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feat(apo): add Absolute Price Oscillator

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EMA(close, fast) - EMA(close, slow). Like MACD without the signal EMA.
Defaults to (fast = 12, slow = 26); fast must be strictly less than
slow.

Touchpoints: apo.rs + mod.rs + lib.rs re-export, PyApo + __init__.py
+ test_new_indicators SCALAR + test_known_values flat reference,
ApoNode + index.d.ts/index.js + indicators.test.js factory + reference,
WasmApo via scalar macro, scalar-fuzz target, README + CHANGELOG.
This commit is contained in:
kingchenc
2026-05-24 21:38:48 +02:00
parent e30b3c6b35
commit ec269d8aeb
11 changed files with 217 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files
bindings/node/__tests__/indicators.test.js
+7
View File
@@ -47,6 +47,7 @@ const scalarFactories = {
PMO: () => new wickra.PMO(35, 20),
StochRSI: () => new wickra.StochRSI(14, 14),
PPO: () => new wickra.PPO(12, 26),
APO: () => new wickra.APO(12, 26),
DPO: () => new wickra.DPO(20),
Coppock: () => new wickra.Coppock(14, 11, 10),
StdDev: () => new wickra.StdDev(20),
@@ -258,3 +259,9 @@ test('LinRegAngle of a unit-slope series is 45 degrees', () => {
const out = new wickra.LinRegAngle(5).batch([1, 2, 3, 4, 5, 6]);
assert.ok(Math.abs(out[4] - 45) < 1e-9);
});
test('APO(3, 5) on a flat series converges to zero', () => {
const out = new wickra.APO(3, 5).batch(Array(30).fill(42));
for (let i = 0; i < 4; i++) assert.ok(Number.isNaN(out[i]));
for (let i = 4; i < 30; i++) assert.ok(Math.abs(out[i]) < 1e-12);
});
bindings/node/index.js
+2 -1
View File
@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`)
}
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, APO, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
@@ -349,6 +349,7 @@ module.exports.RollingVWAP = RollingVWAP
module.exports.AwesomeOscillator = AwesomeOscillator
module.exports.Aroon = Aroon
module.exports.KAMA = KAMA
module.exports.APO = APO
module.exports.T3 = T3
module.exports.TSI = TSI
module.exports.PMO = PMO