Commit Graph
6 Commits
Author SHA1 Message Date
kingchenc e452d35a27 F13a: add Accelerator Oscillator, Balance of Power, Choppiness Index and Vertical Horizontal Filter
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.
2026-05-22 20:57:52 +02:00
kingchenc 16c0639f0c F6: add Aroon Oscillator, Vortex and Mass Index
Completes the F6 family (Trend strength) end to end:

- Rust core: aroon_oscillator.rs (AroonUp - AroonDown, one-line trend
  gauge), vortex.rs (Vortex Indicator VI+/VI- with the VortexOutput
  struct), mass_index.rs (Dorsey's range-expansion sum of the
  EMA-of-range ratio). Each with a full Indicator impl, runnable doctest
  and reference / saturation / warmup / reset / batch==streaming tests.
- Python: PyAroonOscillator / PyVortex / PyMassIndex PyO3 classes +
  module registration + .pyi stubs (defaults Aroon=14, Vortex=14,
  MassIndex=(9,25)).
- Node: explicit AroonOscillatorNode, VortexNode (with VortexValue
  object) and MassIndexNode; index.d.ts and index.js updated.
- WASM: WasmAroonOscillator, WasmVortex, WasmMassIndex.
- Wiki: Indicator-AroonOscillator/Vortex/MassIndex.md plus rows in
  Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 320 core tests,
25 data tests and 45 doctests green.
2026-05-22 18:17:38 +02:00
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 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