Commit Graph
9 Commits
Author SHA1 Message Date
kingchenc 54148cad5b F5: add PPO, DPO and Coppock Curve price oscillators
Completes the F5 family (Price oscillators) end to end:

- Rust core: ppo.rs (Percentage Price Oscillator — MACD as a percentage
  of the slow EMA), dpo.rs (Detrended Price Oscillator — shifted price
  minus its SMA), coppock.rs (Coppock Curve — WMA of two summed ROCs).
  Each with a full Indicator impl, runnable doctest and reference /
  constant-series / warmup / reset / batch==streaming / non-finite tests.
- Python: PyPpo / PyDpo / PyCoppock PyO3 classes + module registration
  + .pyi stubs (defaults PPO=(12,26), DPO=20, Coppock=(14,11,10)).
- Node: DpoNode via the scalar macro, explicit PpoNode and CoppockNode;
  index.d.ts and index.js updated.
- WASM: WasmDpo / WasmPpo / WasmCoppock via the scalar macro.
- Wiki: Indicator-Ppo/Dpo/Coppock.md plus rows in Indicators-Overview.md
  and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 300 core tests,
25 data tests and 42 doctests green.
2026-05-22 18:09:10 +02:00
kingchenc e24e7726ce F4: add StochRSI and Ultimate Oscillator
Completes the F4 family (Stochastic oscillators) end to end:

- Rust core: stoch_rsi.rs (Stochastic Oscillator applied to the RSI
  series, bounded [0,100]) and ultimate_oscillator.rs (Larry Williams'
  weighted three-timeframe buying-pressure oscillator). Each with a full
  Indicator impl, runnable doctest and reference / saturation / bounds /
  warmup / reset / batch==streaming tests.
- Python: PyStochRsi / PyUltimateOscillator PyO3 classes + module
  registration + .pyi stubs (defaults StochRSI=(14,14), UO=(7,14,28)).
- Node: explicit StochRsiNode and UltimateOscillatorNode; index.d.ts
  and index.js updated.
- WASM: WasmStochRsi via the scalar macro, explicit
  WasmUltimateOscillator.
- Wiki: Indicator-StochRsi.md and Indicator-UltimateOscillator.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 278 core tests,
25 data tests and 39 doctests green.
2026-05-22 18:02:44 +02:00
kingchenc 7728151c87 F3: add MOM, CMO, TSI and PMO momentum indicators
Completes the F3 family (Momentum) end to end:

- Rust core: mom.rs (raw price-difference momentum), cmo.rs (Chande
  Momentum Oscillator — unsmoothed gain/loss sum, bounded [-100,100]),
  tsi.rs (True Strength Index — double-EMA-smoothed momentum ratio),
  pmo.rs (DecisionPoint Price Momentum Oscillator — doubly-smoothed ROC
  with the 2/period custom smoothing). Each with a full Indicator impl,
  runnable doctest and reference-value / saturation / warmup / reset /
  batch==streaming / non-finite tests.
- Python: PyMom / PyCmo / PyTsi / PyPmo PyO3 classes + module
  registration + .pyi stubs (defaults MOM=10, CMO=14, TSI=(25,13),
  PMO=(35,20)).
- Node: MomNode / CmoNode via the scalar macro, explicit TsiNode and
  PmoNode; index.d.ts and index.js updated.
- WASM: WasmMom / WasmCmo / WasmTsi / WasmPmo via the scalar macro.
- Wiki: Indicator-Mom/Cmo/Tsi/Pmo.md plus rows in Indicators-Overview.md
  and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 262 core tests,
25 data tests and 37 doctests green.
2026-05-22 17:53:46 +02:00
kingchenc 780a176072 F2: add ZLEMA, T3 and VWMA advanced moving averages
Completes the F2 family (Advanced MAs) end to end:

- Rust core: zlema.rs (Zero-Lag EMA over the de-lagged series
  2·price − price[lag]), t3.rs (Tillson's six-EMA cascade with the
  volume-factor polynomial), vwma.rs (volume-weighted rolling mean with
  a zero-volume fallback to the unweighted mean). Each with a full
  Indicator impl, runnable doctest and reference-value / warmup /
  reset / batch==streaming / non-finite tests.
- Python: PyZlema / PyT3 / PyVwma PyO3 classes + module registration
  + .pyi stubs (T3 defaults v=0.7).
- Node: ZlemaNode via the scalar macro, explicit T3Node and VwmaNode
  classes; index.d.ts and index.js updated.
- WASM: WasmZlema / WasmT3 via the scalar macro, explicit WasmVwma.
- Wiki: Indicator-Zlema.md, Indicator-T3.md, Indicator-Vwma.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 232 core tests,
25 data tests and 33 doctests green.
2026-05-22 17:45:02 +02:00
kingchenc ed7324115c F1: wire SMMA and TRIMA through every binding and the wiki
Completes the F1 family (Simple & Weighted MAs). The Rust core for both
SMMA (Wilder's RMA) and TRIMA (triangular MA) already landed; this adds
the remaining Definition-of-Done steps:

- Python: PySmma / PyTrima PyO3 classes + module registration + .pyi stubs.
- Node: SmmaNode / TrimaNode via the scalar-indicator macro; index.d.ts
  and index.js updated for the two new classes.
- WASM: WasmSmma / WasmTrima via the scalar-indicator macro.
- Wiki: Indicator-Smma.md and Indicator-Trima.md (full pages) plus rows
  in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 208 core tests,
25 data tests and 31 doctests green.
2026-05-22 17:34:38 +02:00
kingchenc 9d822d26aa E18: make the RollingVwap documentation directly linkable
RollingVwap is a separate public type (pub struct RollingVwap in
vwap.rs) and Indicator-Vwap.md already documents it in a full
"## RollingVwap (finite window)" section, but it was not directly
reachable: the Overview row added in E12 pointed at a #rollingvwap
anchor that does not exist.

Fix the Overview link to the real #rollingvwap-finite-window anchor and
add a jump-to note at the top of Indicator-Vwap.md so both public types
are reachable in one click.
2026-05-22 16:35:01 +02:00
kingchenc 87b3f383d6 E5: update the warmup docs to the post-A5 behavior
A5 changed Keltner and HMA to feed their sibling sub-indicators
unconditionally, so warmup_period() is now the exact first-emission
index for every indicator. The wiki still described the old
?-starvation behavior as correct.

- Indicator-Keltner.md: the Warmup section, the worked example output
  (first emission now at i=2, not i=4), the summary table row, and the
  "reported warmup understates" pitfall now state that warmup_period()
  is exact. Example output regenerated by running the code.
- Indicator-Hma.md: the Warmup section, all three language examples
  (first Some at index 10, not 13), the table row, and the chaining
  pitfall corrected. Outputs regenerated.
- Indicators-Overview.md: dropped the claim that Hma and Kama lag their
  reported warmup — both were verified exact.
2026-05-22 16:30:56 +02:00
kingchenc b3ddbea584 E14: remove hardcoded local paths from the docs
Indicators-Overview.md referenced the absolute author-machine paths
D:\Coding\Wickra\crates\... and D:\Coding\Wickra\bindings\... in its
"Source-of-truth files" section, and seven trend-indicator pages had
Node examples that did require('D:/Coding/Wickra/bindings/node').

Replace the overview paths with repo-relative GitHub links and change
the Node examples to require('wickra'), the published npm package name
a reader would actually use. No D:/Coding path remains anywhere in docs.
2026-05-22 16:18:48 +02:00
kingchenc 278b6afaa4 E4: commit the documentation sources
The 33 Markdown files under docs/wiki/ were never tracked. Commit them
into the repository so the documentation is versioned alongside the
code: 8 top-level pages plus 25 per-indicator deep dives under
indicators/{momentum,trend,volatility,volume}/.

The pages are kept in-repo (not pushed to a flat GitHub Wiki), so the
relative indicators/<family>/... links in Home.md resolve correctly
when rendered on GitHub.
2026-05-22 16:18:04 +02:00