Commit Graph

162 Commits

Author SHA1 Message Date
kingchenc 167f7b3ffe Add the Java binding over the C ABI hub (Panama/FFM) (#233)
Adds a Java binding (`bindings/java`) over the C ABI hub — the fourth language stecker after C#, Go and R, reaching the hub through the Java Foreign Function & Memory API (Panama, `java.lang.foreign`, final in Java 22) rather than JNI or jextract.

## What's here
- **`bindings/java`** — a Maven module (`org.wickra:wickra`) exposing all 514 indicators as idiomatic `AutoCloseable` classes. The downcall handles (`internal/NativeMethods.java`), the per-indicator wrappers and the output records are generated from `bindings/c/include/wickra.h` (same eight-archetype taxonomy as the C#/Go/R generators: scalar/batch, multi-output, bars, profile, values-profile, array-input). The opaque handle is a `MemorySegment` freed by a registered `java.lang.ref.Cleaner` action; multi-output returns a `record` (`null` at warmup), bars a `record[]`, profiles a record with a trailing `double[]`. The hand-written `WickraNative` resolves the native library (a bundled per-platform copy, or a `target/release` fallback for local development) and validates it against a sentinel symbol. repr(C) struct offsets are computed in the generator so the FFM reads land on the exact bytes.
- **`examples/java`** — the full example suite mirroring C/C#/Go/R: streaming, backtest, multi_timeframe, parallel_assets (parallel streams), three strategies, and `FetchBtcusdt`/`LiveBinance`.
- **CI** — a `java` job builds the C ABI library, sets up JDK 22 (Temurin, with a CDN-flake retry), runs the archetype test suite and the seven offline examples on Linux, macOS and Windows.
- **Release** — a gated `java-publish` job (skipped until the `JAVA_PUBLISH_ENABLED` repository variable is set) stages the native libraries from the `wickra-c-<triple>.tar.gz` assets into the binding's resources and deploys to Maven Central with GPG signing. Independent of the GitHub-release job, like the NuGet job.
- **Docs** — Java added to the README languages table, project layout, building/testing and comparison table, CONTRIBUTING, ARCHITECTURE, the examples index, the issue/PR templates, the About-description template, and the other binding READMEs.

## Requirements
Java 22+ (the FFM API is final since Java 22). The binding requires `--enable-native-access=ALL-UNNAMED` at runtime; the test and example runners pass it automatically.

No Rust crate or `Cargo.toml` change — the Java binding is standalone and additive. The generated `*.java` are committed (like the node `index.js`/`index.d.ts`); the generator stays private.
2026-06-09 20:30:29 +02:00
kingchenc 8659b42bef release: bump 0.7.7 -> 0.7.8 (#232)
Version bump 0.7.7 -> 0.7.8 for the R binding release.
2026-06-09 19:22:11 +02:00
kingchenc b7ef63400d Add the R binding over the C ABI hub (#230)
Adds an R binding (`bindings/r`) over the C ABI hub — the third language stecker after C# and Go, reaching the hub through R's native `.Call` interface (not extendr).

## What's here
- **`bindings/r`** — an R package exposing all 514 indicators as constructors that return a `wickra_indicator` object with generic `update`/`batch`/`reset` methods. The C glue (`src/wickra.c`) and R wrappers (`R/indicators.R`) are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C#/Go generators: scalar/batch, multi-output, bars, profile, profile-values, array-input). The opaque handle is an R external pointer freed by a registered finalizer; multi-output returns a named vector (`NA` at warmup), bars a matrix, profiles a list.
- **`examples/r`** — the full example suite mirroring C/C#/Go: streaming, backtest, multi_timeframe, parallel_assets (`mclapply`), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — an `r` job builds the C ABI library, installs the package, runs the `testthat` suite and the offline examples on Linux, macOS and Windows (`R CMD check` is clean: 0 warnings, 0 notes).
- **Docs** — R added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The package compiles a thin `.Call` glue layer against the prebuilt C ABI library (header via `WICKRA_INCLUDE_DIR`, library via `WICKRA_LIB_DIR`). On Windows the package's own `wickra.dll` would collide with the C ABI's `wickra.dll`, so `configure.win` stages a renamed copy (`wickra_abi.dll`) and builds an import library referencing it; `install.libs.R` bundles the DLL and `.onLoad` puts it on the load path. On Linux/macOS the rpath locates the shared library. No `release.yml` change — R is distributed via r-universe / source install (gated).

No Rust crate or `Cargo.toml` change — the R package is standalone and additive.
2026-06-09 19:18:40 +02:00
kingchenc d0061c73b8 release: bump 0.7.6 -> 0.7.7 (#229)
Bumps the workspace to 0.7.7 to ship the Go binding.
2026-06-09 17:35:25 +02:00
kingchenc 23d636fd97 Add the Go binding over the C ABI hub (#228)
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

## What's here
- **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary.
- **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows.
- **Docs** — Go added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job.

No Rust crate or `Cargo.toml` change — the Go module is standalone and additive.

Not for merge yet (gated, per request).
2026-06-09 17:33:37 +02:00
kingchenc fce26cf881 release: bump 0.7.5 -> 0.7.6 (#227)
Bumps the workspace to 0.7.6 to ship the C# (.NET) binding to NuGet.
2026-06-09 14:34:18 +02:00
kingchenc 91f6f67257 Add C# (.NET) binding over the C ABI hub (#226)
The first language stecker on the C ABI hub: a .NET binding exposing all 514
indicators as idiomatic `IDisposable` classes, generated from `wickra.h`.

## What's here

- **`bindings/csharp/`** — the `Wickra` .NET 8 package. `[LibraryImport]`
  source-generated P/Invoke (`NativeMethods.g.cs`) plus idiomatic wrappers
  (`Indicators.g.cs`), both generated from the committed `bindings/c/include/wickra.h`.
  The binding owns no indicator maths — it only marshals types across the C ABI.
- **Marshalling, verified end-to-end against the native library.** Opaque handles
  cross as `nint` kept alive per call via a `SafeHandle`; `bool` as
  `[MarshalAs(U1)]` (Rust `bool` is one byte); a self-correcting
  `DllImportResolver` validates the loaded library actually exports the Wickra
  ABI. Tests cover one representative per FFI archetype (scalar, candle, pairwise,
  multi-output, bars, profile, values-profile, order-book / array-input) plus
  exact Sma reference values.
- **NuGet packaging** — `dotnet pack` produces `Wickra.<version>.nupkg`; the
  release pipeline stages prebuilt native libraries under `runtimes/<rid>/native/`
  for six target triples (win/linux/osx × x64/arm64).
- **`examples/csharp/`** — nine examples mirroring `examples/c/`: streaming,
  backtest, multi_timeframe, parallel_assets, three strategies, and
  fetch_btcusdt + live_binance.
- **CI** — a `csharp` job on the three OSes builds the C ABI, tests the binding,
  and runs the offline examples. **Release** — a gated `csharp-publish` job packs
  and pushes to NuGet (gated on `NUGET_API_KEY`, independent of the GitHub-release
  job so a C# hiccup never blocks the C/C++ asset release).
- **Docs consistency wave** — README, CONTRIBUTING, CHANGELOG, examples/README,
  the issue / PR templates, `sync-about.yml`, and `.gitattributes`.

The native Python / Node / WASM bindings and the C ABI are untouched; this is
additive. Publishing to NuGet stays gated behind the release tag and the secret.
2026-06-09 14:32:05 +02:00
kingchenc 4caaa1db97 release: bump 0.7.4 -> 0.7.5 (#225)
Version bump for the C ABI hub release (0.7.4 -> 0.7.5). See #222 + #224.
2026-06-09 02:26:27 +02:00
kingchenc 12681e4b1b C ABI: full example suite + docs & About coverage (#224)
Stacked on #222 (base `feat/c-abi-hub`), so the diff is just the additions on top of the hub foundation — no merge of #222 required.

## What this adds

**Examples — full parity with rust/python/node (`examples/c/`)**
- `streaming.c` upgraded to the multi-indicator (SMA/EMA/RSI/MACD + signals) demo
- `backtest.c`, `multi_timeframe.c` (manual time-bucket resampling), `parallel_assets.c` (serial vs OpenMP fan-out, one handle per asset)
- three educational strategies: `strategy_rsi_mean_reversion.c`, `strategy_macd_adx.c`, `strategy_bollinger_squeeze.c`
- two network examples shelling out to `curl`: `fetch_btcusdt.c`, `live_binance.c` (REST poll)
- two header-only helpers (`wickra_csv.h`, `wickra_strategy.h`) since the C ABI ships no IO layer
- CMake builds all 11; the 9 offline ones run under `ctest` on 3 OS; the network two are built-only

**Docs & metadata — surface the C ABI everywhere it was missing**
- ARCHITECTURE diagram + crate table, SECURITY + THREAT_MODEL (the C ABI as the sole `unsafe` FFI surface), the three binding package READMEs, issue/PR templates, CHANGELOG, and the GitHub About template (live About + org description updated too)

**Cleanup**
- removed all references to the private generator tooling from public files (`bindings/c/src/lib.rs` header, `CONTRIBUTING.md`, `sync-about.yml`)

Verified locally: `cargo build -p wickra-c --release`, `cmake + ctest` (9/9 pass), and `-Wall -Wextra -Wpedantic` clean on gcc 13.
2026-06-09 02:14:28 +02:00
kingchenc 13c8250488 release: bump 0.7.3 -> 0.7.4 (#221)
Version bump **0.7.3 → 0.7.4** for the B19 Alt-Chart Bars batch (7 new bar builders, 507 → 514).

Bumps `Cargo.toml` (+ `wickra-core` dep), `Cargo.lock`, `pyproject.toml`, the Node `package.json` and its six platform packages, both `package-lock.json` files, and the CHANGELOG (`[Unreleased]` → `[0.7.4]` with compare URLs).
2026-06-08 14:33:43 +02:00
kingchenc e5305ffa94 feat: add 7 alt-chart bar builders (B19) (#220)
Adds seven information-driven bar builders to the **Alt-Chart Bars** family, the final batch of the family-deepening run. Indicator count **507 → 514**.

## Builders
All implement the `BarBuilder` trait (`update(Candle) -> Vec<Bar>`), emitting a data-dependent number of completed bars per candle.

| Builder | Driver | Bar fields |
|---------|--------|-----------|
| `RangeBars` | close | open, close, direction |
| `TickBars` | OHLCV | open, high, low, close, volume |
| `VolumeBars` | OHLCV | open, high, low, close, volume |
| `DollarBars` (Lopez de Prado) | OHLCV | + dollar |
| `ImbalanceBars` | OHLC | + imbalance, direction |
| `RunBars` | OHLC | + length, direction |
| `ThreeLineBreakBars` | close | open, close, direction |

## Touchpoints
Seven core modules (each with full unit tests), `mod.rs`/`lib.rs` (builders counted, bar element types on their own re-export lines), README family rows, Python/Node/WASM hand-written bindings for the variable-length output (Python tuples + `(k, N)` ndarray; Node `Vec<object>`; WASM array of objects), the `bar_builder_update_candle` fuzz target, dedicated Python + Node tests, the `BAR_BUILDERS` completeness exclusion, and CHANGELOG.

## Verification
- `cargo test -p wickra-core --lib` — 4207 passed
- `cargo test -p wickra-core --doc` — 464 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- `npm test` (node) — 584 passed
- `pytest` (python) — 957 passed
2026-06-08 14:32:40 +02:00
kingchenc 46be7a54ea release: bump 0.7.2 -> 0.7.3 (#219)
Version bump **0.7.2 → 0.7.3** for the B18 Risk / Performance batch (9 new indicators, 498 → 507).

Bumps `Cargo.toml` (+ `wickra-core` dep), `Cargo.lock`, `pyproject.toml`, the Node `package.json` and its six platform packages, both `package-lock.json` files, and the CHANGELOG (`[Unreleased]` → `[0.7.3]` with compare URLs).
2026-06-08 13:29:39 +02:00
kingchenc bca61322b5 feat: add 9 Risk / Performance indicators (B18) (#218)
Adds nine risk/performance metrics to the existing **Risk / Performance** family, all consuming a per-period return series (`f64` in, `f64` out). Indicator count **498 → 507**.

## Indicators

Single-param (`new(period)`, macro bindings):
- **SterlingRatio** — mean return over average drawdown of the equity curve.
- **BurkeRatio** — return over root-sum-squared drawdowns.
- **MartinRatio** — Ulcer Performance Index; return over RMS percentage drawdown.
- **TailRatio** — 95th percentile over the absolute 5th percentile return.
- **KRatio** — Kestner; equity-curve OLS slope over the standard error of that slope.
- **CommonSenseRatio** — tail ratio times gain-to-pain.
- **GainToPainRatio** — sum of returns over the sum of absolute losses.

Multi-param (hand-written Python/Node bindings, variadic WASM macro):
- **UpsidePotentialRatio** — `new(period, mar)`; upside mean over downside deviation (Sortino philosophy).
- **M2Measure** — `new(period, risk_free, benchmark_stddev)`; Modigliani M², Sharpe rescaled into benchmark return units.

## Touchpoints
Core modules + unit tests, `mod.rs`/`lib.rs` wiring, Python/Node/WASM bindings (`index.d.ts`/`index.js` regenerated), fuzz drive lines, Python `SCALAR` registry + Node factories, CHANGELOG, and the indicator counters.

## Verification
- `cargo test -p wickra-core --lib` — 4149 passed
- `cargo test -p wickra-core --doc` — 457 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- `npm test` (node) — 577 passed
- `pytest` (python) — 947 passed
2026-06-08 13:23:01 +02:00
kingchenc fc6f619550 release: bump 0.7.1 -> 0.7.2 (#217)
Version bump 0.7.1 -> 0.7.2 for the B17 Market Profile batch (498 indicators).
2026-06-08 04:18:34 +02:00
kingchenc 91aa6fffbf feat(market-profile): naked POC, single prints, profile shape, HVN/LVN, composite profile (B17) (#216)
## B17 Market Profile — five new indicators (493 → 498)

| Indicator | Output | Notes |
|-----------|--------|-------|
| `NakedPoc` | `f64` | most recent untouched point-of-control level |
| `SinglePrints` | `f64` | count of single-print price levels |
| `ProfileShape` | `f64` | b/P/D shape classification as a numeric code |
| `HighLowVolumeNodes` | struct `{hvn, lvn}` | highest/lowest volume nodes |
| `CompositeProfile` | struct `{poc, vah, val}` | multi-session composite volume profile |

### Wiring
- Core structs + full unit tests; all join the existing **Market Profile** family.
- Hand-written Python/Node/WASM bindings (f64 via candle helpers; struct via PyArray2 / `#[napi(object)]` / `Object`+`Reflect::set`).
- Fuzz drives in `indicator_update_candle.rs`; CANDLE_SCALAR + MULTI registry tests + reference tests.
- README counter + `docs/README.md` + `FAMILIES` assert bumped to 498.

### Verify (local, all green)
- `cargo test -p wickra-core --lib`: 4066 · `--doc`: 448
- clippy workspace: clean
- node: 568 · pytest: 938
2026-06-08 04:17:06 +02:00
kingchenc 5862401958 release: bump 0.7.0 -> 0.7.1 (#215)
Version bump 0.7.0 -> 0.7.1 for the B16 Derivatives batch (493 indicators).
2026-06-08 03:35:31 +02:00
kingchenc ff5a047078 feat(derivatives): leverage, OI/volume, perpetual premium, funding APR, OI momentum (B16) (#214)
## B16 Derivatives — five new indicators (488 → 493)

All consume a `DerivativesTick` and emit `f64`:

| Indicator | Reads | Formula |
|-----------|-------|---------|
| `EstimatedLeverageRatio` | open_interest, long_size, short_size | `OI / (long + short)` |
| `OiToVolumeRatio` | open_interest, taker_buy_volume, taker_sell_volume | `OI / (buy + sell)` |
| `PerpetualPremiumIndex` | mark_price, index_price | `(mark − index) / index` |
| `FundingImpliedApr` | funding_rate | `rate × intervals_per_year` |
| `OpenInterestMomentum` | open_interest | `100 · (OI_t − OI_{t−period}) / OI_{t−period}` |

### Wiring
- Core structs + full unit tests (incl. zero-denominator branches).
- Hand-written Python/Node/WASM tick bindings; two new tick helpers (`deriv_oi_long_short`, `deriv_oi_taker`).
- Fuzz drives in `indicator_update_derivatives.rs`; dedicated reference + streaming-vs-batch tests (Python + Node).
- README counter + `docs/README.md` + `FAMILIES` assert bumped to 493.

### Verify (local, all green)
- `cargo test -p wickra-core --lib`: 4028 · `--doc`: 443
- clippy workspace: clean
- node: 563 · pytest: 928
2026-06-08 03:33:59 +02:00
kingchenc dc415a77fd release: bump 0.6.9 -> 0.7.0 (#213)
Version bump 0.6.9 -> 0.7.0 for the B15 Microstructure batch (488 indicators).
2026-06-08 03:10:16 +02:00
kingchenc e385734275 feat(microstructure): trade-sign autocorrelation, PIN, Hasbrouck information share (B15) (#212)
## B15 Microstructure — three new indicators (485 → 488)

| Indicator | Input | Output | Notes |
|-----------|-------|--------|-------|
| `TradeSignAutocorrelation` | `Trade` | `f64` ∈ [-1,1] | lag-1 autocorrelation of the signed aggressor (order-flow persistence) |
| `Pin` | `Trade` | `f64` ∈ [0,1] | probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator); `name()` = `"PIN"` |
| `HasbrouckInformationShare` | `(f64, f64)` | `f64` ∈ [0,1] | variance-ratio proxy for each venue's share of price discovery |

### Wiring
- Core structs + full unit tests (every branch).
- Hand-written Python/Node/WASM bindings for the two `Trade`-input indicators (precedent `TradeImbalance`); `node_pair_indicator!` / `wasm_pair_indicator!` macro bindings + hand Python pyclass for the pairwise Hasbrouck (precedent `RollingCorrelation`).
- Fuzz drives added to `indicator_update_trade.rs` and `indicator_update_pair.rs`.
- Dedicated Python + Node streaming-vs-batch and reference tests; Hasbrouck in the `PAIR` registry.
- README counter (3 spots) + `docs/README.md` + `FAMILIES` assert bumped to 488.

### Verify (all green, local)
- `cargo test -p wickra-core --lib`: 3991 passed
- `cargo test -p wickra-core --doc`: 438 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings`: clean
- node: 561 passed · pytest: 926 passed
2026-06-08 03:07:50 +02:00
kingchenc 3a46b210bb release: bump 0.6.8 -> 0.6.9 (#211)
Release 0.6.9 — ships the B14 Candlestick Patterns indicators (485 total). Version-string bump only.
2026-06-08 02:30:46 +02:00
kingchenc 943825d6a0 feat: add Candlestick Patterns deepening (B14, 6 indicators) (#209)
B14 of the family-deepening roadmap — six candlestick patterns (479 -> 485), all in the **Candlestick Patterns** family.

**Fixed-lookback (candle-pattern macro bindings, neutral 0.0 during warmup):**
- **Tristar** — three-doji star reversal.
- **Harami Cross** — Harami whose second candle is a contained doji.
- **Tower Top/Bottom** — tall bar, small pause, tall opposite bar.

**Windowed / parameterized (hand-bound, `candle -> f64`):**
- **Frying Pan Bottom** — rounded U-shaped accumulation base, recovery-confirmed.
- **Dumpling Top** — rounded dome-shaped distribution top, breakdown-confirmed.
- **New Price Lines** — run of N consecutive new closing highs (+1) / lows (-1).

Window/Gap (Rising-Falling) dropped (SKIP — existing gap coverage). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (485) and CHANGELOG. Verified: core 3966 + doc 435, clippy clean, node 560, python 922.
2026-06-08 02:29:24 +02:00
kingchenc acd7e8dc52 release: bump 0.6.7 -> 0.6.8 (#208)
Release 0.6.8 — ships the B13 Ichimoku & Charts indicators (479 total). Version-string bump only.
2026-06-08 01:50:32 +02:00
kingchenc ceaeb90a22 feat: add Ichimoku & Charts deepening (B13, 5 indicators) (#207)
B13 of the family-deepening roadmap — five alternative-chart indicators (474 -> 479), all in the **Ichimoku & Charts** family.

- **Smoothed Heikin-Ashi** (`candle -> struct {open, high, low, close}`) — a Heikin-Ashi candle computed from EMA-smoothed OHLC.
- **Heikin-Ashi Oscillator** (`candle -> f64`) — the HA body (`ha_close - ha_open`), optionally EMA-smoothed, as a zero-line oscillator.
- **Three Line Break** (`candle -> f64`) — line-break ("kakushi") chart trend direction; reverses only when the close breaks the extreme of the last N lines. Distinct from the candlestick `ThreeLineStrike`.
- **Equivolume** (`candle -> struct {height, width}`) — a box whose height is the bar range and width is volume-relative.
- **CandleVolume** (`candle -> struct {body, width}`) — a candle whose body is close-minus-open and width is volume-relative.

All bindings hand-written (3 struct-output + 2 candle-input-with-open / non-period-ctor). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (479) and CHANGELOG. Verified: core 3915 + doc 432, clippy clean, node 554, python 913.
2026-06-08 01:49:03 +02:00
kingchenc 57e26fb22f release: bump 0.6.6 -> 0.6.7 (#205)
Release 0.6.7 — ships the B12 DeMark indicators (474 total).

Version-string bump only: Cargo workspace + wickra-core dep, Python pyproject, Node package.json (+6 platform packages), both package-lock files, Cargo.lock, and CHANGELOG.
2026-06-08 01:14:23 +02:00
kingchenc 8431b1400c feat: add DeMark deepening (B12, 7 indicators) (#204)
B12 of the family-deepening roadmap — seven Tom DeMark indicators (467 -> 474).

**Candle -> +1/0 qualifier patterns (candlestick macro bindings):**
- **TD Camouflage** — hidden intrabar strength/weakness against the prior close.
- **TD Clop** — two-bar open/close engulfing reversal.
- **TD Clopwin** — the inside-body cousin of TD Clop (compression bar).
- **TD Propulsion** — continuation thrust closing beyond the prior extreme.
- **TD Trap** — inside ("trap") bar followed by a range breakout.

**Hand-bound:**
- **TD D-Wave** — streaming Elliott-style 1-5 / A-C swing-wave counter (candle -> f64, `strength` param).
- **TD Moving Averages** — ST1/ST2 median-price trend ribbon (candle -> struct {st1, st2}).

All seven join the existing **DeMark** family. Patterns follow the house-style
+1/0 candle-pattern convention (neutral 0.0 during warmup). Public binding names
use the family-consistent `TD...` casing.

Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs
counter (474) and CHANGELOG. Verified: core 3874 + doc 427, clippy clean,
node 549, python 903.
2026-06-08 01:12:46 +02:00
kingchenc ed01604a18 release: bump 0.6.5 -> 0.6.6 (#203)
Release 0.6.6 — ships the B11 Pivots & S/R indicators (467 total) plus the bit-exact batch fast paths and benchmark refresh from #202.

Version-string bump only: Cargo workspace + wickra-core dep, Python pyproject, Node package.json (+6 platform packages), both package-lock files, Cargo.lock, and CHANGELOG.
2026-06-08 00:21:34 +02:00
kingchenc 05fe7ffa90 perf: bit-exact batch fast paths + streaming-first benchmark docs (#202)
## Summary
- Dedicated batch fast paths for **EMA, RSI, Bollinger, MACD and ATR** (used by the Python bindings): one allocation filled in a single pass, warmup encoded as `NaN`, no per-element `Option` or input re-validation. Each is **bit-for-bit equal** to replaying `update` — SMA/Bollinger keep the drift-reseed cadence, the EMA-family keep the seed division and `mul_add` recurrences. Adds the `BatchNanExt` extension trait.
- **Cross-library benchmark refresh**: `compare_libraries.py` reports the median across timing rounds (`--rounds` / `--streaming-rounds`), gains `--skip-batch` / `--skip-streaming`, and runs every peer through the streaming arena (recompute for batch-only libraries). `wickra-bench` drives the batch fast paths against `kand`.
- **README** benchmark section reordered streaming-first (the order-of-magnitude result), with measured TA-Lib/tulipy/pandas-ta numbers in place of the CI-only placeholders.

## Impact
- Python batch ~2× faster on EMA/RSI/MACD/ATR; streaming path unchanged.
- The `batch == streaming` equivalence stays bit-exact.

## Verification
- `cargo fmt` · `cargo clippy --workspace --all-targets --all-features -- -D warnings` (clean)
- `cargo test --workspace --all-features` — 3782 unit + 420 doc tests pass
- Python `pytest` — streaming-vs-batch, known-values, input-validation, smoke pass

## Notes
- Node/WASM bindings keep their existing batch; the fast paths are Python-only for now.
2026-06-08 00:17:58 +02:00
kingchenc e97c3389fe feat: add Pivots & S/R indicators (B11) (#201)
Adds five support/resistance and pivot indicators, growing the catalog 462 -> 467.

## Indicators
- **CentralPivotRange** (Candle -> struct) — the classic pivot `(H+L+C)/3` flanked by two central levels (TC/BC); range width gauges trending vs balanced days.
- **MurreyMathLines** (Candle -> struct) — T. H. Murrey's eighths grid over a rolling high-low frame; nine levels (0/8 .. 8/8) acting as support/resistance.
- **AndrewsPitchfork** (Candle -> struct) — median line and two parallels projected forward from the last three auto-detected swing pivots (symmetric fractal of half-width `strength`).
- **VolumeWeightedSr** (Candle -> struct) — a band whose edges are the volume-weighted average of recent highs (resistance) and lows (support); falls back to equal weighting when window volume is zero.
- **PivotReversal** (Candle -> f64) — a `+1`/`-1` breakout signal fired on the bar where price closes through the most recently confirmed swing pivot.

## Wiring
Core structs with branch-complete unit tests, Python/Node/WASM bindings, fuzz drives, reference + streaming-vs-batch tests, README + docs counter sync (FAMILIES "Pivots & S/R"), and CHANGELOG entries.

Verified locally: `cargo fmt`, `cargo test -p wickra-core` (3798 lib + 425 doc), `cargo clippy --workspace --all-targets --all-features -D warnings`, `npm run build && npm test` (542), `maturin develop` + `pytest` (891).
2026-06-08 00:13:42 +02:00
kingchenc 4526278fa0 release: bump 0.6.4 -> 0.6.5 (#200)
Version bump for the **v0.6.5** release shipping the **B10 Ehlers / Cycle** family (#199): 452 -> 462 indicators. Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG. No code changes.
2026-06-07 04:34:32 +02:00
kingchenc 80850c81f7 Add B10 Ehlers / Cycle deepening (10 indicators) (#199)
Deepens the **Ehlers / Cycle (DSP)** family (B10) with ten indicators (452 -> 462):

- **HighpassFilter**, **Reflex**, **Trendflex**, **CorrelationTrendIndicator**, **AdaptiveRsi**, **UniversalOscillator** — scalar (f64) Ehlers filters/oscillators.
- **AdaptiveCci** — efficiency-ratio-adaptive CCI on typical price (Candle input).
- **BandpassFilter**, **EvenBetterSinewave**, **AutocorrelationPeriodogram** — multi-arg scalar (hand-written bindings; the wasm variadic scalar macro covers wasm).

Verified locally: 3755 core lib + 420 doc tests, clippy clean, 537 node tests, 881 pytest, counter 462.
2026-06-07 04:25:16 +02:00
kingchenc 707f29e8e4 release: bump 0.6.3 -> 0.6.4 (#198)
Version bump for the **v0.6.4** release shipping the **B9 Price Statistics** family (#197): 447 -> 452 indicators. Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG. No code changes.
2026-06-07 03:20:19 +02:00
kingchenc 389200f855 Add B9 Price Statistics deepening (5 indicators) (#197)
Deepens the **Price Statistics** family (B9) with five rolling-statistics indicators (447 -> 452):

- **ShannonEntropy** — Shannon entropy of a binned rolling value distribution.
- **SampleEntropy** — Richman-Moorman sample entropy (regularity/complexity of a window).
- **KendallTau** — Kendall rank correlation (tau-b) over paired observations (pairwise; distinct from Pearson/Spearman).
- **JarqueBera** — Jarque-Bera normality test statistic over a rolling window.
- **RollingMinMaxScaler** — maps the latest value to 0..1 over a rolling window.

All scalar f64 input except KendallTau (pairwise). Multi-arg scalars (Shannon/Sample entropy) use hand-written Python/Node bindings + the variadic wasm macro; KendallTau uses the pair macros. Verified locally: 3668 core lib + 410 doc tests, clippy clean, 527 node tests, 871 pytest, counter 452.
2026-06-07 03:08:53 +02:00
kingchenc 81406e7a1b release: bump 0.6.2 -> 0.6.3 (#196)
Version bump for the **v0.6.3** release shipping the **B8 Volume** family (#195): 440 -> 447 indicators. Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG. No code changes.
2026-06-07 02:39:49 +02:00
kingchenc c78b84e186 Add B8 Volume family deepening (7 indicators) (#195)
Deepens the **Volume** family (B8) with seven indicators (440 -> 447):

- **VolumeRsi** — Wilder RSI computed on signed volume flow.
- **WilliamsAd** — Williams Accumulation/Distribution cumulative line (distinct from Chaikin A/D).
- **TwiggsMoneyFlow** — true-range volume accumulation with Wilder smoothing (distinct from CMF).
- **TradeVolumeIndex** — tick-direction volume accumulation past a min-tick threshold (distinct from TSV).
- **IntradayIntensity** — volume weighted by close position within the bar range.
- **BetterVolume** — VSA volume-vs-spread effort/result classifier.
- **VolumeWeightedMacd** — MACD computed on VWMA with signal line and histogram (struct output).

("Up/Down Volume Ratio" already ships from A2.) All Candle input; the six scalar stops emit f64, VolumeWeightedMacd a {macd, signal, histogram} struct. Hand-written Python/Node/WASM bindings for the volume signature. Verified locally: 3620 core lib + 405 doc tests, clippy clean, 522 node tests, 865 pytest, counter 447.
2026-06-07 02:30:56 +02:00
kingchenc fc6f3d80c2 release: bump 0.6.1 -> 0.6.2 (#194)
Version bump for the **v0.6.2** release shipping the **B7 Trailing Stops** family (#193): 434 -> 440 indicators.

Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG (cuts the `[0.6.2]` section). No code changes.
2026-06-07 01:45:23 +02:00
kingchenc 2991ba411d Add B7 Trailing Stops family (6 indicators) (#193)
Adds the **Trailing Stops** family deepening (B7), six new indicators (434 -> 440):

- **KaseDevStop** — Cynthia Kase's volatility stop on the standard deviation of the two-bar true range.
- **ElderSafeZone** — Alexander Elder's stop offset by a multiple of average market noise.
- **AtrRatchet** — Kaufman ATR ratchet that tightens its multiple by a per-bar increment.
- **Nrtr** — Nick Rypock Trailing Reverse (percentage band).
- **TimeBasedStop** — exits after a fixed number of bars (scalar fraction of elapsed life).
- **ModifiedMaStop** — moving-average based trailing stop.

("Wilder Volatility System" is intentionally skipped — it overlaps the existing VoltyStop/Psar/SarExt.)

Each takes Candle input; the five band/structure stops emit a {value, direction} struct, TimeBasedStop a scalar. Wired across core, Python/Node/WASM bindings, fuzz target and tests. Verified locally: 3560 core lib + 398 doc tests, clippy clean, 515 node tests, 852 pytest, counter 440.
2026-06-07 01:32:15 +02:00
kingchenc 83e34c6f71 release: bump 0.6.0 -> 0.6.1 (#192)
Version bump for the v0.6.1 release shipping the B6 Bands & Channels family (#191): 429 -> 434 indicators.
2026-06-07 00:13:58 +02:00
kingchenc 67feec598a feat(indicators): add B6 Bands & Channels family (429 -> 434) (#191)
Adds the **B6 Bands & Channels** batch — five band/channel indicators, taking the catalogue from 429 to 434.

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `ProjectionBands` | `Candle` → `{upper,middle,lower}` | Widner forward-projected high/low regression envelope |
| `ProjectionOscillator` | `Candle` → `f64` | Close position inside the projection bands, scaled 0..100 |
| `QuartileBands` | `f64` → `{upper,middle,lower}` | Rolling 25th/50th/75th-percentile (Q1/median/Q3) envelope |
| `BomarBands` | `f64` → `{upper,middle,lower}` | Adaptive percentage bands containing a target coverage fraction of recent closes |
| `MedianChannel` | `f64` → `{upper,middle,lower}` | Robust median ± multiplier·MAD envelope |

All five are distinct from existing indicators (verified against the core: `LinRegChannel`, `StandardErrorBands`, `Donchian`, `RollingQuantile`, `HurstChannel`). SKIPped from the roadmap: Price Channel (= `Donchian`) and Moving-Average Channel (≈ `MaEnvelope`/`Keltner`).

Each ships:
- Core indicator with per-branch unit tests (Codecov-strict 100%).
- python / node / wasm bindings (struct outputs are hand-written; `ProjectionOscillator` uses the generated candle→f64 path).
- Fuzz drives, python (`MULTI`/`SCALAR_MULTI`/`CANDLE_SCALAR`) + node test registries, README + CHANGELOG counter bump to 434.

Verified locally: `cargo fmt`, `clippy --workspace --all-targets --all-features -D warnings` (clean), `wickra-core` 3511 lib + 392 doc tests, node 509 tests, pytest 840.
2026-06-07 00:03:02 +02:00
kingchenc 3dfbc415c5 release: bump 0.5.9 -> 0.6.0 (#190)
Version bump for the **v0.6.0** release (ships the B5 Volatility & Bands batch, #189 — 423 -> 429 indicators).

Bumps version strings across Cargo workspace, pyproject, node package.json + 6 platform packages, both package-lock.json files, and Cargo.lock; CHANGELOG `[Unreleased]` -> `[0.6.0]`. No code changes.

Versioning note: patch never reaches two digits — `0.5.9` rolls to the next minor `0.6.0` (not 0.5.10).
2026-06-06 22:48:56 +02:00
kingchenc 6b8c6a0e7f B5 volatility & bands batch (423 -> 429) (#189)
Adds six **Volatility & Bands** indicators (Part B5 of the expansion roadmap), 423 → 429.

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `EwmaVolatility` | `f64` → `f64` | RiskMetrics exponentially-weighted volatility (λ decay) |
| `Garch11` | `f64` → `f64` | GARCH(1,1) conditional volatility with a long-run-variance anchor |
| `BipowerVariation` | `f64` → `f64` | jump-robust realized bipower variation (π/2 · Σ\|rₜ\|\|rₜ₋₁\|) |
| `VolatilityRatio` | `Candle` → `f64` | Schwager's true range over the EMA of prior true ranges (>2 = wide-ranging day) |
| `VolatilityCone` | `Candle` → `VolatilityConeOutput` | current realized volatility within its min/median/max envelope + percentile |
| `VolatilityOfVolatility` | `f64` → `f64` | sample stddev of a rolling realized-volatility series |

### Notes
- Two B5 roadmap items were dropped as duplicates/by-construction: `RealizedVolatility` already ships (v0.5.4); `Downside Semi-Deviation` is internal to Sortino. `Bipower Variation` confirmed distinct from `JumpIndicator` (a ±1 flag, not a variance measure).
- `VolatilityRatio` implements the widely-charted EMA-of-true-range convention (denominator excludes the current bar so the 2.0 threshold means "twice typical"), distinct from the existing pairwise `variance_ratio`.
- `Garch11` mean-reverts to `ω/(1−β)` on a flat series (does not decay to 0 like EWMA) — pinned by a dedicated test.

### Coverage / verification
- Full core + Python/Node/WASM bindings, fuzz drivers (scalar + candle), registries, CHANGELOG, README + docs counter sync.
- 100% unit-test coverage per indicator (every branch).
- Green locally: `cargo clippy --workspace --all-targets --all-features -D warnings`, core lib (3479) + doc (387), node (504), python (830).

Deep-dive docs for all six are staged for `wickra-docs` and pushed after release (gated).
2026-06-06 22:38:34 +02:00
kingchenc 654da5722f release: bump 0.5.8 -> 0.5.9 (#187)
Patch release: streaming/batch perf (SMA, Bollinger, RSI, EMA, ATR; outputs unchanged), cross-library benchmark harness, honest tiered README. No new indicators, no API changes.
2026-06-06 21:09:05 +02:00
kingchenc aacb9280f1 Honest tiered cross-library benchmark + streaming/batch perf (#186)
## Summary

An honest, tiered cross-library benchmark — and the optimization pass it triggered.

### Performance (wickra-core, outputs unchanged)
Profiling against the other Rust TA crates exposed real inefficiencies. Each
benchmarked indicator is now **5–79% faster** in both streaming and batch:

- **SMA, Bollinger**: flat `Box<[f64]>` ring buffers replace `VecDeque` (−69…79%).
- **RSI**: `100·ag/(ag+al)` collapses three divisions into one; Wilder smoothing
  hoists `1/period` out of the hot path (−46%).
- **ATR**: reciprocal hoisted (−42%).
- **EMA/RSI/ATR**: per-tick `Option<f64>` hot state → bare `f64` + ready flag.

Net result vs `kand`: Wickra now wins **RSI, Bollinger and ATR** (streaming), and
ties `ta-rs` on SMA — up from losing every indicator 1.5–6× before.

### Benchmark harness
New `crates/wickra-bench` (publish=false): a Criterion benchmark comparing Wickra
against `kand`, `ta-rs` and `yata` on an identical BTCUSDT candle series, in
streaming and batch modes. Peer APIs were verified against their source, not
guessed. Wired into the nightly `cross-library-bench` workflow as a separate job.

### Honest README
The benchmark section is rewritten into three layered tables (Rust core vs Rust
crates; Python vs the Python ecosystem) that **show the losses as well as the
wins**. The "only library that combines…" claim is gone; the new framing is
breadth + multi-language reach + the deliberate safety trade-off that costs raw
speed. Added an origin/why-slower rationale and a star CTA.

### Python benchmark
Added `tulipy` runners and expanded per-tick streaming coverage to SMA/EMA/RSI/
MACD/Bollinger. `bench.in`/`bench.txt` now lock `TA-Lib` + `tulipy` (hash-pinned);
`pandas-ta` stays out (it requires Python ≥ 3.12, the bench runs on 3.11).

### Notes
- TA-Lib/tulipy numbers in the README Python table are marked ⧗ — they are
  produced by the CI Linux job (C extensions don't build cleanly on every
  desktop), not measured locally.
- The matching `wickra-docs` prose update is committed separately and will be
  pushed with the release, per the docs-don't-lead-the-registries rule.

Verified locally: `cargo fmt`, `cargo test --workspace --all-features` (3413 core
+ bindings), `cargo clippy --workspace --all-targets --all-features -D warnings`,
Node build + 498 tests, and pytest all green.
2026-06-06 20:57:31 +02:00
kingchenc d2bc000892 release: bump 0.5.7 -> 0.5.8 (#185)
Version bump for the B4 price oscillators release (#184): `TsfOscillator`, `MacdHistogram`, `PpoHistogram` — 420 → 423 indicators.

Bumps workspace + bindings (Cargo.toml/lock, pyproject, node package.json + 6 platform manifests + lockfiles) and rolls CHANGELOG `[Unreleased]` into `[0.5.8]`.
2026-06-04 19:47:22 +02:00
kingchenc 1f4bf9e3a6 feat(core): B4 price oscillators (TsfOscillator, MacdHistogram, PpoHistogram) (#184)
Adds three **Price Oscillators** family indicators (420 → 423).

## Indicators

- **TsfOscillator** — `100·(close − TSF)/close`, the percentage gap of the close to the **one-bar-ahead** time-series forecast. Close-relative companion to `Cfo`, which measures the same gap against the regression value at the *current* bar; the two differ by exactly the slope term `100·b/close`.
- **MacdHistogram** — the standalone `macd − signal` bar of MACD exposed as a plain `f64` series.
- **PpoHistogram** — the Percentage Price Oscillator with its 9-period signal EMA and the resulting scale-free, zero-centered histogram (PPO itself only emits the line).

All three are scalar `f64` indicators wrapping existing, already-tested building blocks (`MacdIndicator`, `Ppo` + `Ema`, `Tsf`).

## Scope notes (VORAB-CHECK)

The B4 roadmap listed six items; three were dropped to avoid duplicates:
- *Forecast Oscillator* already ships as `Cfo`.
- *Derivative Oscillator* already ships (`DerivativeOscillator`, B2).
- *Detrended Synthetic Price* deferred — no citable formula distinct from the existing `Apo`/`Dpo`.

## Touchpoints

Core (`tsf_oscillator.rs`, `macd_histogram.rs`, `ppo_histogram.rs`) with full per-branch unit tests, `mod.rs`/`lib.rs`, python/node/wasm bindings (wasm via typed-arg macro, python/node hand-written for the multi-arg histograms), fuzz drivers, python reference + streaming-vs-batch tests, node factories, README family row + counter, CHANGELOG.

Local verify: `cargo test --workspace` green, `clippy -D warnings` clean, node 498 tests, full python suite green.
2026-06-04 19:36:43 +02:00
kingchenc 6e0464930e release: bump 0.5.6 -> 0.5.7 (#182)
Version bump 0.5.6 → 0.5.7 for the **B3 — Trend & Directional** batch (#181):
seven new indicators (`Qstick`, `TtmTrend`, `TrendStrengthIndex`,
`PolarizedFractalEfficiency`, `WavePm`, `GatorOscillator`,
`KasePermissionStochastic`), catalog 413 → 420.

Bumps: workspace `Cargo.toml` + `Cargo.lock`, `bindings/python/pyproject.toml`,
`bindings/node/package.json` + the six `npm/*/package.json` platform manifests,
both `package-lock.json` files, and the `CHANGELOG.md` `[Unreleased]` → `[0.5.7]`
roll with compare URLs.
2026-06-04 18:06:57 +02:00
kingchenc 13bc801f89 feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)
Adds the **B3 — Trend & Directional** batch: seven new indicators, taking the
catalog from 413 to 420 (Trend & Directional family).

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `Qstick` | candle → f64 | Chande's SMA of the candle body (close − open) |
| `TtmTrend` | candle → f64 (±1) | John Carter close-vs-median-SMA trend filter |
| `TrendStrengthIndex` | f64 → f64 | signed r² of an OLS regression of price vs time |
| `PolarizedFractalEfficiency` | f64 → f64 | Hannula directional trend efficiency |
| `WavePm` | f64 → f64 | Kase variance-normalised peak-momentum statistic (reconstruction) |
| `GatorOscillator` | candle → struct | Bill Williams Alligator convergence/divergence histogram |
| `KasePermissionStochastic` | candle → struct | double-smoothed stochastic permission filter |

Note: the roadmap's "Directional Indicator +DI/−DI" item is already covered by
the existing standalone `PlusDi` / `MinusDi` / `Dx`, so it is intentionally not
re-added.

All touchpoints wired: core (every-branch unit tests), Python/Node/WASM
bindings, fuzz drivers, Python test registries + reference tests, Node
factories, README/CHANGELOG counters.

Local verify: `cargo test -p wickra-core` (lib 3389 + doc 378), `cargo clippy
--workspace --all-targets --all-features -- -D warnings`, node build + 495
tests, maturin + 815 pytest, counter 420 == 420.
2026-06-04 17:57:24 +02:00
kingchenc ac8f6acf08 release: bump 0.5.5 -> 0.5.6 (#180)
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.
2026-06-04 15:35:41 +02:00
kingchenc 4f81222aed Deepen Momentum Oscillators family with ten additions (#179)
Deepens the **Momentum Oscillators** family with ten widely-used oscillators
(403 → 413 indicators), the second batch of Part B (family deepening).

| Indicator | Binding | Input → Output |
|-----------|---------|----------------|
| `DisparityIndex` | `DisparityIndex` | scalar → scalar |
| `FisherRsi` | `FisherRSI` | scalar → scalar |
| `Rmi` | `RMI` | scalar (period, momentum) → scalar |
| `DerivativeOscillator` | `DerivativeOscillator` | scalar (4 periods) → scalar |
| `Rsx` | `RSX` | scalar → scalar |
| `DynamicMomentumIndex` | `DynamicMomentumIndex` | scalar → scalar |
| `IntradayMomentumIndex` | `IMI` | candle (open+close) → scalar |
| `StochasticCci` | `StochasticCCI` | candle → scalar |
| `ElderRay` | `ElderRay` | candle → struct (bull/bear) |
| `Qqe` | `QQE` | scalar → struct (rsi_ma/trailing) |

LSMA was dropped from the planned set: it already ships as `LinearRegression`.

The single-period scalars use generated macro bindings; `Rmi` /
`DerivativeOscillator` use hand node/python bindings with the typed wasm macro;
`ElderRay`/`Qqe` use custom struct bindings; `IntradayMomentumIndex` uses custom
candle bindings carrying the open. Full coverage: core modules with per-branch
unit tests, mod/lib catalogue, FAMILIES + 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 3335 + doc 371),
`cargo clippy --workspace --all-targets --all-features -D warnings` clean,
node `npm run build && npm test` (488), python `pytest` (802).
2026-06-04 15:26:17 +02:00
kingchenc 0d2acad28d release: bump 0.5.4 -> 0.5.5 (#178)
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.
2026-06-04 13:55:26 +02:00
kingchenc b228a70d7d Deepen Moving Averages family with seven additions (#177)
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).
2026-06-04 13:44:51 +02:00