kingchenc
6b8c6a0e7f
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).
32 lines
1.5 KiB
Markdown
32 lines
1.5 KiB
Markdown
# Documentation
|
|
|
|
Wickra's full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**.
|
|
|
|
That includes:
|
|
|
|
- **Quickstarts** for [Rust](https://docs.wickra.org/Quickstart-Rust),
|
|
[Python](https://docs.wickra.org/Quickstart-Python),
|
|
[Node](https://docs.wickra.org/Quickstart-Node), and
|
|
[WASM](https://docs.wickra.org/Quickstart-WASM).
|
|
- A per-indicator deep dive for every one of the **429 indicators** across
|
|
the sixteen families (Moving Averages, Momentum Oscillators, Trend &
|
|
Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
|
|
Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots &
|
|
S/R, DeMark, Ichimoku & Charts, Candlestick Patterns, Market Profile,
|
|
Risk / Performance) — see the
|
|
[indicators overview](https://docs.wickra.org/Indicators-Overview).
|
|
- **Reference pages**: [warmup periods](https://docs.wickra.org/Warmup-Periods),
|
|
[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
|
|
[indicator chaining](https://docs.wickra.org/Indicator-Chaining), and the
|
|
[data layer](https://docs.wickra.org/Data-Layer).
|
|
- **Guides**: [Cookbook](https://docs.wickra.org/Cookbook),
|
|
[TA-Lib migration](https://docs.wickra.org/TA-Lib-Migration),
|
|
[FAQ](https://docs.wickra.org/FAQ).
|
|
|
|
## Editing the docs
|
|
|
|
The documentation site is a separate git repository at
|
|
`https://github.com/wickra-lib/wickra-docs`. Open a pull request there to
|
|
propose changes; the site is built with VitePress and deploys to
|
|
`docs.wickra.org`.
|