gavindiaz/wickra
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: add Volume Profile and TPO Profile to the market profile family (#145)

Browse Source 
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.
This commit is contained in:
kingchenc
2026-06-02 21:16:30 +02:00
committed by GitHub
parent 93097db482
commit f37eedd44e
17 changed files with 1263 additions and 21 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crates/wickra-core/src/lib.rs
+9 -8
View File
@@ -100,14 +100,15 @@ pub use indicators::{
TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis,
ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting,
Tii, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma,
Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals, WilliamsFractalsOutput,
WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore,
ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
Tii, TpoProfile, TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi,
Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};
// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
// line so the indicator-count tooling (which scans the braced block above and