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kingchenc 4f9ed34884 feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48) 
* feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure)

Family 11 (DeMark) was previously empty; this PR adds five
streaming-first DeMark indicators in one batch.

- **TD Setup** (`TdSetup`): parameterised buy/sell setup counter.
  Counts consecutive bars whose close is less-than (buy) or
  greater-than (sell) the close `lookback` bars earlier, saturating
  at `target`. Emits a signed `f64` so callers read direction from
  the sign and run length from the magnitude. Classic config:
  `lookback = 4`, `target = 9`.

- **TD Sequential** (`TdSequential`): the canonical Setup + Countdown
  exhaustion pattern. Output struct `{ setup, countdown, direction }`
  exposes both phase counts as signed numbers plus the active
  countdown direction (+1 buy / -1 sell / 0 none). Countdown
  activates when a setup completes and tracks the close-vs-high/low
  comparison `countdown_lookback` bars back, capped at
  `countdown_target`. Classic: 4/9/2/13.

- **TD DeMarker** (`TdDeMarker`): bounded [0, 1] oscillator from the
  rolling average of upward high expansion (DeMax) and downward low
  expansion (DeMin). Falls back to the neutral 0.5 on a flat market
  (denominator zero).

- **TD REI** (`TdRei`): Range Expansion Index, bounded [-100, 100].
  Per-bar numerator gated on a range-overlap condition vs the bars
  5 and 6 back, normalised by a `period`-bar sum of absolute moves.
  Classic period = 5. Saturates at +100 in a slow steady uptrend
  and at -100 in the mirror downtrend; emits 0 on a flat market.

- **TD Pressure** (`TdPressure`): volume-weighted buying / selling
  pressure normalised to [-100, 100]. Per-bar pressure is the
  intra-bar close-vs-open ratio scaled by volume; the output is the
  rolling mean divided by the rolling mean volume. Zero-range bars
  contribute zero (avoid the undefined ratio) and a flat zero-volume
  window falls back to 0.

Bindings: all five exposed in Python (`ta.TDSetup`, `ta.TDSequential`,
`ta.TDDeMarker`, `ta.TDREI`, `ta.TDPressure`), Node (`wickra.TDSetup`
etc.), and WASM. Multi-output classes (`TDSequential`) return either
a struct `{ setup, countdown, direction }` per bar (streaming) or a
flat interleaved Float64Array of length `3 * n` (batch).

Tests: 47 unit tests across the five new core files (pure-trend
saturation, flat-market neutral fallback, batch-equals-streaming,
zero-parameter rejection, reset semantics, accessors). Python
test_new_indicators.py picks up all five plus a multi-output TD
Sequential block. Node indicators.test.js picks up all five.
Reference values added to test_known_values.py.

Fuzz: candle fuzz target sweeps all five DeMark indicators with the
existing `Vec<f64>` -> `Vec<Candle>` driver.

Benches: BTCUSDT 1-minute dataset benches for each DeMark indicator
in `crates/wickra/benches/indicators.rs`.

Docs: README family table gains a "DeMark" row; indicator counter
bumped 71 -> 76. CHANGELOG entry added under [Unreleased]. Wiki
drafts (deep-dive pages + Sidebar / Overview / Warmup-Periods / Home
deltas) live under `indicator-ideas/families/wiki/family-11-demark/`
for manual merge into the wiki repo.

* feat(family-11): add 7 missing DeMark indicators

Complete the DeMark suite (family 11) with the seven indicators not
covered by the first commit: TD Combo, TD Countdown, TD Lines (TDST),
TD Range Projection, TD Differential, TD Open, and TD Risk Level.

- TdCombo: aggressive countdown variant with three strictness rules
  on top of the classic close-vs-low/high lookback rule (monotone
  low/high, monotone close vs prior bar).
- TdCountdown: standalone 13-bar countdown packaging only the signed
  countdown count (the setup machine runs internally).
- TdLines: TDST horizontal support/resistance levels from the
  highest-high / lowest-low bars of the most-recently-completed
  setup, exposed as a multi-output struct.
- TdRangeProjection: DeMark X-projection of the next bar's high and
  low from the current bar's OHLC via an open-vs-close-weighted
  pivot (three branches: close<open, close>open, close==open).
- TdDifferential: two-bar buying-pressure vs selling-pressure
  reversal pattern emitting +1/-1/0.
- TdOpen: gap-and-fade reversal pattern (open outside prior range
  with subsequent recovery into it) emitting +1/-1/0.
- TdRiskLevel: protective stop levels derived from the setup
  extreme bar +/- its true range.

All seven are wired through Rust core, Python, Node and WASM
bindings, registered in the candle-stream fuzz target, given
benchmark entries on the BTCUSDT 1-minute dataset, and covered by
streaming-vs-batch equivalence, reference-value, lifecycle and
input-validation tests on the Python and Node sides. README counter
moves 76 -> 83 and the CHANGELOG "family 11" entry is extended to
list all twelve indicators.

* fix(td_risk_level tests): check first emission at idx 12, not last bar

TdRiskLevel re-ratchets the sell-risk level on each subsequent setup
completion, so a strictly rising series produces 22.0 at idx 19 (latest
setup) rather than 15.0 (first setup). The test comment already named
idx 12 as the reference; switch the assertion from out[-1] to out[12]
to match the reference computation.

* test(family-11): cover buy-direction branches in TD indicators

Add downtrend tests to TdSequential, TdCombo and TdCountdown so the
buy-side countdown/combo increment branches are exercised; remove an
empty `if buy_countdown == target {}` block in TdSequential whose
behavior is already enforced by the outer strict `<` guard.

Closes codecov/patch gaps reported on PR #48 (10 missed lines across
the three files).
2026-05-25 20:36:36 +02:00

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/* tslint:disable */
/* eslint-disable */
/* prettier-ignore */
/* auto-generated by NAPI-RS */
const { existsSync, readFileSync } = require('fs')
const { join } = require('path')
const { platform, arch } = process
let nativeBinding = null
let localFileExisted = false
let loadError = null
function isMusl() {
// For Node 10
if (!process.report || typeof process.report.getReport !== 'function') {
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const lddPath = require('child_process').execSync('which ldd').toString().trim()
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} catch (e) {
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}
}
switch (platform) {
case 'android':
switch (arch) {
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try {
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nativeBinding = require('wickra-android-arm64')
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} catch (e) {
loadError = e
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break
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break
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switch (arch) {
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break
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break
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} catch (e) {
loadError = e
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break
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break
default:
throw new Error(`Unsupported architecture on macOS: ${arch}`)
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break
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if (arch !== 'x64') {
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localFileExisted = existsSync(join(__dirname, 'wickra.freebsd-x64.node'))
try {
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case 'riscv64':
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localFileExisted = existsSync(
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nativeBinding = require('wickra-linux-riscv64-musl')
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break
default:
throw new Error(`Unsupported OS: ${platform}, architecture: ${arch}`)
}
if (!nativeBinding) {
if (loadError) {
throw loadError
}
throw new Error(`Failed to load native binding`)
}
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, APO, AwesomeOscillatorHistogram, CFO, ZeroLagMACD, ElderImpulse, STC, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
module.exports.EMA = EMA
module.exports.WMA = WMA
module.exports.RSI = RSI
module.exports.DEMA = DEMA
module.exports.TEMA = TEMA
module.exports.HMA = HMA
module.exports.ROC = ROC
module.exports.TRIX = TRIX
module.exports.SMMA = SMMA
module.exports.TRIMA = TRIMA
module.exports.ZLEMA = ZLEMA
module.exports.MOM = MOM
module.exports.CMO = CMO
module.exports.DPO = DPO
module.exports.StdDev = StdDev
module.exports.UlcerIndex = UlcerIndex
module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
module.exports.ZScore = ZScore
module.exports.MACD = MACD
module.exports.BollingerBands = BollingerBands
module.exports.ATR = ATR
module.exports.Stochastic = Stochastic
module.exports.OBV = OBV
module.exports.ADX = ADX
module.exports.ADXR = ADXR
module.exports.CCI = CCI
module.exports.WilliamsR = WilliamsR
module.exports.MFI = MFI
module.exports.PSAR = PSAR
module.exports.Keltner = Keltner
module.exports.Donchian = Donchian
module.exports.VWAP = VWAP
module.exports.RollingVWAP = RollingVWAP
module.exports.AwesomeOscillator = AwesomeOscillator
module.exports.Aroon = Aroon
module.exports.KAMA = KAMA
module.exports.RVI = RVI
module.exports.PGO = PGO
module.exports.KST = KST
module.exports.SMI = SMI
module.exports.LaguerreRSI = LaguerreRSI
module.exports.ConnorsRSI = ConnorsRSI
module.exports.Inertia = Inertia
module.exports.ALMA = ALMA
module.exports.McGinleyDynamic = McGinleyDynamic
module.exports.FRAMA = FRAMA
module.exports.VIDYA = VIDYA
module.exports.JMA = JMA
module.exports.Alligator = Alligator
module.exports.EVWMA = EVWMA
module.exports.APO = APO
module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
module.exports.CFO = CFO
module.exports.ZeroLagMACD = ZeroLagMACD
module.exports.ElderImpulse = ElderImpulse
module.exports.STC = STC
module.exports.T3 = T3
module.exports.TSI = TSI
module.exports.PMO = PMO
module.exports.TII = TII
module.exports.ADL = ADL
module.exports.VolumePriceTrend = VolumePriceTrend
module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
module.exports.ChaikinOscillator = ChaikinOscillator
module.exports.ForceIndex = ForceIndex
module.exports.EaseOfMovement = EaseOfMovement
module.exports.KVO = KVO
module.exports.VolumeOscillator = VolumeOscillator
module.exports.NVI = NVI
module.exports.PVI = PVI
module.exports.WilliamsAD = WilliamsAD
module.exports.AnchoredVWAP = AnchoredVWAP
module.exports.DemandIndex = DemandIndex
module.exports.TSV = TSV
module.exports.VZO = VZO
module.exports.MarketFacilitationIndex = MarketFacilitationIndex
module.exports.SuperTrend = SuperTrend
module.exports.ChandelierExit = ChandelierExit
module.exports.ChandeKrollStop = ChandeKrollStop
module.exports.AtrTrailingStop = AtrTrailingStop
module.exports.HiLoActivator = HiLoActivator
module.exports.VoltyStop = VoltyStop
module.exports.YoyoExit = YoyoExit
module.exports.DonchianStop = DonchianStop
module.exports.PercentageTrailingStop = PercentageTrailingStop
module.exports.StepTrailingStop = StepTrailingStop
module.exports.RenkoTrailingStop = RenkoTrailingStop
module.exports.TypicalPrice = TypicalPrice
module.exports.MedianPrice = MedianPrice
module.exports.WeightedClose = WeightedClose
module.exports.LinearRegression = LinearRegression
module.exports.LinRegSlope = LinRegSlope
module.exports.AcceleratorOscillator = AcceleratorOscillator
module.exports.BalanceOfPower = BalanceOfPower
module.exports.ChoppinessIndex = ChoppinessIndex
module.exports.TrueRange = TrueRange
module.exports.ChaikinVolatility = ChaikinVolatility
module.exports.LinRegAngle = LinRegAngle
module.exports.BollingerBandwidth = BollingerBandwidth
module.exports.PercentB = PercentB
module.exports.NATR = NATR
module.exports.HistoricalVolatility = HistoricalVolatility
module.exports.AroonOscillator = AroonOscillator
module.exports.Vortex = Vortex
module.exports.RWI = RWI
module.exports.WaveTrend = WaveTrend
module.exports.MassIndex = MassIndex
module.exports.StochRSI = StochRSI
module.exports.UltimateOscillator = UltimateOscillator
module.exports.PPO = PPO
module.exports.Coppock = Coppock
module.exports.VWMA = VWMA
module.exports.RVIVolatility = RVIVolatility
module.exports.ParkinsonVolatility = ParkinsonVolatility
module.exports.GarmanKlassVolatility = GarmanKlassVolatility
module.exports.RogersSatchellVolatility = RogersSatchellVolatility
module.exports.YangZhangVolatility = YangZhangVolatility
module.exports.MaEnvelope = MaEnvelope
module.exports.AccelerationBands = AccelerationBands
module.exports.StarcBands = StarcBands
module.exports.AtrBands = AtrBands
module.exports.HurstChannel = HurstChannel
module.exports.LinRegChannel = LinRegChannel
module.exports.StandardErrorBands = StandardErrorBands
module.exports.DoubleBollinger = DoubleBollinger
module.exports.TtmSqueeze = TtmSqueeze
module.exports.FractalChaosBands = FractalChaosBands
module.exports.VwapStdDevBands = VwapStdDevBands
module.exports.ClassicPivots = ClassicPivots
module.exports.FibonacciPivots = FibonacciPivots
module.exports.Camarilla = Camarilla
module.exports.WoodiePivots = WoodiePivots
module.exports.DemarkPivots = DemarkPivots
module.exports.WilliamsFractals = WilliamsFractals
module.exports.ZigZag = ZigZag
module.exports.TDSetup = TDSetup
module.exports.TDSequential = TDSequential
module.exports.TDDeMarker = TDDeMarker
module.exports.TDREI = TDREI
module.exports.TDPressure = TDPressure
module.exports.TDCombo = TDCombo
module.exports.TDCountdown = TDCountdown
module.exports.TDLines = TDLines
module.exports.TDRangeProjection = TDRangeProjection
module.exports.TDDifferential = TDDifferential
module.exports.TDOpen = TDOpen
module.exports.TDRiskLevel = TDRiskLevel
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