The original taxonomy was four classical families plus a statistics group,
with the F1-F12 expansion slotted in as sub-categories. This regroups the
whole 71-indicator catalogue into eight top-level families, each with at
least five members:
Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9),
Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5),
Volume (9), Price Statistics (7).
- Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71
indicator pages moved with `git mv`. Every internal cross-link is
normalised to `../<family>/Indicator-X.md`, each page's `Family` field is
set to its new family, and two pre-existing `../Indicator-Chaining.md`
links (should have been `../../`) are corrected. A link check confirms
every relative wiki link resolves.
- Indicators-Overview.md fully rewritten around the eight families;
Home.md indicator reference and the README family table follow suit.
- Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the
46-indicator expansion (25 -> 71) and the eight-family taxonomy.
- Tests: Node indicators.test.js and Python test_new_indicators.py cover
all eight new indicators (Node 91/91, Python 117/117 green).
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
Second half of the eight indicators that fill out the new family taxonomy.
- Rust core: true_range.rs (TrueRange — the raw single-bar volatility ATR
averages), chaikin_volatility.rs (ChaikinVolatility — rate of change of a
smoothed high-low spread), z_score.rs (ZScore — price normalised against
its rolling mean and standard deviation) and linreg_angle.rs (LinRegAngle
— the rolling regression slope as a degree angle). Each with a full
Indicator impl, runnable doctest and reference / property / warmup /
reset / batch==streaming tests.
- Python / Node / WASM: classes wired through all three bindings (ZScore
and LinRegAngle ride the scalar macros where possible) plus .pyi stubs
and __init__.py / __all__ entries.
- Wiki: four new Indicator-*.md pages.
The eight-family taxonomy restructure (Overview / Home / README / folder
layout) lands next in F13c.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
First half of the eight indicators that fill out the new family taxonomy.
- Rust core: accelerator_oscillator.rs (AcceleratorOscillator — AO minus a
short SMA of itself), balance_of_power.rs (BalanceOfPower — per-bar
(close-open)/(high-low)), choppiness_index.rs (ChoppinessIndex — summed
true range over the high-low span, log-scaled) and
vertical_horizontal_filter.rs (VerticalHorizontalFilter — net move over
total move). Each with a full Indicator impl, runnable doctest and
reference / property / warmup / reset / batch==streaming tests.
- Python / Node / WASM: classes wired through all three bindings
(BalanceOfPower carries an explicit open column; VHF rides the scalar
macros) plus .pyi stubs and __init__.py / __all__ entries.
- Wiki: four new Indicator-*.md pages.
The eight-family taxonomy restructure (Overview / Home / README / folder
layout) lands in F13c once F13b's four indicators are in.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 481 core tests,
25 data tests and 70 doctests green.
Finalises the F1-F12 indicator expansion (25 -> 63 indicators).
- Python `wickra/__init__.py`: import and re-export all 63 indicators,
grouped by family, with a matching `__all__`. The package previously
exposed only the original 25 even though the compiled module and the
`.pyi` stubs already carried the rest.
- Docs: `Home.md` and `README.md` indicator counts and family tables
updated to 63; `Indicators-Overview.md` already restructured per family
in F10-F12; `Warmup-Periods.md` gains all 38 new indicators across the
single- and multi-output tables (and the stale two-arg `Psar::new`
example is corrected to three args); `CHANGELOG.md` `[Unreleased]` lists
every new indicator by family.
- Tests: `bindings/node/__tests__/indicators.test.js` covers all 63
indicators (streaming==batch plus four new reference-value checks),
80/80 green; new `bindings/python/tests/test_new_indicators.py` covers
the 38 additions (streaming==batch, shapes, reference values,
lifecycle), Python suite 105/105 green.
- `bindings/node/index.js` regenerated by `napi build`.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests, 66 doctests, 80 Node tests and 105 Python tests green;
`cargo check -p wickra-wasm --tests` green.
- Rust core: cmf.rs (Chaikin Money Flow — summed money-flow volume over
summed volume, bounded to [-1, +1]), chaikin_oscillator.rs (Chaikin
Oscillator — the MACD of the ADL, EMA(ADL, fast) - EMA(ADL, slow)),
force_index.rs (Elder's Force Index — EMA of price change scaled by
volume), ease_of_movement.rs (Arms' Ease of Movement — SMA of distance
travelled per unit of volume). Each with a full Indicator impl,
runnable doctest and reference / property / warmup / reset /
batch==streaming tests.
- Python: PyChaikinMoneyFlow / PyChaikinOscillator / PyForceIndex /
PyEaseOfMovement PyO3 classes + module registration + .pyi stubs.
- Node: explicit ChaikinMoneyFlowNode / ChaikinOscillatorNode /
ForceIndexNode / EaseOfMovementNode; index.d.ts and index.js updated.
- WASM: WasmChaikinMoneyFlow / WasmChaikinOscillator / WasmForceIndex /
WasmEaseOfMovement.
- Wiki: Indicator-ChaikinMoneyFlow/ChaikinOscillator/ForceIndex/
EaseOfMovement.md plus a new "Oscillators" sub-table in
Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 402 core tests,
25 data tests and 57 doctests green.
Completes the F9 family (Cumulative volume) end to end:
- Rust core: adl.rs (Accumulation/Distribution Line — cumulative
range-weighted volume) and vpt.rs (Volume-Price Trend — cumulative
volume scaled by percentage price change). Each with a full Indicator
impl, runnable doctest and reference / cumulative-property / warmup /
reset / batch==streaming tests.
- Python: PyAdl / PyVolumePriceTrend PyO3 classes + module registration
+ .pyi stubs (no parameters, like OBV/VWAP).
- Node: explicit AdlNode and VolumePriceTrendNode; index.d.ts and
index.js updated.
- WASM: WasmAdl and WasmVolumePriceTrend.
- Wiki: Indicator-Adl.md and Indicator-VolumePriceTrend.md plus rows in
Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 373 core tests,
25 data tests and 53 doctests green.
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.
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.
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.
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.
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.
The wiki had quickstarts for Python, Rust, and Node but none for the
WebAssembly binding, and the wickra-data crate (CSV reader, tick
aggregator, resampler, Binance feed) was not documented anywhere.
- Quickstart-WASM.md: install via npm, building with wasm-pack, and
streaming/batch/multi-output usage in a browser or bundler.
- Data-Layer.md: the wickra-data crate — CandleReader, TickAggregator
(including the opt-in gap fill), Resampler/resample_all, and the
feature-gated Binance live feed.
- Home.md links both from the wiki contents list.
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.
Indicators-Overview.md only had a "Deep dive" column in the Trend
tables; the Momentum, Volatility and Volume tables left readers without
a path to the per-indicator pages.
Add a "Deep dive" column to all eight remaining tables, linking each of
the 18 rows to its indicators/<family>/Indicator-*.md page. RollingVwap
points at the RollingVwap section of Indicator-Vwap.md (added in E18).
All link targets verified to exist.
Indicators-Overview.md listed Trix in the Trend section's EMA-family
table, while the README and the docs folder layout
(indicators/momentum/Indicator-Trix.md) place it under Momentum.
Move the Trix row into the Momentum "Unbounded oscillators" table — it
emits a rate of change, not a price-scale trend line — and leave a note
in the Trend section pointing there. Momentum is now the single
canonical family across the README, the folder layout, and the
overview.
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.
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.
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.
kingchenc