Release bump `0.5.5 → 0.5.6` for the Momentum Oscillators family deepening
(#179): ten new indicators (DisparityIndex, FisherRsi, Rmi, DerivativeOscillator,
Rsx, DynamicMomentumIndex, IntradayMomentumIndex, StochasticCci, ElderRay, Qqe),
counter now 413.
Version strings only across all manifests + lockfiles; CHANGELOG `[Unreleased]`
rolled to `[0.5.6] - 2026-06-04` with the new compare links.
Release bump `0.5.4 → 0.5.5` for the Moving Averages family deepening
(#177): seven new indicators (`SineWeightedMa`, `GeometricMa`, `Ehma`,
`MedianMa`, `AdaptiveLaguerreFilter`, `GeneralizedDema`, `HoltWinters`),
counter now 403.
Version strings only across all manifests + lockfiles; CHANGELOG `[Unreleased]`
rolled to `[0.5.5] - 2026-06-04` with the new compare links.
Deepens the **Moving Averages** family with seven widely-used variants
(396 → 403 indicators), the first batch of Part B (family deepening).
All are scalar `f64 → f64`:
| Indicator | Binding | Notes |
|-----------|---------|-------|
| `SineWeightedMa` | `SWMA` | symmetric half-cycle sine-weighted window |
| `GeometricMa` | `GMA` | rolling geometric mean (log-space average) |
| `Ehma` | `EHMA` | exponential Hull MA (Hull construction over EMAs) |
| `MedianMa` | `MedianMA` | rolling median, robust to single outliers |
| `AdaptiveLaguerreFilter` | `AdaptiveLaguerre` | Ehlers' adaptive Laguerre filter (median-of-normalised-error γ) |
| `GeneralizedDema` | `GD` | Tillson's volume-factor double EMA; `v=1` is DEMA, `v=0` is EMA |
| `HoltWinters` | `HoltWinters` | Holt's linear double exponential smoothing (level + trend) |
LSMA was dropped from the planned set: it already ships as `LinearRegression`
(TA-Lib `LINEARREG`, the rolling least-squares endpoint).
The five single-period filters use the generated scalar macro bindings;
`GeneralizedDema` (period, v) and `HoltWinters` (alpha, beta) use hand-written
node/python bindings with the typed wasm macro (precedent `T3` / `Alma`).
Full coverage: core modules with per-branch unit tests (100% intent), mod/lib
catalogue, FAMILIES group + assert, README + docs counters, CHANGELOG, all three
bindings (regenerated `index.d.ts` / `index.js`), fuzz drivers, and the
python/node test registries.
Local verification: `cargo test -p wickra-core` (lib 3255 + doc 361),
`cargo clippy --workspace --all-targets --all-features -D warnings` clean,
node `npm run build && npm test` (478), python `pytest` (791).
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.
Completes the **Fibonacci** family with the four geometric/time tools (catalogue 373 -> 377). All extend the internal `pattern_swing` ZigZag tracker with a per-pivot bar index and a current-bar counter (additive — the chart/harmonic detectors are unaffected), and emit `Candle -> struct` outputs via custom Python/Node/WASM bindings.
| Tool | Output |
|------|--------|
| `FibFan` | three trendlines fanning from a swing start through its 38.2/50/61.8% retracement levels, extended to the current bar |
| `FibArcs` | semicircular retracement levels centred on the swing end, normalised by the leg's bar-width (chart-scale-free) |
| `FibChannel` | a sloped base trendline plus parallel lines at Fibonacci multiples of the channel width |
| `FibTimeZones` | markers at Fibonacci bar-distances (1/2/3/5/8/...) from the latest swing pivot |
The geometric tools are novel as streaming indicators; each normalises its geometry to the swing leg's bar-width so the output is chart-scale-free. Formulas are documented in each module and deep-dive.
Fully wired: core (100% unit-tested branches incl. the new `pattern_swing` bar tracking), Python/Node/WASM struct bindings, fuzz, reference + streaming-vs-batch tests.
Verification: `cargo test --workspace` green, clippy `-D warnings` clean, node 454 tests, python 768 tests.
Adds the six price-level Fibonacci tools as a new **Fibonacci** family (catalogue 367 -> 373, twenty-four families). All build on the internal `pattern_swing` ZigZag tracker, are parameter-free (baked 5% swing threshold), and emit `Candle -> struct` outputs via custom Python/Node/WASM bindings.
| Tool | Output |
|------|--------|
| `FibRetracement` | seven levels (0/23.6/38.2/50/61.8/78.6/100%) of the last swing leg |
| `FibExtension` | five extension ratios (127.2/141.4/161.8/200/261.8%) projected beyond the leg |
| `FibProjection` | A-B-C measured-move target zone (61.8/100/161.8/261.8%) |
| `AutoFib` | retracement anchored on the dominant (largest-magnitude) recent leg |
| `GoldenPocket` | the 0.618-0.65 optimal-trade-entry band (low/mid/high) |
| `FibConfluence` | densest cluster of retracement levels across recent legs (price + strength) |
Fully wired: core (100% unit-tested branches), Python/Node/WASM struct bindings, fuzz driver, reference + streaming-vs-batch tests, README/docs counter. The four geometric/time tools (Fan, Arcs, Channel, Time Zones) follow in A5b.
Verification: `cargo test --workspace` green, clippy `-D warnings` clean, node 450 tests, python 760 tests.
## Summary
Adds a new **Harmonic Patterns** indicator family (counter 359 → 367, families 22 → 23) — the second half of the A4 roadmap item, following the Chart Patterns family in #166.
Eight Fibonacci-ratio detectors built on the shared swing-pivot tracker (`indicators::pattern_swing`) plus two new helpers there — `xabcd` (reads the last five pivots as X-A-B-C-D) and `ratios_in` (checks a list of `(value, low, high)` Fibonacci windows in one expression, no multi-line `&&` coverage gaps). Each consumes candles and emits the uniform pattern sign convention — `+1.0` bullish (terminal point D a swing low), `-1.0` bearish (D a swing high), `0.0` otherwise, never `None`. Parameter-free, with the Fibonacci windows documented as constants per detector.
## Detectors
| Indicator | Defining ratio |
|-----------|----------------|
| `Abcd` | four-point AB=CD (BC retraces AB, CD ≈ AB) |
| `Gartley` | AD/XA ≈ 0.786 |
| `Butterfly` | AD/XA ∈ 1.27–1.618 (extended D) |
| `Bat` | AD/XA ≈ 0.886, shallow B |
| `Crab` | AD/XA ≈ 1.618 (deepest D) |
| `Shark` | expansion AB, AD/XA 0.886–1.13 |
| `Cypher` | BC on XA, CD/XC ≈ 0.786 |
| `ThreeDrives` | two symmetric extension drives |
## Touchpoints
Core modules + `FAMILIES` group/assert, crate root re-exports, Python/Node/WASM bindings via the candle-pattern macros (Node `index.d.ts`/`index.js` regenerated), the candle fuzz target (`// --- Harmonic Patterns ---` section), Python reference + `CANDLE_SCALAR` registry tests and the Node candle-scalar factory, README catalogue counter + banner cache-buster + family table row + family-count word, `docs/README.md` counter, and the changelog.
## Verification
- `cargo test -p wickra-core --lib` — 2966 passed
- `cargo test -p wickra-core --doc` — 335 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- Node `npm run build && npm test` — 444 passed
- Python `maturin develop --release` + `pytest` — 748 passed
Every detector branch is unit-tested, including a bullish and a bearish match per pattern to cover both output arms, plus an out-of-ratio non-match. Fibonacci windows use standard harmonic-trading ranges with documented tolerance bands.
Version bump for the 0.5.0 release, which ships the relicense to MIT OR Apache-2.0.
Stacked on #158 (base branch `chore/relicense-mit-apache`) so this PR's diff is the bump only. After #158 merges to main, GitHub retargets this PR to main; merge it, then tag `v0.5.0` to publish.
## Changes
- Bump 0.4.7 -> 0.5.0 across the Cargo workspace, Python `pyproject.toml`, Node `package.json` + 6 platform manifests + 2 lockfiles, and `Cargo.lock`.
- CHANGELOG: cut the [0.5.0] section (the relicense) and add compare URLs.
- SECURITY.md: supported versions 0.4.x -> 0.5.x.
Minor (not patch) bump: a relicense is a significant change. No code changes.
NOTE: do not tag/release until you give the go (irreversible publish to crates.io/PyPI/npm). Suggested merge order: #158 -> this -> tag `v0.5.0` -> then the downstream PRs.
Relicenses Wickra from PolyForm Noncommercial 1.0.0 to the dual, OSI-approved **MIT OR Apache-2.0** (the de-facto Rust convention). Wickra becomes permissive, commercial-use-permitted open source; users may choose either license.
## Changes
- Replace `LICENSE` (PolyForm) with `LICENSE-MIT` + `LICENSE-APACHE` (full texts).
- Cargo: workspace `license = "MIT OR Apache-2.0"` (SPDX) + all 7 sub-crates switched from `license-file.workspace` to `license.workspace`.
- `deny.toml`: drop PolyForm from the allowlist.
- Python: `pyproject.toml` PEP 639 SPDX expression; remove the non-commercial classifier (verified: sdist metadata emits `License-Expression: MIT OR Apache-2.0`).
- Node: `package.json`, the 6 platform manifests and both lockfiles.
- README + Python/Node/WASM binding READMEs, CONTRIBUTING, CITATION.cff, PR template, and the WASM `pkg.license` step in `release.yml`.
- SECURITY.md: refresh supported versions 0.1.x -> 0.4.x.
- CHANGELOG: note the relicense under [Unreleased].
## Notes
- No code changes; metadata/text only. `cargo build` and `cargo deny check licenses` pass locally.
- GitHub will auto-detect "MIT, Apache-2.0" once this lands (currently NOASSERTION).
- Matching downstream changes (org `.github` profile, webpage, docs) are in separate PRs; merge those together with the relicense release so the live sites and org profile do not claim MIT before the packages do.
Completes expansion-roadmap block **A2 — Market Breadth**: the 14 indicators that remained after the `AdvanceDecline` bootstrap, all built on the existing `CrossSection` input.
## Indicators (all scalar `Indicator<Input = CrossSection, Output = f64>`)
| Indicator | Reading |
|-----------|---------|
| `AdvanceDeclineRatio` | advancers / decliners |
| `AdVolumeLine` | cumulative net advancing volume |
| `McClellanOscillator` | 19/39 EMAs of ratio-adjusted net advances |
| `McClellanSummationIndex` | running total of the oscillator |
| `Trin` (Arms Index) | A/D ratio over up/down volume ratio |
| `BreadthThrust` (Zweig) | SMA of the advancing-issues share |
| `NewHighsNewLows` | new highs − new lows |
| `HighLowIndex` | SMA of the record-high percent |
| `PercentAboveMa` | % of the universe above its MA |
| `UpDownVolumeRatio` | advancing / declining volume |
| `BullishPercentIndex` | % on a point-and-figure buy signal |
| `CumulativeVolumeIndex` | volume-normalised cumulative net advancing volume |
| `AbsoluteBreadthIndex` | \|advancers − decliners\| |
| `TickIndex` | instantaneous net advancers − decliners |
## Input model
`AdVolumeLine` and `CumulativeVolumeIndex` are kept distinct (the latter normalises each tick's net advancing volume by total volume, so it stays comparable across volume regimes). `PercentAboveMa` and `BullishPercentIndex` need a per-symbol state signal that `Member` did not carry, so `Member` gains two additive flags (`above_ma`, `on_buy_signal`) via a new `Member::with_signals` constructor; the 4-arg `Member::new` leaves both cleared, so every existing caller and binding is unchanged. `CrossSection` gains volume / new-extreme / state aggregation helpers.
## Wiring
Fully wired across the Rust core, the python/node/wasm bindings, the cross-section fuzz target, the README + docs indicator counters (325 → 339), and dedicated python/node streaming-vs-batch tests. `fmt` / `test --workspace --all-features` / `clippy --workspace -D warnings` / node build+test / pytest all green locally.
## What
Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...).
## Core
- **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign.
- **`Error::InvalidCrossSection`** variant for the validation failures.
- **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick.
- New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty.
## Bindings
All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`):
- **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`).
- **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags.
- Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated.
## Tests / Fuzz
- Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists.
- Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch.
- New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`.
## Verify
- `cargo fmt --all` clean
- `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean
- `cd bindings/node && npm run build && npm test` → 398 passed
- `maturin develop --release` + `pytest bindings/python/tests` → all passed
- counter check: mod-count 315 == lib-block 315
Version bump for 0.4.5: ships Anchored RSI, Volume Profile, TPO Profile and the Alt-Chart Bars family (Renko/Kagi/Point & Figure). Indicator count 289 -> 295.
Introduces a BarBuilder trait for price-driven chart constructors that emit a variable number of bars per candle (deliberately not Indicator). Adds Renko (box-size bricks, 2-box reversal), Kagi (reversal-amount segments) and Point & Figure (box-size X/O columns, N-box reversal) in a new Alt-Chart Bars family, with custom Python/Node/WASM bindings, a dedicated fuzz target, tests and docs. Indicator count 292 -> 295.
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.
Cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (set_anchor), the momentum counterpart to Anchored VWAP. Scalar f64 input, 0..=100 output; wired through core, Python, Node and WASM bindings, fuzz, benches, tests and docs. Indicator count 289 -> 290.
Release 0.4.4.
Version bump only — no code changes. Ships the 40 TA-Lib candlestick patterns
(parts 2–9, #132–#141, 249 → 289 indicators) plus the candlestick rejection-
guard coverage tests (#142) that landed on `main` since 0.4.3.
Bumped: workspace `Cargo.toml` (+ `wickra-core` dep) and `Cargo.lock`,
`bindings/python/pyproject.toml`, `bindings/node/package.json` (+ 6 platform
`optionalDependencies`), the 6 `bindings/node/npm/*/package.json`, both
`package-lock.json` files, and `CHANGELOG.md` ([Unreleased] → [0.4.4]).
The final batch of the TA-Lib candlestick roadmap. Adds five patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.
- **Tasuki Gap** (`CDLTASUKIGAP`) — a 3-bar continuation: two same-coloured candles gap in the trend direction, then an opposite candle opens within the second body and closes back into the gap without filling it; upside +1, downside -1.
- **Unique Three River** (`CDLUNIQUE3RIVER`) — a 3-bar bullish reversal: a long black candle, a black candle probing a new low with its body inside the first, then a small white candle held below it; bullish +1.
- **Closing Marubozu** (`CDLCLOSINGMARUBOZU`) — a single long-bodied candle with no shadow on the close end; +1 (white, closes at the high) or -1 (black, closes at the low).
- **Opening Marubozu** — a single long-bodied candle with no shadow on the open end; +1 (white, opens at the low) or -1 (black, opens at the high). No direct TA-Lib equivalent — completes the pair with the closing marubozu.
- **Concealing Baby Swallow** (`CDLCONCEALBABYSWALL`) — a rare 4-bar bullish capitulation: two black marubozu, a black candle gapping down with an upper shadow into the second, then a large black candle engulfing it entirely; bullish +1.
Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages.
Counter 284 → 289 (mod-count == lib counted block; FAMILIES total 279 → 284).
Stacked on #140 (`feat/cdl-gap-methods`); base retargets to `main` as the stack merges down.
Adds five TA-Lib candlestick patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.
- **Upside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1.
- **Downside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — the bearish mirror: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1.
- **Stalled Pattern** (`CDLSTALLEDPATTERN`) — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1.
- **Stick Sandwich** (`CDLSTICKSANDWICH`) — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1.
- **Takuri** (`CDLTAKURI`) — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1.
Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages. Upside / Downside Gap Three Methods share the `CDLXSIDEGAP3METHODS` code, so the second carries a manual CHANGELOG entry (as with Rising / Falling Three Methods).
Counter 279 → 284 (mod-count == lib counted block; FAMILIES total 274 → 279).
Stacked on #139 (`feat/cdl-lines`); base retargets to `main` once the predecessor merges.
Adds five TA-Lib candlestick patterns, all `Input = Candle`, `Output = f64`
(`+1.0` bullish / `-1.0` bearish / `0.0` no pattern), wired across core,
Python/Node/WASM bindings, fuzz, and tests.
- **Matching Low** (`CDLMATCHINGLOW`) — 2-bar bullish reversal: two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1.
- **Long Line** (`CDLLONGLINE`) — a candle whose range beats a rolling average of recent ranges with a body-dominated range; bullish +1 (white) / bearish -1 (black).
- **Short Line** (`CDLSHORTLINE`) — a compact candle whose range falls below the rolling average with a body-dominated range; bullish +1 (white) / bearish -1 (black).
- **Rising Three Methods** (`CDLRISEFALL3METHODS`) — 5-bar bullish continuation: a long white candle, three small bars holding within its range, then a white breakout to new highs; bullish +1.
- **Falling Three Methods** (`CDLRISEFALL3METHODS`) — the bearish mirror: a long black candle, three small bars within its range, then a black breakdown to new lows; bearish -1.
Counter 274 → 279 (mod-count == lib counted block; FAMILIES total 269 → 274).
Stacked on #138 (part 6 of 9); base retargets to `main` as the chain merges.
* feat: add hikkake-modified, homing-pigeon and neck-line candlestick patterns
Five patterns, all `Input = Candle`, `Output = f64`:
- Modified Hikkake (CDLHIKKAKEMOD) — a close-confirmed Hikkake: an inside bar
then a breakout that closes back inside the inside-bar range; bullish +1,
bearish -1.
- Homing Pigeon (CDLHOMINGPIGEON) — two black candles, the second a small body
inside the first, a bullish reversal; +1.
- On-Neck (CDLONNECK) — long black bar then a white bar closing at its low (the
neckline), a bearish continuation; -1.
- In-Neck (CDLINNECK) — long black bar then a white bar closing just into its
body, a bearish continuation; -1.
- Thrusting (CDLTHRUSTING) — long black bar then a white bar closing well into
but below the midpoint of its body, a bearish continuation; -1.
Counter 264 -> 269 (mod-count == lib counted block; FAMILIES total 259 -> 264).
* chore: sync indicator count to 269
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add doji-star, gap, high-wave and hikkake candlestick patterns
Five patterns, all `Input = Candle`, `Output = f64`:
- Evening Doji Star (CDLEVENINGDOJISTAR) — bearish top reversal: long white bar,
a doji gapping up, then a black bar closing deep into the first body; -1
(penetration configurable, default 0.3).
- Morning Doji Star (CDLMORNINGDOJISTAR) — bullish bottom reversal mirror; +1.
- Gap Side-by-Side White (CDLGAPSIDESIDEWHITE) — two similar white candles
opening side by side after a gap, a continuation; gap up +1, gap down -1.
- High-Wave (CDLHIGHWAVE) — a small body with very long shadows on both sides,
an extreme indecision flag; +1 on detection.
- Hikkake (CDLHIKKAKE) — an inside bar followed by a failed breakout (a trap);
bullish +1, bearish -1.
Counter 259 -> 264 (mod-count == lib counted block; FAMILIES total 254 -> 259).
* chore: sync indicator count to 264
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add Doji-family candlestick patterns
Five single-/two-bar Doji patterns, all `Input = Candle`, `Output = f64`:
- Doji Star (CDLDOJISTAR) — a long body followed by a doji gapping away in the
trend direction; bullish +1 (after a black bar), bearish -1 (after a white bar).
- Dragonfly Doji (CDLDRAGONFLYDOJI) — a doji opening and closing at the high with
a long lower shadow; bullish +1.
- Gravestone Doji (CDLGRAVESTONEDOJI) — a doji opening and closing at the low with
a long upper shadow; bearish -1.
- Long-Legged Doji (CDLLONGLEGGEDDOJI) — a doji with long shadows on both sides; a
non-directional indecision flag, +1 on detection.
- Rickshaw Man (CDLRICKSHAWMAN) — a long-legged doji with the body centred in the
range; a non-directional indecision flag, +1 on detection.
Counter 254 -> 259 (mod-count == lib counted block; FAMILIES total 249 -> 254).
* chore: sync indicator count to 259
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add Abandoned Baby candlestick pattern (CDLABANDONEDBABY)
* feat: add Advance Block candlestick pattern (CDLADVANCEBLOCK)
* feat: add Belt Hold candlestick pattern (CDLBELTHOLD)
* feat: add Breakaway and Counterattack candlestick patterns (CDLBREAKAWAY, CDLCOUNTERATTACK)
Breakaway is a 5-bar reversal: a trend gaps away on the second bar, drifts
two more bars, then the fifth bar snaps back and closes inside the bar1/bar2
body gap (bullish +1, bearish -1). Counterattack is a 2-bar reversal where an
opposite-coloured long second bar closes level with the first (the counterattack
line; bullish +1, bearish -1).
Also suppress libtest's spanless `large_stack_arrays` false positive in
wickra-core test builds: the `#[test]` harness collects every test into a
compiler-generated array of references that crosses clippy's 16 KB threshold
once the suite passes ~2048 unit tests. The allow is scoped to `cfg(test)`, so
library code is still linted for genuinely large stack arrays.
* chore: sync indicator count to 254
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add Two Crows candlestick pattern (CDL2CROWS)
* feat: add Upside Gap Two Crows candlestick pattern (CDLUPSIDEGAP2CROWS)
* feat: add Identical Three Crows candlestick pattern (CDLIDENTICAL3CROWS)
* feat: add Three Line Strike candlestick pattern (CDL3LINESTRIKE)
* feat: add Three Stars in the South candlestick pattern (CDL3STARSINSOUTH)
* feat(core): add 3 trade-flow microstructure indicators
SignedVolume (per-trade size signed by aggressor), CumulativeVolumeDelta
(running signed-volume total), and TradeImbalance (rolling buy/sell volume
imbalance over a trade window). All consume the Trade type, with full unit
coverage. Extends the Microstructure family.
* feat(bindings): expose trade-flow microstructure indicators
Python, Node and WASM bindings for SignedVolume, CumulativeVolumeDelta and
TradeImbalance. Each takes a trade via update(price, size, is_buy); Python and
Node expose a batch over three parallel arrays, WASM exposes per-trade update.
Regenerates node index.d.ts/.js.
* test(bindings,fuzz,bench): cover trade-flow microstructure indicators
Python and Node: reference values, streaming-vs-batch, lifecycle/repr and input
validation (zero window, negative size, non-positive price, mismatched batch
lengths). New indicator_update_trade fuzz target. Synthetic trade-tape benches
(signed_volume cheapest, trade_imbalance windowed/expensive).
* docs: add trade-flow indicators + bump counter to 227
README Microstructure family row gains signed volume / CVD / trade imbalance and
the counter goes 224 -> 227; CHANGELOG records the trade-flow indicators.
* feat(core): add microstructure input types (OrderBook, Trade, TradeQuote)
New non-OHLCV value types for the order-book / trade-flow indicator family:
Level, OrderBook (sorted, uncrossed depth snapshot), Side, Trade (with
aggressor side), and TradeQuote (trade paired with prevailing mid). Each has a
validating constructor plus a new_unchecked hot-path constructor, with full
unit coverage. Adds InvalidOrderBook / InvalidTrade error variants.
* feat(core): add 5 order-book microstructure indicators
OrderBookImbalanceTop1/TopN/Full (signed depth imbalance), Microprice
(size-weighted fair value), and QuotedSpread (top-of-book spread in bps). All
consume the OrderBook snapshot type, emit f64, are stateless and ready after
the first snapshot, with full unit coverage. Registers a new Microstructure
family in the taxonomy.
* feat(bindings): expose order-book microstructure indicators
Python, Node, and WASM bindings for OrderBookImbalanceTop1/TopN/Full,
Microprice and QuotedSpread. Each takes a depth snapshot via four equal-length
(bid_px, bid_sz, ask_px, ask_sz) arrays. Python and Node expose a batch over a
list of snapshots; WASM exposes per-snapshot update (the streaming model that
fits a browser book feed). Regenerates node index.d.ts/.js and registers the
new InvalidOrderBook/InvalidTrade arms in the Python error mapping.
* test(bindings,fuzz): cover order-book microstructure indicators
Python: smoke, reference values, streaming-vs-batch, lifecycle/repr and input
validation (mismatched lengths, crossed book, misordered levels, zero levels)
for all five order-book indicators. Node: reference values, streaming-vs-batch,
and rejection cases. Adds an indicator_update_orderbook fuzz target driving
every order-book indicator over arbitrary (incl. degenerate) snapshots.
* bench(microstructure): synthetic order-book benchmarks
Add a bench_orderbook_input harness and synthesise a five-level book around
each candle close (no order-book dataset ships with the repo). Benches the
cheapest (top-of-book imbalance) and most-expensive (full-depth imbalance) plus
microprice, matching the curated cheapest/expensive-per-family approach.
* docs: add Microstructure family + bump indicator counter to 224
README gains the Microstructure family row (order-book imbalance, microprice,
quoted spread) and the indicator counter goes 219 -> 224 across seventeen
families; CHANGELOG records the new order-book indicators and value types.
The LICENSE now carries an Additional Permissions section on top of
PolyForm Noncommercial 1.0.0, so the bare SPDX id no longer describes
it exactly. Update the package manifests to reference the actual file
instead of claiming the unmodified standard:
- Cargo (workspace + all crates): license -> license-file = "LICENSE"
- npm (main + 6 platform packages): LicenseRef-Wickra-Noncommercial-1.0.0
- PyPI: license text notes the additional personal-account permissions
* feat(core): add signed dragonfly/gravestone encoding to Doji
Doji gains an opt-in `.signed()` mode that classifies a detected Doji by the
position of its body within the bar range: dragonfly (long lower shadow) emits
+1.0 (bullish), gravestone (long upper shadow) emits -1.0 (bearish), and a
long-legged/standard Doji emits 0.0. The default detection-flag behaviour
(+1.0/0.0) is unchanged, so existing callers are unaffected.
The other 14 candlestick patterns already emit the uniform +1 bull / -1 bear /
0 none convention; document that explicitly with a "Signed +-1 encoding"
section on each so the whole family is a consistent drop-in ML feature.
* feat(bindings): expose Doji signed mode in python, node, wasm
Hand-write the Doji binding in all three language bindings (instead of the
shared candle-pattern macro) so it accepts an opt-in `signed` flag and exposes
an `is_signed`/`isSigned` accessor:
- Python: `Doji(signed=False)` keyword argument
- Node: `new Doji(signed?)` optional constructor argument (index.d.ts/.js
regenerated via napi build)
- WASM: `new Doji(signed?)` optional constructor argument
The default construction is unchanged, so existing callers keep the
direction-less +1/0 detection flag.
* test(bindings,fuzz): cover Doji signed dragonfly/gravestone encoding
- python: dragonfly(+1)/gravestone(-1)/neutral(0) and default-flag cases in
test_known_values
- node: equivalent signed/default assertions in indicators.test.js
- fuzz: drive a signed Doji alongside the default in indicator_update_candle
* docs: document signed candlestick convention and Doji signed mode
README gains a candlestick sign-convention note; CHANGELOG records the new
opt-in Doji signed dragonfly/gravestone encoding under [Unreleased].
Releases the cross-asset / pairwise indicator family (PR #109):
PairwiseBeta, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration,
RelativeStrengthAB. Indicator count 214 -> 219.
Bumps workspace + binding versions and the CHANGELOG ([Unreleased] ->
[0.4.1]) with the new compare URL.
* feat(core): add PairwiseBeta cross-asset indicator
Rolling OLS slope of one asset's log-returns on another's. Unlike Beta,
which regresses the raw inputs it is fed, PairwiseBeta differences
consecutive prices into log-returns internally -- the conventional way to
measure cross-asset beta, where a beta on price levels would be dominated
by the shared trend.
Two-series Indicator<Input = (f64, f64)>, exposed in Rust, Python, Node
and WASM, with unit/known-value/streaming tests and a pair fuzz target.
* feat(core): add PairSpreadZScore cross-asset indicator
Standardised log-spread ln(a) - beta*ln(b) of a pair, where beta is a
rolling-OLS hedge ratio and the spread is z-scored over its own look-back.
The canonical mean-reversion / statistical-arbitrage entry signal, with
independent beta_period and z_period windows.
Two-series Indicator<Input = (f64, f64)>, exposed in Rust, Python, Node
and WASM, with sign/known-value/streaming tests and a pair fuzz target.
* feat(core): add LeadLagCrossCorrelation cross-asset indicator
Reports the integer offset k in [-max_lag, max_lag] that maximises
|corr(a[t], b[t+k])|, answering which of two assets leads the other and by
how many bars. A positive lag means a leads b. Fully causal: a's window is
held centred while b's window slides across the buffered history, so every
lag is evaluated only against data already seen.
Struct output { lag, correlation }, exposed in Rust, Python, Node and WASM
with lead-detection/streaming tests and a pair fuzz driver.
* feat(core): add Cointegration (Engle-Granger + ADF) indicator
Rolling pairs-trading screen: an OLS hedge ratio of a on b, the spread
(residual) a - (alpha + beta*b), and an augmented Dickey-Fuller t-statistic
on the spread with configurable lags. A strongly negative statistic flags a
mean-reverting, tradeable spread. Includes a small Gaussian-elimination
solver for the augmented regression.
Struct output { hedge_ratio, spread, adf_stat }, exposed in Rust, Python,
Node and WASM with stationarity/hedge-ratio/streaming tests and a pair fuzz
driver.
* feat(core): add RelativeStrengthAB cross-asset indicator
Comparative relative strength of two assets: the ratio line a/b together
with its moving average and its RSI, the classic asset-vs-asset /
asset-vs-index rotation screen. Composes the existing Sma and Rsi over the
ratio; a zero denominator or non-finite price is skipped.
Struct output { ratio, ratio_ma, ratio_rsi }, exposed in Rust, Python, Node
and WASM with flat/rising-ratio/streaming tests and a pair fuzz driver.
* test(cointegration): cover ADF guard branches
The ADF helper's short-series and degrees-of-freedom guards and the
zero-dispersion (perfect AR) path are unreachable through the public
Cointegration API (period >= 2*adf_lags + 4), so exercise them with direct
unit tests on adf_no_constant. The second linear solve cannot be singular
once the coefficient solve on the same matrix has succeeded, so it now uses
expect() instead of a dead error branch.
kingchenc