feat(family-api): add FAMILIES const and family-taxonomy tests (#60)
* feat(family-api): add FAMILIES const and family-taxonomy tests Introduce `wickra_core::FAMILIES`, a `&'static [(&str, &[&str])]` mapping every built-in indicator to one of 16 families (Moving Averages, Momentum Oscillators, Trend & Directional, Price Oscillators, Volatility & Bands, Bands & Channels, Trailing Stops, Volume, Price Statistics, Ehlers / Cycle (DSP), Pivots & S/R, DeMark, Ichimoku & Charts, Candlestick Patterns, Market Profile, Risk / Performance). Two compile-time-anchored guards make sure the const stays trustworthy: - `no_duplicates_across_families`: no indicator is listed in two families - `total_count_matches_expected`: hard-coded total bumps in lockstep with the indicator catalogue (214 today), so any new indicator added without being filed under a family trips the test. Also corrects the module doc comment which falsely claimed indicators were grouped by category internally; the `mod` block is alphabetical, and the canonical taxonomy now lives in `FAMILIES`. * chore: sync indicator count to 214 --------- Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
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kingchenc
@@ -1,7 +1,7 @@
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//! Built-in indicators. Every indicator implements [`crate::Indicator`].
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//!
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//! Modules are organised internally by category (trend, momentum, volatility,
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//! volume) but every public name is also re-exported flat from this module and
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//! Modules are listed alphabetically; the canonical family taxonomy lives in
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//! [`FAMILIES`]. Every public name is re-exported flat from this module and
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//! from the crate root for convenience.
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mod acceleration_bands;
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@@ -431,3 +431,326 @@ pub use z_score::ZScore;
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pub use zero_lag_macd::{ZeroLagMacd, ZeroLagMacdOutput};
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pub use zig_zag::{ZigZag, ZigZagOutput};
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pub use zlema::Zlema;
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/// Family classification of every built-in indicator. The (family,
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/// indicators) list is the single source of truth used by `family_tests`
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/// below; README and Wiki taxonomy tables should be kept in sync with it.
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///
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/// Each indicator appears in exactly one family. Names are the public
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/// struct identifiers re-exported from this module (and the crate root).
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pub const FAMILIES: &[(&str, &[&str])] = &[
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(
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"Moving Averages",
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&[
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"Sma",
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"Ema",
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"Wma",
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"Dema",
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"Tema",
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"Hma",
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"Kama",
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"Smma",
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"Trima",
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"Zlema",
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"T3",
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"Vwma",
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"Alma",
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"McGinleyDynamic",
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"Frama",
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"Vidya",
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"Jma",
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"Alligator",
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"Evwma",
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],
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),
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(
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"Momentum Oscillators",
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&[
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"Rsi",
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"Stochastic",
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"Cci",
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"Roc",
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"WilliamsR",
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"Mfi",
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"AwesomeOscillator",
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"Mom",
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"Cmo",
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"Tsi",
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"Pmo",
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"StochRsi",
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"UltimateOscillator",
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"Rvi",
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"Pgo",
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"Kst",
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"Smi",
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"LaguerreRsi",
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"ConnorsRsi",
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"Inertia",
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],
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),
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(
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"Trend & Directional",
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&[
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"MacdIndicator",
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"Adx",
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"Adxr",
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"Aroon",
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"Trix",
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"AroonOscillator",
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"Vortex",
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"Rwi",
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"Tii",
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"WaveTrend",
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"MassIndex",
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"ChoppinessIndex",
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"VerticalHorizontalFilter",
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],
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),
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(
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"Price Oscillators",
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&[
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"Ppo",
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"Dpo",
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"Coppock",
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"AcceleratorOscillator",
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"BalanceOfPower",
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"Apo",
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"AwesomeOscillatorHistogram",
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"Cfo",
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"ZeroLagMacd",
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"ElderImpulse",
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"Stc",
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],
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),
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(
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"Volatility & Bands",
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&[
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"Atr",
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"BollingerBands",
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"Keltner",
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"Donchian",
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"Natr",
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"StdDev",
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"UlcerIndex",
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"HistoricalVolatility",
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"BollingerBandwidth",
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"PercentB",
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"TrueRange",
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"ChaikinVolatility",
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"RviVolatility",
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"ParkinsonVolatility",
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"GarmanKlassVolatility",
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"RogersSatchellVolatility",
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"YangZhangVolatility",
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],
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),
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(
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"Bands & Channels",
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&[
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"MaEnvelope",
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"AccelerationBands",
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"StarcBands",
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"AtrBands",
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"HurstChannel",
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"LinRegChannel",
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"StandardErrorBands",
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"DoubleBollinger",
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"TtmSqueeze",
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"FractalChaosBands",
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"VwapStdDevBands",
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],
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),
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(
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"Trailing Stops",
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&[
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"Psar",
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"SuperTrend",
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"ChandelierExit",
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"ChandeKrollStop",
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"AtrTrailingStop",
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"HiLoActivator",
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"VoltyStop",
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"YoyoExit",
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"DonchianStop",
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"PercentageTrailingStop",
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"StepTrailingStop",
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"RenkoTrailingStop",
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],
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),
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(
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"Volume",
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&[
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"Obv",
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"Vwap",
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"RollingVwap",
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"Adl",
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"VolumePriceTrend",
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"ChaikinMoneyFlow",
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"ChaikinOscillator",
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"ForceIndex",
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"EaseOfMovement",
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"Kvo",
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"VolumeOscillator",
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"Nvi",
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"Pvi",
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"AdOscillator",
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"AnchoredVwap",
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"DemandIndex",
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"Tsv",
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"Vzo",
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"MarketFacilitationIndex",
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],
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),
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(
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"Price Statistics",
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&[
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"TypicalPrice",
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"MedianPrice",
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"WeightedClose",
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"LinearRegression",
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"LinRegSlope",
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"ZScore",
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"LinRegAngle",
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"Variance",
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"CoefficientOfVariation",
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"Skewness",
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"Kurtosis",
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"StandardError",
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"DetrendedStdDev",
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"RSquared",
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"MedianAbsoluteDeviation",
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"Autocorrelation",
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"HurstExponent",
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"PearsonCorrelation",
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"Beta",
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"SpearmanCorrelation",
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],
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),
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(
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"Ehlers / Cycle (DSP)",
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&[
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"Mama",
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"Fama",
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"FisherTransform",
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"InverseFisherTransform",
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"SuperSmoother",
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"HilbertDominantCycle",
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"SineWave",
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"Decycler",
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"DecyclerOscillator",
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"RoofingFilter",
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"CenterOfGravity",
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"CyberneticCycle",
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"AdaptiveCycle",
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"EmpiricalModeDecomposition",
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"EhlersStochastic",
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"InstantaneousTrendline",
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],
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),
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(
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"Pivots & S/R",
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&[
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"ClassicPivots",
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"FibonacciPivots",
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"Camarilla",
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"WoodiePivots",
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"DemarkPivots",
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"WilliamsFractals",
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"ZigZag",
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],
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),
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(
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"DeMark",
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&[
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"TdSetup",
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"TdSequential",
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"TdDeMarker",
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"TdRei",
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"TdPressure",
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"TdCombo",
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"TdCountdown",
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"TdLines",
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"TdRangeProjection",
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"TdDifferential",
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"TdOpen",
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"TdRiskLevel",
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],
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),
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("Ichimoku & Charts", &["Ichimoku", "HeikinAshi"]),
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(
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"Candlestick Patterns",
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&[
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"Doji",
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"Hammer",
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"InvertedHammer",
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"HangingMan",
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"ShootingStar",
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"Engulfing",
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"Harami",
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"MorningEveningStar",
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"ThreeSoldiersOrCrows",
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"PiercingDarkCloud",
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"Marubozu",
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"Tweezer",
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"SpinningTop",
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"ThreeInside",
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"ThreeOutside",
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],
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),
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(
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"Market Profile",
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&["ValueArea", "InitialBalance", "OpeningRange"],
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),
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(
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"Risk / Performance",
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&[
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"SharpeRatio",
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"SortinoRatio",
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"CalmarRatio",
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"OmegaRatio",
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"MaxDrawdown",
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"AverageDrawdown",
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"DrawdownDuration",
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"PainIndex",
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"ValueAtRisk",
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"ConditionalValueAtRisk",
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"ProfitFactor",
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"GainLossRatio",
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"RecoveryFactor",
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"KellyCriterion",
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"TreynorRatio",
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"InformationRatio",
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"Alpha",
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],
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),
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];
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#[cfg(test)]
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mod family_tests {
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use super::FAMILIES;
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#[test]
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fn no_duplicates_across_families() {
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let mut names: Vec<&str> = FAMILIES
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.iter()
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.flat_map(|(_, ns)| ns.iter().copied())
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.collect();
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let len_before = names.len();
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names.sort_unstable();
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names.dedup();
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assert_eq!(
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names.len(),
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len_before,
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"duplicate indicator across families"
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);
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}
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#[test]
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fn total_count_matches_expected() {
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// Bump together with new indicators. Drift between this number and
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// the actual indicator count is the early-warning signal that an
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// indicator was added without being assigned a family.
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let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
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assert_eq!(total, 214, "FAMILIES total drifted from indicator count");
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}
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}
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@@ -83,7 +83,7 @@ pub use indicators::{
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VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
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VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
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WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
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YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, T3,
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YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
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};
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pub use ohlcv::{Candle, Tick};
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pub use traits::{BatchExt, Chain, Indicator};
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