feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

Adds 19 streaming indicators so an external trading-bot feature extractor can replace its hand-built features with native, batch/streaming-equivalent ones. Each is a real gap (verified against the existing catalogue), production-only, with full Python/Node/WASM bindings, fuzz drivers, and tests. Five commits, one per family group; counter 377 -> 396.

## What's added

**Price Statistics (6)** — `LogReturn`, `RealizedVolatility` (raw quadratic variation, the un-annualised counterpart to `HistoricalVolatility`), `RollingQuantile`, `RollingIqr`, `RollingPercentileRank`, `SpreadAr1Coefficient` (pairwise AR(1) rho of the spread; complements `OuHalfLife`).

**Price Action (4)** — `CloseVsOpen`, `BodySizePct`, `WickRatio`, `HighLowRange` (stateless per-bar OHLC transforms).

**Regime / Trend / Jump labels (3)** — `TrendLabel` (sign of the rolling OLS slope), `JumpIndicator` (return outliers vs trailing volatility, measured as deviation from the trailing mean so steady drift is not flagged), `RegimeLabel` (volatility-quantile regime split).

**Risk / Performance (2)** — `WinRate`, `Expectancy` (R-multiple).

**Microstructure (4)** — `OrderFlowImbalance` (Cont-Kukanov-Stoikov OFI), `Vpin`, `AmihudIlliquidity`, `RollMeasure`. These reuse the existing `OrderBook` / `Trade` inputs (no new input type).

## Intentionally NOT added (already present, would be duplicates)

- **Population skew / kurtosis** — `skewness.rs` / `kurtosis.rs` are already population moments (divisor n).
- **Hurst R/S** — `hurst_exponent.rs` already uses rescaled-range (R/S) analysis.
- **Queue Imbalance** — exactly `OrderBookImbalanceTop1` ((bidSize - askSize) / (bidSize + askSize)).

## Verification

`cargo test -p wickra-core` (lib 3187 + doc 354), `cargo clippy --workspace --all-targets --all-features -D warnings` clean, node `npm run build && npm test` (471), python `pytest` (784). Counter consistent across `mod.rs`, lib block, README, and docs/README at 396.

This commit is contained in:

kingchenc

2026-06-04 12:00:35 +02:00

committed by

GitHub

parent a93af60796

commit fcb221ec03

37 changed files with 6697 additions and 84 deletions

									
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				@@ -8,7 +8,7 @@ That includes:

				  [Python](https://docs.wickra.org/Quickstart-Python),

				  [Node](https://docs.wickra.org/Quickstart-Node), and

				  [WASM](https://docs.wickra.org/Quickstart-WASM).

				- A per-indicator deep dive for every one of the **377 indicators** across

				- A per-indicator deep dive for every one of the **396 indicators** across

				  the sixteen families (Moving Averages, Momentum Oscillators, Trend &

				  Directional, Price Oscillators, Volatility & Bands, Bands & Channels,

				  Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots &