kingchencandGitHub 6b8c6a0e7f B5 volatility & bands batch (423 -> 429) (#189) ...

Adds six **Volatility & Bands** indicators (Part B5 of the expansion roadmap), 423 → 429.

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `EwmaVolatility` | `f64` → `f64` | RiskMetrics exponentially-weighted volatility (λ decay) |
| `Garch11` | `f64` → `f64` | GARCH(1,1) conditional volatility with a long-run-variance anchor |
| `BipowerVariation` | `f64` → `f64` | jump-robust realized bipower variation (π/2 · Σ\|rₜ\|\|rₜ₋₁\|) |
| `VolatilityRatio` | `Candle` → `f64` | Schwager's true range over the EMA of prior true ranges (>2 = wide-ranging day) |
| `VolatilityCone` | `Candle` → `VolatilityConeOutput` | current realized volatility within its min/median/max envelope + percentile |
| `VolatilityOfVolatility` | `f64` → `f64` | sample stddev of a rolling realized-volatility series |

### Notes
- Two B5 roadmap items were dropped as duplicates/by-construction: `RealizedVolatility` already ships (v0.5.4); `Downside Semi-Deviation` is internal to Sortino. `Bipower Variation` confirmed distinct from `JumpIndicator` (a ±1 flag, not a variance measure).
- `VolatilityRatio` implements the widely-charted EMA-of-true-range convention (denominator excludes the current bar so the 2.0 threshold means "twice typical"), distinct from the existing pairwise `variance_ratio`.
- `Garch11` mean-reverts to `ω/(1−β)` on a flat series (does not decay to 0 like EWMA) — pinned by a dedicated test.

### Coverage / verification
- Full core + Python/Node/WASM bindings, fuzz drivers (scalar + candle), registries, CHANGELOG, README + docs counter sync.
- 100% unit-test coverage per indicator (every branch).
- Green locally: `cargo clippy --workspace --all-targets --all-features -D warnings`, core lib (3479) + doc (387), node (504), python (830).

Deep-dive docs for all six are staged for `wickra-docs` and pushed after release (gated).

2026-06-06 22:38:34 +02:00

..

abandoned_baby.rs

feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

2026-06-02 16:34:15 +02:00

abcd.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

absolute_breadth_index.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

acceleration_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

accelerator_oscillator.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

ad_oscillator.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

ad_volume_line.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

adaptive_cycle.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

adaptive_laguerre_filter.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

adl.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

advance_block.rs

feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

2026-06-02 16:34:15 +02:00

advance_decline_ratio.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

advance_decline.rs

feat: add Market Breadth family with CrossSection input (#153)

2026-06-03 04:11:10 +02:00

adx.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

adxr.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

alligator.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

alma.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

alpha.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

amihud_illiquidity.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

anchored_rsi.rs

feat: add Anchored RSI to the momentum oscillators family (#144)

2026-06-02 20:50:56 +02:00

anchored_vwap.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

apo.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

aroon_oscillator.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

aroon.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

atr_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

atr_trailing_stop.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

atr.rs

Honest tiered cross-library benchmark + streaming/batch perf (#186)

2026-06-06 20:57:31 +02:00

auto_fib.rs

feat(indicators): A5a Fibonacci tools (price-level) (#171)

2026-06-04 00:47:00 +02:00

autocorrelation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

average_daily_range.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

average_drawdown.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

avg_price.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

awesome_oscillator_histogram.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

awesome_oscillator.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

balance_of_power.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

bat.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

belt_hold.rs

feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

2026-06-02 16:34:15 +02:00

beta_neutral_spread.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

beta.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

bipower_variation.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

body_size_pct.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

bollinger_bandwidth.rs

test(bollinger_bandwidth): cover accessors, zero-middle branch, kill dead arm

2026-05-23 23:22:54 +02:00

bollinger.rs

Honest tiered cross-library benchmark + streaming/batch perf (#186)

2026-06-06 20:57:31 +02:00

breadth_thrust.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

breakaway.rs

feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

2026-06-02 16:34:15 +02:00

bullish_percent_index.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

butterfly.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

calendar_spread.rs

feat: derivatives basis & calendar-spread indicators (part 3 of 3) (#128)

2026-06-01 22:07:35 +02:00

calmar_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

camarilla_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

cci.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

center_of_gravity.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

cfo.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

chaikin_oscillator.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

chaikin_volatility.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

chande_kroll_stop.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

chandelier_exit.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

choppiness_index.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

classic_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

close_vs_open.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

closing_marubozu.rs

feat: TA-Lib candlestick patterns — tasuki-gap/unique-three-river/marubozu-pair/concealing-baby-swallow (part 9 of 9) (#141)

2026-06-02 17:27:39 +02:00

cmf.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

cmo.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

coefficient_of_variation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

cointegration.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

concealing_baby_swallow.rs

feat: TA-Lib candlestick patterns — tasuki-gap/unique-three-river/marubozu-pair/concealing-baby-swallow (part 9 of 9) (#141)

2026-06-02 17:27:39 +02:00

conditional_value_at_risk.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

connors_rsi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

coppock.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

counterattack.rs

feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

2026-06-02 16:34:15 +02:00

crab.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

cumulative_volume_index.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

cup_and_handle.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

cvd.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

cybernetic_cycle.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

cypher.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

day_of_week_profile.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

decycler_oscillator.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

decycler.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

dema.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

demand_index.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

demark_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

depth_slope.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

derivative_oscillator.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

detrended_std_dev.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

disparity_index.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

distance_ssd.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

doji_star.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

doji.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

donchian_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

donchian.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

double_bollinger.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

double_top_bottom.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

downside_gap_three_methods.rs

feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)

2026-06-02 17:24:42 +02:00

dpo.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

dragonfly_doji.rs

feat: TA-Lib candlestick patterns — Doji family (part 3 of 9) (#134)

2026-06-02 16:45:08 +02:00

drawdown_duration.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

dx.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

dynamic_momentum_index.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

ease_of_movement.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

effective_spread.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

ehlers_stochastic.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

ehma.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

elder_impulse.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

elder_ray.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

ema.rs

Honest tiered cross-library benchmark + streaming/batch perf (#186)

2026-06-06 20:57:31 +02:00

empirical_mode_decomposition.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

engulfing.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

evening_doji_star.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

evwma.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

ewma_volatility.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

expectancy.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

falling_three_methods.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

fama.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

fib_arcs.rs

feat(indicators): A5b Fibonacci tools (geometric) (#172)

2026-06-04 01:12:09 +02:00

fib_channel.rs

feat(indicators): A5b Fibonacci tools (geometric) (#172)

2026-06-04 01:12:09 +02:00

fib_confluence.rs

feat(indicators): A5a Fibonacci tools (price-level) (#171)

2026-06-04 00:47:00 +02:00

fib_extension.rs

feat(indicators): A5a Fibonacci tools (price-level) (#171)

2026-06-04 00:47:00 +02:00

fib_fan.rs

feat(indicators): A5b Fibonacci tools (geometric) (#172)

2026-06-04 01:12:09 +02:00

fib_projection.rs

feat(indicators): A5a Fibonacci tools (price-level) (#171)

2026-06-04 00:47:00 +02:00

fib_retracement.rs

feat(indicators): A5a Fibonacci tools (price-level) (#171)

2026-06-04 00:47:00 +02:00

fib_time_zones.rs

feat(indicators): A5b Fibonacci tools (geometric) (#172)

2026-06-04 01:12:09 +02:00

fibonacci_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

fisher_rsi.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

fisher_transform.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

flag_pennant.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

footprint.rs

feat: footprint microstructure indicator (part 4 of 4) (#123)

2026-06-01 20:00:58 +02:00

force_index.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

fractal_chaos_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

frama.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

funding_basis.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

funding_rate_mean.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

funding_rate_zscore.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

funding_rate.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

gain_loss_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

gap_side_by_side_white.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

garch11.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

garman_klass.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

gartley.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

gator_oscillator.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

generalized_dema.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

geometric_ma.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

golden_pocket.rs

feat(indicators): A5a Fibonacci tools (price-level) (#171)

2026-06-04 00:47:00 +02:00

granger_causality.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

gravestone_doji.rs

feat: TA-Lib candlestick patterns — Doji family (part 3 of 9) (#134)

2026-06-02 16:45:08 +02:00

hammer.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

hanging_man.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

harami.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

head_and_shoulders.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

heikin_ashi.rs

feat(family-13): add Ichimoku + Heikin-Ashi (#50)

2026-05-25 23:02:29 +02:00

high_low_index.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

high_low_range.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

high_wave.rs

feat: TA-Lib candlestick patterns — doji-star/gap/high-wave/hikkake (part 4 of 9) (#135)

2026-06-02 16:54:47 +02:00

hikkake_modified.rs

feat: TA-Lib candlestick patterns — hikkake-mod/pigeon/neck-lines (part 5 of 9) (#137)

2026-06-02 17:03:49 +02:00

hikkake.rs

feat: TA-Lib candlestick patterns — doji-star/gap/high-wave/hikkake (part 4 of 9) (#135)

2026-06-02 16:54:47 +02:00

hilbert_dominant_cycle.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

hilo_activator.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

historical_volatility.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

hma.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

holt_winters.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

homing_pigeon.rs

feat: TA-Lib candlestick patterns — hikkake-mod/pigeon/neck-lines (part 5 of 9) (#137)

2026-06-02 17:03:49 +02:00

ht_dcphase.rs

test: cover the cold paths in the TA-Lib parity batch (100% patch) (#150)

2026-06-03 02:48:11 +02:00

ht_phasor.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

ht_trendmode.rs

test: cover the cold paths in the TA-Lib parity batch (100% patch) (#150)

2026-06-03 02:48:11 +02:00

hurst_channel.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

hurst_exponent.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

ichimoku.rs

feat(family-13): add Ichimoku + Heikin-Ashi (#50)

2026-05-25 23:02:29 +02:00

identical_three_crows.rs

feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)

2026-06-01 23:20:10 +02:00

in_neck.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

inertia.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

information_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

initial_balance.rs

feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

2026-05-26 00:14:30 +02:00

instantaneous_trendline.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

intraday_momentum_index.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

intraday_volatility_profile.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

inverse_fisher_transform.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

inverted_hammer.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

jma.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

jump_indicator.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

kagi_bars.rs

feat: add Alt-Chart Bars (Renko, Kagi, Point & Figure) via a BarBuilder trait (#146)

2026-06-02 21:56:00 +02:00

kalman_hedge_ratio.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

kama.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

kase_permission_stochastic.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

kelly_criterion.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

keltner.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

kicking_by_length.rs

feat: TA-Lib candlestick patterns — separating/kicking/ladder/mat-hold (part 6 of 9) (#138)

2026-06-02 17:06:40 +02:00

kicking.rs

feat: TA-Lib candlestick patterns — separating/kicking/ladder/mat-hold (part 6 of 9) (#138)

2026-06-02 17:06:40 +02:00

kst.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

kurtosis.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

kvo.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

kyles_lambda.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

ladder_bottom.rs

feat: TA-Lib candlestick patterns — separating/kicking/ladder/mat-hold (part 6 of 9) (#138)

2026-06-02 17:06:40 +02:00

laguerre_rsi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

lead_lag_cross_correlation.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

linreg_angle.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

linreg_channel.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

linreg_intercept.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

linreg_slope.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

linreg.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

liquidation_features.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

log_return.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

long_legged_doji.rs

feat: TA-Lib candlestick patterns — Doji family (part 3 of 9) (#134)

2026-06-02 16:45:08 +02:00

long_line.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

long_short_ratio.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

ma_envelope.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

macd_ext.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

macd_fix.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

macd_histogram.rs

feat(core): B4 price oscillators (TsfOscillator, MacdHistogram, PpoHistogram) (#184)

2026-06-04 19:36:43 +02:00

macd.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

mama.rs

docs: fix unresolved and private intra-doc links (#78)

2026-05-30 18:46:49 +02:00

market_facilitation_index.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

marubozu.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

mass_index.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

mat_hold.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

matching_low.rs

feat: TA-Lib candlestick patterns — matching-low/lines/three-methods (part 7 of 9) (#139)

2026-06-02 17:16:15 +02:00

max_drawdown.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

mcclellan_oscillator.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

mcclellan_summation_index.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

mcginley_dynamic.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

median_absolute_deviation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

median_ma.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

median_price.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

mfi.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

microprice.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

mid_point.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

mid_price.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

minus_di.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

minus_dm.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

mod.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

mom.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

morning_doji_star.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

morning_evening_star.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

natr.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

new_highs_new_lows.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

nvi.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

ob_imbalance_full.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

ob_imbalance_top1.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

ob_imbalance_topn.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

obv.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

oi_delta.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

oi_price_divergence.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

oi_weighted.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

omega_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

on_neck.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

opening_marubozu.rs

feat: TA-Lib candlestick patterns — tasuki-gap/unique-three-river/marubozu-pair/concealing-baby-swallow (part 9 of 9) (#141)

2026-06-02 17:27:39 +02:00

opening_range.rs

feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

2026-05-26 00:14:30 +02:00

order_flow_imbalance.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

ou_half_life.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

overnight_gap.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

overnight_intraday_return.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

pain_index.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

pair_spread_zscore.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

pairwise_beta.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

parkinson.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

pattern_swing.rs

feat(indicators): A5b Fibonacci tools (geometric) (#172)

2026-06-04 01:12:09 +02:00

pearson_correlation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

percent_above_ma.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

percent_b.rs

test(percent_b): cover accessors, kill dead arm, fix flaky middle test

2026-05-23 23:25:35 +02:00

percentage_trailing_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

pgo.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

piercing_dark_cloud.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

plus_di.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

plus_dm.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

pmo.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

point_and_figure_bars.rs

feat: add Alt-Chart Bars (Renko, Kagi, Point & Figure) via a BarBuilder trait (#146)

2026-06-02 21:56:00 +02:00

polarized_fractal_efficiency.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

ppo_histogram.rs

feat(core): B4 price oscillators (TsfOscillator, MacdHistogram, PpoHistogram) (#184)

2026-06-04 19:36:43 +02:00

ppo.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

profit_factor.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

psar.rs

test(psar): drop violation-tuple cold path in trend tests (99.03 -> 100) (#33)

2026-05-24 01:31:20 +02:00

pvi.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

qqe.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

qstick.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

quoted_spread.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

r_squared.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

realized_spread.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

realized_volatility.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

recovery_factor.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

rectangle_range.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

regime_label.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

relative_strength_ab.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

renko_bars.rs

feat: add Alt-Chart Bars (Renko, Kagi, Point & Figure) via a BarBuilder trait (#146)

2026-06-02 21:56:00 +02:00

renko_trailing_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

rickshaw_man.rs

feat: TA-Lib candlestick patterns — Doji family (part 3 of 9) (#134)

2026-06-02 16:45:08 +02:00

rising_three_methods.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

rmi.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

roc.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

rocp.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

rocr100.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

rocr.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

rogers_satchell.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

roll_measure.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

rolling_correlation.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

rolling_covariance.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

rolling_iqr.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

rolling_percentile_rank.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

rolling_quantile.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

roofing_filter.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

rsi.rs

Honest tiered cross-library benchmark + streaming/batch perf (#186)

2026-06-06 20:57:31 +02:00

rsx.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

rvi_volatility.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

rvi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

rwi.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

sar_ext.rs

test: cover the cold paths in the TA-Lib parity batch (100% patch) (#150)

2026-06-03 02:48:11 +02:00

seasonal_z_score.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

separating_lines.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

session_high_low.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

session_range.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

session_vwap.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

shark.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

sharpe_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

shooting_star.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

short_line.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

signed_volume.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

sine_wave.rs

test(cold-paths): cover 3 lines in mama/rsi/sine_wave (#58)

2026-05-26 21:08:50 +02:00

sine_weighted_ma.rs

Deepen Moving Averages family with seven additions (#177)

2026-06-04 13:44:51 +02:00

skewness.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

sma.rs

Honest tiered cross-library benchmark + streaming/batch perf (#186)

2026-06-06 20:57:31 +02:00

smi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

smma.rs

test(smma): cover period/value accessors + warmup/name metadata

2026-05-23 23:40:34 +02:00

sortino_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

spearman_correlation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

spinning_top.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

spread_ar1_coefficient.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

spread_bollinger_bands.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

spread_hurst.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

stalled_pattern.rs

feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)

2026-06-02 17:24:42 +02:00

standard_error_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

standard_error.rs

docs: fix unresolved and private intra-doc links (#78)

2026-05-30 18:46:49 +02:00

starc_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

stc.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

std_dev.rs

test(std_dev): cover period/value accessors + warmup/name metadata

2026-05-23 23:41:24 +02:00

step_trailing_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

stick_sandwich.rs

feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)

2026-06-02 17:24:42 +02:00

stoch_rsi.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

stochastic_cci.rs

Deepen Momentum Oscillators family with ten additions (#179)

2026-06-04 15:26:17 +02:00

stochastic.rs

test(stochastic): cover classic/periods/metadata + naive_k flat branch

2026-05-23 23:39:32 +02:00

super_smoother.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

super_trend.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

t3.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

taker_buy_sell_ratio.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

takuri.rs

feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)

2026-06-02 17:24:42 +02:00

tasuki_gap.rs

feat: TA-Lib candlestick patterns — tasuki-gap/unique-three-river/marubozu-pair/concealing-baby-swallow (part 9 of 9) (#141)

2026-06-02 17:27:39 +02:00

td_combo.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_countdown.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_demarker.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_differential.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_lines.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_open.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_pressure.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_range_projection.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_rei.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_risk_level.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_sequential.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_setup.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

tema.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

term_structure_basis.rs

feat: derivatives basis & calendar-spread indicators (part 3 of 3) (#128)

2026-06-01 22:07:35 +02:00

three_drives.rs

feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

2026-06-03 23:24:25 +02:00

three_inside.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

three_line_strike.rs

feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)

2026-06-01 23:20:10 +02:00

three_outside.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

three_soldiers_or_crows.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

three_stars_in_south.rs

feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)

2026-06-01 23:20:10 +02:00

thrusting.rs

test: cover candlestick pattern rejection guards (#142)

2026-06-02 17:52:04 +02:00

tick_index.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

tii.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

time_of_day_return_profile.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

tpo_profile.rs

feat: add Volume Profile and TPO Profile to the market profile family (#145)

2026-06-02 21:16:30 +02:00

trade_imbalance.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

trend_label.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

trend_strength_index.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

treynor_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

triangle.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

trima.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

trin.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

triple_top_bottom.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

trix.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

true_range.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

tsf_oscillator.rs

feat(core): B4 price oscillators (TsfOscillator, MacdHistogram, PpoHistogram) (#184)

2026-06-04 19:36:43 +02:00

tsf.rs

feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)

2026-06-03 02:26:38 +02:00

tsi.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

tsv.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

ttm_squeeze.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

ttm_trend.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

turn_of_month.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

tweezer.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

two_crows.rs

feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)

2026-06-01 23:20:10 +02:00

typical_price.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

ulcer_index.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

ultimate_oscillator.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

unique_three_river.rs

feat: TA-Lib candlestick patterns — tasuki-gap/unique-three-river/marubozu-pair/concealing-baby-swallow (part 9 of 9) (#141)

2026-06-02 17:27:39 +02:00

up_down_volume_ratio.rs

feat(breadth): complete the Market Breadth family (14 indicators) (#157)

2026-06-03 17:24:33 +02:00

upside_gap_three_methods.rs

feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)

2026-06-02 17:24:42 +02:00

upside_gap_two_crows.rs

feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)

2026-06-01 23:20:10 +02:00

value_area.rs

feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

2026-05-26 00:14:30 +02:00

value_at_risk.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

variance_ratio.rs

Add 10 pairwise stat-arb indicators to Price Statistics (#154)

2026-06-03 15:39:55 +02:00

variance.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

vertical_horizontal_filter.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

vidya.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

volatility_cone.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

volatility_of_volatility.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

volatility_ratio.rs

B5 volatility & bands batch (423 -> 429) (#189)

2026-06-06 22:38:34 +02:00

volty_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

volume_by_time_profile.rs

feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)

2026-06-03 20:31:32 +02:00

volume_oscillator.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

volume_profile.rs

feat: add Volume Profile and TPO Profile to the market profile family (#145)

2026-06-02 21:16:30 +02:00

vortex.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

vpin.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

vpt.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

vwap_stddev_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

vwap.rs

test(vwap): cover Vwap value()/zero-volume/metadata + RollingVwap getters

2026-05-23 23:27:15 +02:00

vwma.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

vzo.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

wave_pm.rs

feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)

2026-06-04 17:57:24 +02:00

wave_trend.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

wedge.rs

feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)

2026-06-03 22:55:36 +02:00

weighted_close.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

wick_ratio.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

williams_fractals.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

williams_r.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

win_rate.rs

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)

2026-06-04 12:00:35 +02:00

wma.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

woodie_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

yang_zhang.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

yoyo_exit.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

z_score.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

zero_lag_macd.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

zig_zag.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

zlema.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00