivotReversal", module = "wickra._wickra", skip_from_py_object)]
+#[derive(Clone)]
+struct PyPivotReversal {
+    inner: wc::PivotReversal,
+}
+
+#[pymethods]
+impl PyPivotReversal {
+    #[new]
+    #[pyo3(signature = (left=2, right=2))]
+    fn new(left: usize, right: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::PivotReversal::new(left, right).map_err(map_err)?,
+        })
+    }
+    fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
+        let c = extract_candle(candle)?;
+        Ok(self.inner.update(c))
+    }
+    /// Batch over numpy columns: high, low, close (all 1-D, equal length).
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        high: PyReadonlyArray1<'py, f64>,
+        low: PyReadonlyArray1<'py, f64>,
+        close: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray1<f64>>> {
+        let h = high
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let l = low
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        let c = close
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        if h.len() != l.len() || l.len() != c.len() {
+            return Err(PyValueError::new_err(
+                "high, low, close must be equal length",
+            ));
+        }
+        let mut out = Vec::with_capacity(h.len());
+        for i in 0..h.len() {
+            let candle = wc::Candle::new(c[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
+            out.push(self.inner.update(candle).unwrap_or(f64::NAN));
+        }
+        Ok(out.into_pyarray(py))
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
 // ============================== Double Bollinger ==============================
 
 #[pyclass(
@@ -23684,6 +24033,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_class::<PyDemarkPivots>()?;
     m.add_class::<PyWilliamsFractals>()?;
     m.add_class::<PyZigZag>()?;
+    m.add_class::<PyCentralPivotRange>()?;
+    m.add_class::<PyMurreyMathLines>()?;
+    m.add_class::<PyAndrewsPitchfork>()?;
+    m.add_class::<PyVolumeWeightedSr>()?;
+    m.add_class::<PyPivotReversal>()?;
     m.add_class::<PyTdSetup>()?;
     m.add_class::<PyTdSequential>()?;
     m.add_class::<PyTdDeMarker>()?;

bindings/python/tests/test_new_indicators.py

@@ -382,6 +382,10 @@ def test_relative_strength_streaming_matches_batch():
 # 6-tuple candle; the batch helper takes only the columns it needs.
 
 CANDLE_SCALAR = {
+    "PivotReversal": (
+        lambda: ta.PivotReversal(1, 1),
+        lambda ind, h, l, c, v: ind.batch(h, l, c),
+    ),
     "ADAPTIVECCI": (lambda: ta.ADAPTIVECCI(20), lambda ind, h, l, c, v: ind.batch(h, l, c)),
     "BetterVolume": (
         lambda: ta.BetterVolume(14),
@@ -948,6 +952,26 @@ def test_candle_scalar_streaming_matches_batch(name, ohlcv):
 # --- Candle-input, multi-output indicators --------------------------------
 
 MULTI = {
+    "VolumeWeightedSr": (
+        lambda: ta.VolumeWeightedSr(3),
+        lambda ind, h, l, c, v: ind.batch(h, l, v),
+        2,
+    ),
+    "AndrewsPitchfork": (
+        lambda: ta.AndrewsPitchfork(2),
+        lambda ind, h, l, c, v: ind.batch(h, l),
+        3,
+    ),
+    "MurreyMathLines": (
+        lambda: ta.MurreyMathLines(4),
+        lambda ind, h, l, c, v: ind.batch(h, l),
+        9,
+    ),
+    "CentralPivotRange": (
+        lambda: ta.CentralPivotRange(),
+        lambda ind, h, l, c, v: ind.batch(h, l, c),
+        3,
+    ),
     "VolumeWeightedMacd": (
         lambda: ta.VolumeWeightedMacd(12, 26, 9),
         lambda ind, h, l, c, v: ind.batch(c, v),
@@ -3112,6 +3136,44 @@ def test_volume_weighted_macd_reference():
 def test_kendall_tau_reference():
     t = ta.KendallTau(20)
 
+
+def test_central_pivot_range_reference():
+    t = ta.CentralPivotRange()
+    assert t.update((105.0, 110.0, 90.0, 105.0, 1.0, 0)) == pytest.approx((101.66666666666667, 103.33333333333334, 100.0))
+
+
+def test_murrey_math_lines_reference():
+    t = ta.MurreyMathLines(4)
+    assert t.update((140.0, 180.0, 100.0, 140.0, 1.0, 0)) is None
+    assert t.update((140.0, 180.0, 100.0, 140.0, 1.0, 1)) is None
+    assert t.update((140.0, 180.0, 100.0, 140.0, 1.0, 2)) is None
+    assert t.update((140.0, 180.0, 100.0, 140.0, 1.0, 3)) == pytest.approx((180.0, 170.0, 160.0, 150.0, 140.0, 130.0, 120.0, 110.0, 100.0))
+
+
+def test_andrews_pitchfork_reference():
+    t = ta.AndrewsPitchfork(2)
+    # Warmup: no pitchfork until three alternating swing pivots are confirmed.
+    assert t.update((100.0, 101.0, 99.0, 100.0, 1.0, 0)) is None
+
+
+def test_volume_weighted_sr_reference():
+    t = ta.VolumeWeightedSr(3)
+    assert t.update((100.0, 102.0, 98.0, 100.0, 1.0, 0)) is None
+    assert t.update((100.0, 104.0, 96.0, 100.0, 1.0, 1)) is None
+    assert t.update((100.0, 106.0, 94.0, 100.0, 1.0, 2)) == pytest.approx((96.0, 104.0))
+
+
+def test_pivot_reversal_reference():
+    t = ta.PivotReversal(1, 1)
+    assert t.update((9.5, 10.0, 9.0, 9.5, 1.0, 0)) is None
+    assert t.update((11.5, 12.0, 11.0, 11.5, 1.0, 1)) is None
+    # Pivot high = 12 confirmed; close 9.5 has not crossed it.
+    assert t.update((9.5, 10.0, 9.0, 9.5, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((9.0, 11.0, 9.0, 9.0, 1.0, 3)) == pytest.approx(0.0)
+    # Close 13 > pivot high 12 with prev close 9 below it -> bullish reversal.
+    assert t.update((13.0, 14.0, 12.5, 13.0, 1.0, 4)) == pytest.approx(1.0)
+
+
 # --- Lifecycle ------------------------------------------------------------