wickra

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kingchenc 3287146f44 feat(mcginley): add McGinley Dynamic moving average

John McGinley's self-adjusting moving average with the recurrence
MD + (price - MD) / (0.6 * period * (price / MD)^4). Speeds up when
price falls below the indicator and damps when price runs above the
indicator. Seeded with the simple average of the first period inputs.

Reference: McGinley, Technical Analysis of Stocks & Commodities, 1990.

Touchpoints:
- crates/wickra-core: mcginley_dynamic.rs + mod.rs + lib.rs re-export
- bindings/python: PyMcGinleyDynamic + __init__.py + test_new_indicators
  + test_known_values reference
- bindings/node: McGinleyDynamicNode (scalar macro) + index.d.ts/index.js
  + indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers McGinleyDynamic(10)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

2026-05-24 12:26:08 +02:00

__init__.py

Wickra 0.1.0: streaming-first technical indicators

2026-05-21 17:50:45 +02:00

conftest.py

Wickra 0.1.0: streaming-first technical indicators

2026-05-21 17:50:45 +02:00

test_input_validation.py

B9: raise ValueError instead of panicking on non-contiguous arrays

2026-05-22 04:14:11 +02:00

test_known_values.py

feat(mcginley): add McGinley Dynamic moving average