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
+9 -3
View File
@@ -18,9 +18,10 @@ use wickra_core::{
Alma, Apo, BatchExt, BollingerBands, Cfo, Cmo, ConnorsRsi, Coppock, Dema, DoubleBollinger, Dpo,
ElderImpulse, Ema, Frama, HistoricalVolatility, Hma, Indicator, Jma, Kama, Kst, LaguerreRsi,
LinRegAngle, LinRegChannel, LinRegSlope, LinearRegression, MaEnvelope, MacdIndicator,
McGinleyDynamic, Mom, Pmo, Ppo, Roc, Rsi, RviVolatility, Sma, Smma, StandardErrorBands, Stc,
StdDev, StochRsi, T3, Tema, Tii, Trima, Trix, Tsi, UlcerIndex, VerticalHorizontalFilter, Vidya,
Wma, ZScore, ZeroLagMacd, Zlema,
McGinleyDynamic, Mom, PercentageTrailingStop, Pmo, Ppo, RenkoTrailingStop, Roc, Rsi,
RviVolatility, Sma, Smma, StandardErrorBands, Stc, StdDev, StepTrailingStop, StochRsi, T3, Tema,
Tii, Trima, Trix, Tsi, UlcerIndex, VerticalHorizontalFilter, Vidya, Wma, ZScore, ZeroLagMacd,
Zlema,
};
/// Drive a single streaming + batch run through one scalar indicator. Marked
@@ -106,6 +107,11 @@ fuzz_target!(|data: Vec<f64>| {
let _ = ZeroLagMacd::classic().batch(&data);
}
// --- Trailing Stops (scalar) ---
drive(|| PercentageTrailingStop::new(5.0).unwrap(), &data);
drive(|| StepTrailingStop::new(1.0).unwrap(), &data);
drive(|| RenkoTrailingStop::new(1.0).unwrap(), &data);
// MACD and Bollinger Bands have non-`f64` outputs, so they cannot use the
// generic `drive` helper above. Streaming + batch are still both exercised.
{