feat: add Volume Profile and TPO Profile to the market profile family (#145)
Volume Profile exposes the full per-bin volume histogram (price bounds plus raw distribution) that Value Area reduces to POC/VAH/VAL. TPO Profile is the volume-agnostic Time-Price-Opportunity letter count over a rolling window. Both candle-input, Vec-output, Market Profile family, with custom Python/Node/WASM bindings, fuzz, benches, tests and docs. Indicator count 290 -> 292.
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@@ -39,9 +39,10 @@ use wickra::{
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Level, LinearRegression, MacdIndicator, MacdOutput, Mama, MamaOutput, MaxDrawdown, Microprice,
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Obv, OrderBook, OrderBookImbalanceFull, OrderBookImbalanceTop1, ParkinsonVolatility, Ppo, Psar,
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RollingVwap, Rsi, SharpeRatio, Side, SignedVolume, Sma, Stc, SuperTrend, SuperTrendOutput,
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TdSequential, TdSequentialOutput, Trade, TradeImbalance, TradeQuote, TtmSqueeze,
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TtmSqueezeOutput, ValueArea, ValueAreaOutput, ValueAtRisk, Vwap, VwapStdDevBands,
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VwapStdDevBandsOutput, WaveTrend, YangZhangVolatility, T3,
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TdSequential, TdSequentialOutput, TpoProfile, TpoProfileOutput, Trade, TradeImbalance,
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TradeQuote, TtmSqueeze, TtmSqueezeOutput, ValueArea, ValueAreaOutput, ValueAtRisk,
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VolumeProfile, VolumeProfileOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, WaveTrend,
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YangZhangVolatility, T3,
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};
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use wickra_data::csv::CandleReader;
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@@ -348,6 +349,12 @@ fn benches(c: &mut Criterion) {
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bench_candle_input::<_, _, ValueAreaOutput>(c, "value_area", &candles, || {
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ValueArea::new(20, 50, 0.70).unwrap()
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});
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bench_candle_input::<_, _, VolumeProfileOutput>(c, "volume_profile", &candles, || {
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VolumeProfile::new(20, 50).unwrap()
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});
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bench_candle_input::<_, _, TpoProfileOutput>(c, "tpo_profile", &candles, || {
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TpoProfile::new(20, 50).unwrap()
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});
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// === Family 16 — Risk / Performance Metrics ===
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// Close-prices stand in for the equity curve / return stream; absolute
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