feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

* feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko)

Rounds out the Trailing Stops family from 5 to 12 indicators:

- HiLoActivator (Crabel): SMA-of-high/SMA-of-low trail with a one-bar
  lag; emits the opposite-side SMA as the trailing stop.
- VoltyStop (Cynthia Kase): ATR trail anchored on the extreme close
  since the trade was opened — tighter than AtrTrailingStop on
  pullbacks.
- YoyoExit: long-only ATR trail with an explicit re-entry trigger at
  trail + multiplier*ATR; exposes an in_trade flag.
- DonchianStop (Turtle): lowest low / highest high over the window;
  multi-output {stop_long, stop_short}.
- PercentageTrailingStop: fixed-percent trail that scales across
  instruments without per-asset tuning.
- StepTrailingStop: snaps to a step_size-aligned grid; mirrors
  discretionary stop-by-hand workflow.
- RenkoTrailingStop: block-anchored trail; only moves on full-block
  advances, ignores intra-block noise.

All seven are wired into wickra-core, the Python / Node / WASM
bindings, the indicator_update + indicator_update_candle fuzz targets,
the wickra bench harness, and the Python + Node test suites. README
counter bumps from 71 to 78; CHANGELOG entry under [Unreleased].

* fix(family-09): satisfy pedantic clippy lints

- hilo_activator: rewrite match-Some/None as if-let-else (single_match_else),
  add backticks around the HiLo identifier in module/struct doc (doc_markdown).
- percentage / step / renko trailing stop tests: use f64::from(i32) instead
  of `as f64` (cast_lossless).
- bench `benches()` is now >100 lines after Family 09 was wired in; allow
  too_many_lines (matches the python pymodule fn).
This commit is contained in:
kingchenc
2026-05-25 19:36:14 +02:00
committed by GitHub
parent 880a0e7430
commit f10b8c2e2d
22 changed files with 2965 additions and 36 deletions
+17 -16
View File
@@ -50,22 +50,23 @@ pub use indicators::{
AwesomeOscillatorHistogram, BalanceOfPower, BollingerBands, BollingerBandwidth,
BollingerOutput, Cci, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
Cmo, ConnorsRsi, Coppock, Dema, DemandIndex, Donchian, DonchianOutput, DoubleBollinger,
DoubleBollingerOutput, Dpo, EaseOfMovement, ElderImpulse, Ema, Evwma, ForceIndex,
FractalChaosBands, FractalChaosBandsOutput, Frama, GarmanKlassVolatility, HistoricalVolatility,
Hma, HurstChannel, HurstChannelOutput, Inertia, Jma, Kama, Keltner, KeltnerOutput, Kst,
KstOutput, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
LinearRegression, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput,
MarketFacilitationIndex, MassIndex, McGinleyDynamic, MedianPrice, Mfi, Mom, Natr, Nvi, Obv,
ParkinsonVolatility, PercentB, Pgo, Pmo, Ppo, Psar, Pvi, Roc, RogersSatchellVolatility,
RollingVwap, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, Sma, Smi, Smma, StandardErrorBands,
StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StochRsi, Stochastic,
StochasticOutput, SuperTrend, SuperTrendOutput, Tema, Tii, Trima, Trix, TrueRange, Tsi, Tsv,
TtmSqueeze, TtmSqueezeOutput, TypicalPrice, UlcerIndex, UltimateOscillator,
VerticalHorizontalFilter, Vidya, VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput,
Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
WeightedClose, WilliamsR, Wma, YangZhangVolatility, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
Zlema, T3,
Cmo, ConnorsRsi, Coppock, Dema, DemandIndex, Donchian, DonchianOutput, DonchianStop,
DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo, EaseOfMovement, ElderImpulse,
Ema, Evwma, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama,
GarmanKlassVolatility, HiLoActivator, HistoricalVolatility, Hma, HurstChannel,
HurstChannelOutput, Inertia, Jma, Kama, Keltner, KeltnerOutput, Kst, KstOutput, Kvo,
LaguerreRsi, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope, LinearRegression,
MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, MarketFacilitationIndex, MassIndex,
McGinleyDynamic, MedianPrice, Mfi, Mom, Natr, Nvi, Obv, ParkinsonVolatility, PercentB,
PercentageTrailingStop, Pgo, Pmo, Ppo, Psar, Pvi, RenkoTrailingStop, Roc,
RogersSatchellVolatility, RollingVwap, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, Sma, Smi, Smma,
StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
StepTrailingStop, StochRsi, Stochastic, StochasticOutput, SuperTrend, SuperTrendOutput, Tema,
Tii, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TypicalPrice, UlcerIndex,
UltimateOscillator, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma,
Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsR, Wma, YangZhangVolatility, YoyoExit,
ZScore, ZeroLagMacd, ZeroLagMacdOutput, Zlema, T3,
};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};