Commit Graph
3 Commits
Author SHA1 Message Date
kingchenc 6c58d3827c F7: add NATR, StdDev, Ulcer Index and Historical Volatility
Completes the F7 family (Volatility) end to end:

- Rust core: natr.rs (ATR as a percentage of close), std_dev.rs
  (rolling population standard deviation), ulcer_index.rs (RMS of
  trailing-high drawdowns — downside-only risk), historical_volatility.rs
  (annualised sample stddev of log returns). Each with a full Indicator
  impl, runnable doctest and reference / constant-series / warmup /
  reset / batch==streaming tests.
- Python: PyNatr / PyStdDev / PyUlcerIndex / PyHistoricalVolatility
  PyO3 classes + module registration + .pyi stubs.
- Node: StdDevNode / UlcerIndexNode via the scalar macro, explicit
  NatrNode and HistoricalVolatilityNode; index.d.ts and index.js updated.
- WASM: WasmStdDev / WasmUlcerIndex / WasmHistoricalVolatility via the
  scalar macro, explicit WasmNatr.
- Wiki: Indicator-Natr/StdDev/UlcerIndex/HistoricalVolatility.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 350 core tests,
25 data tests and 49 doctests green.
2026-05-22 18:26:29 +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 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