Commit Graph
2 Commits
Author SHA1 Message Date
kingchencandGitHub b971e671b4 test(family-10): cover cold paths flagged by codecov (#57)
Add tests that exercise the protective fallbacks reachable via flat or
zero-valued input:

- `CenterOfGravity::zero_window_uses_zero_fallback` — den == 0 branch.
- `EhlersStochastic::flat_window_emits_zero` — range == 0 branch.
- `Mama::flat_input_uses_phase_fallback` and the matching
  `SineWave` variant — `i1` collapses to zero on a constant series.
- `Fama::new_with_valid_limits_constructs_via_mama` exercises the
  `Ok(Self { inner: Mama::new(..)? })` arm that no other test reaches.

Three branches were genuinely unreachable by construction, so the dead
code is removed rather than masked with an attribute:

- `Mama` clamped `alpha > fast_limit` after the lower-bound clamp; the
  upper bound is implied by `delta_phase >= 1` and `alpha = fast / delta_phase`.
- `CyberneticCycle` had a `0.0` fallback after the warmup gate that the
  3-slot ring buffers preclude (`count >= 7` => all five `Some`s).
- `DecyclerOscillator` used a `let-else { return None }` over a pair of
  `Decycler::update` calls that always emit `Some` from the first bar.
2026-05-25 22:32:00 +02:00
kingchencandGitHub 7a18a26daf feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)
Implements Family 10 (Ehlers / Cycle) end-to-end across Rust core,
Python / Node / WASM bindings, fuzz, tests, benches and docs. This
is an entirely new family covering John Ehlers' digital-signal-
processing school of cycle analytics — a strong differentiator
versus TA-Lib and pandas-ta, which ship only fragments.

Indicators:
- MAMA (Mesa Adaptive MA) — multi-output { mama, fama }
- FAMA (Following Adaptive MA) — scalar wrapper around MAMA's slow line
- Fisher Transform — Gaussian-normalising price transform
- Inverse Fisher Transform — bounded oscillator (tanh-based)
- SuperSmoother — 2-pole Butterworth lowpass
- Roofing Filter — high-pass + SuperSmoother bandpass
- Decycler — price minus 2-pole high-pass (lag-free trend)
- Decycler Oscillator — fast / slow Decycler difference (MACD-like)
- Hilbert Dominant Cycle — phase-derived period estimator [6, 50]
- Sine Wave Indicator — sin(phase) with 45° lead companion
- Adaptive Cycle Indicator — half-period driver for adaptive oscillators
- Center of Gravity Oscillator — weighted-mass momentum
- Cybernetic Cycle Component — EasyLanguage classic
- Empirical Mode Decomposition — bandpass + envelope mean
- Ehlers Stochastic — Stochastic on Roofing Filter input, [-1, +1]
- Instantaneous Trendline — Ehlers 2-pole lag-free trend

Indicator count rises 71 -> 87 across nine families (was eight).

All sixteen pass batch == streaming equivalence, expose the standard
Indicator surface (update / batch / reset / is_ready / warmup_period
/ name), are fuzz-tested, benchmarked against the checked-in BTCUSDT
1-minute dataset and reach across all four bindings.

Wiki deep-dive drafts for every indicator + Sidebar / Overview /
Home / Warmup updates are staged under indicator-ideas/families/
wiki/family-10-ehlers-cycle/ in the main repo (ghost-ignored) for
the maintainer to publish to the wiki repo manually.
2026-05-25 22:14:27 +02:00