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53941b7b0771ed77662abdff7ff24151d9149c8b
wickra/bindings/node/index.js
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kingchenc 53941b7b07 feat: add Market Breadth family with CrossSection input (#153) 
## What

Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...).

## Core

- **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign.
- **`Error::InvalidCrossSection`** variant for the validation failures.
- **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick.
- New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty.

## Bindings

All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`):
- **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`).
- **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags.
- Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated.

## Tests / Fuzz

- Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists.
- Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch.
- New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`.

## Verify

- `cargo fmt --all` clean
- `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean
- `cd bindings/node && npm run build && npm test` → 398 passed
- `maturin develop --release` + `pytest bindings/python/tests` → all passed
- counter check: mod-count 315 == lib-block 315
2026-06-03 04:11:10 +02:00

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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, 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, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha } = 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.McGinleyDynamic = McGinleyDynamic
module.exports.FRAMA = FRAMA
module.exports.SuperSmoother = SuperSmoother
module.exports.FisherTransform = FisherTransform
module.exports.Decycler = Decycler
module.exports.CenterOfGravity = CenterOfGravity
module.exports.CyberneticCycle = CyberneticCycle
module.exports.InstantaneousTrendline = InstantaneousTrendline
module.exports.EhlersStochastic = EhlersStochastic
module.exports.RVIVolatility = RVIVolatility
module.exports.Variance = Variance
module.exports.CoefficientOfVariation = CoefficientOfVariation
module.exports.Skewness = Skewness
module.exports.Kurtosis = Kurtosis
module.exports.StandardError = StandardError
module.exports.DetrendedStdDev = DetrendedStdDev
module.exports.RSquared = RSquared
module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
module.exports.MIDPOINT = MIDPOINT
module.exports.ROCP = ROCP
module.exports.ROCR = ROCR
module.exports.ROCR100 = ROCR100
module.exports.LINEARREG_INTERCEPT = LINEARREG_INTERCEPT
module.exports.TSF = TSF
module.exports.Autocorrelation = Autocorrelation
module.exports.HurstExponent = HurstExponent
module.exports.PearsonCorrelation = PearsonCorrelation
module.exports.Beta = Beta
module.exports.PairwiseBeta = PairwiseBeta
module.exports.SpearmanCorrelation = SpearmanCorrelation
module.exports.PairSpreadZScore = PairSpreadZScore
module.exports.LeadLagCrossCorrelation = LeadLagCrossCorrelation
module.exports.Cointegration = Cointegration
module.exports.RelativeStrengthAB = RelativeStrengthAB
module.exports.MACD = MACD
module.exports.MACDFIX = MACDFIX
module.exports.MACDEXT = MACDEXT
module.exports.BollingerBands = BollingerBands
module.exports.ATR = ATR
module.exports.PLUS_DM = PLUS_DM
module.exports.MINUS_DM = MINUS_DM
module.exports.PLUS_DI = PLUS_DI
module.exports.MINUS_DI = MINUS_DI
module.exports.DX = DX
module.exports.MIDPRICE = MIDPRICE
module.exports.AVGPRICE = AVGPRICE
module.exports.SAREXT = SAREXT
module.exports.HT_PHASOR = HT_PHASOR
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.Inertia = Inertia
module.exports.ConnorsRSI = ConnorsRSI
module.exports.LaguerreRSI = LaguerreRSI
module.exports.SMI = SMI
module.exports.KST = KST
module.exports.PGO = PGO
module.exports.RVI = RVI
module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
module.exports.STC = STC
module.exports.ElderImpulse = ElderImpulse
module.exports.ZeroLagMACD = ZeroLagMACD
module.exports.CFO = CFO
module.exports.APO = APO
module.exports.KAMA = KAMA
module.exports.EVWMA = EVWMA
module.exports.Alligator = Alligator
module.exports.JMA = JMA
module.exports.VIDYA = VIDYA
module.exports.ALMA = ALMA
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.NVI = NVI
module.exports.PVI = PVI
module.exports.VolumeOscillator = VolumeOscillator
module.exports.KVO = KVO
module.exports.WilliamsAD = WilliamsAD
module.exports.AnchoredRSI = AnchoredRSI
module.exports.AnchoredVWAP = AnchoredVWAP
module.exports.DemandIndex = DemandIndex
module.exports.TSV = TSV
module.exports.VZO = VZO
module.exports.MarketFacilitationIndex = MarketFacilitationIndex
module.exports.EaseOfMovement = EaseOfMovement
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.YangZhangVolatility = YangZhangVolatility
module.exports.RogersSatchellVolatility = RogersSatchellVolatility
module.exports.GarmanKlassVolatility = GarmanKlassVolatility
module.exports.ParkinsonVolatility = ParkinsonVolatility
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.WaveTrend = WaveTrend
module.exports.RWI = RWI
module.exports.Vortex = Vortex
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.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
module.exports.InverseFisherTransform = InverseFisherTransform
module.exports.DecyclerOscillator = DecyclerOscillator
module.exports.RoofingFilter = RoofingFilter
module.exports.EmpiricalModeDecomposition = EmpiricalModeDecomposition
module.exports.HT_DCPHASE = HT_DCPHASE
module.exports.HT_TRENDMODE = HT_TRENDMODE
module.exports.HilbertDominantCycle = HilbertDominantCycle
module.exports.AdaptiveCycle = AdaptiveCycle
module.exports.SineWave = SineWave
module.exports.MAMA = MAMA
module.exports.FAMA = FAMA
module.exports.Ichimoku = Ichimoku
module.exports.HeikinAshi = HeikinAshi
module.exports.ValueArea = ValueArea
module.exports.VolumeProfile = VolumeProfile
module.exports.TpoProfile = TpoProfile
module.exports.InitialBalance = InitialBalance
module.exports.OpeningRange = OpeningRange
module.exports.Doji = Doji
module.exports.Hammer = Hammer
module.exports.InvertedHammer = InvertedHammer
module.exports.HangingMan = HangingMan
module.exports.ShootingStar = ShootingStar
module.exports.Engulfing = Engulfing
module.exports.Harami = Harami
module.exports.MorningEveningStar = MorningEveningStar
module.exports.ThreeSoldiersOrCrows = ThreeSoldiersOrCrows
module.exports.PiercingDarkCloud = PiercingDarkCloud
module.exports.Marubozu = Marubozu
module.exports.Tweezer = Tweezer
module.exports.SpinningTop = SpinningTop
module.exports.ThreeInside = ThreeInside
module.exports.ThreeOutside = ThreeOutside
module.exports.TwoCrows = TwoCrows
module.exports.UpsideGapTwoCrows = UpsideGapTwoCrows
module.exports.IdenticalThreeCrows = IdenticalThreeCrows
module.exports.ThreeLineStrike = ThreeLineStrike
module.exports.ThreeStarsInSouth = ThreeStarsInSouth
module.exports.AbandonedBaby = AbandonedBaby
module.exports.AdvanceBlock = AdvanceBlock
module.exports.BeltHold = BeltHold
module.exports.Breakaway = Breakaway
module.exports.Counterattack = Counterattack
module.exports.DojiStar = DojiStar
module.exports.DragonflyDoji = DragonflyDoji
module.exports.GravestoneDoji = GravestoneDoji
module.exports.LongLeggedDoji = LongLeggedDoji
module.exports.RickshawMan = RickshawMan
module.exports.EveningDojiStar = EveningDojiStar
module.exports.MorningDojiStar = MorningDojiStar
module.exports.GapSideBySideWhite = GapSideBySideWhite
module.exports.HighWave = HighWave
module.exports.Hikkake = Hikkake
module.exports.HikkakeModified = HikkakeModified
module.exports.HomingPigeon = HomingPigeon
module.exports.OnNeck = OnNeck
module.exports.InNeck = InNeck
module.exports.Thrusting = Thrusting
module.exports.SeparatingLines = SeparatingLines
module.exports.Kicking = Kicking
module.exports.KickingByLength = KickingByLength
module.exports.LadderBottom = LadderBottom
module.exports.MatHold = MatHold
module.exports.MatchingLow = MatchingLow
module.exports.LongLine = LongLine
module.exports.ShortLine = ShortLine
module.exports.RisingThreeMethods = RisingThreeMethods
module.exports.FallingThreeMethods = FallingThreeMethods
module.exports.UpsideGapThreeMethods = UpsideGapThreeMethods
module.exports.DownsideGapThreeMethods = DownsideGapThreeMethods
module.exports.StalledPattern = StalledPattern
module.exports.StickSandwich = StickSandwich
module.exports.Takuri = Takuri
module.exports.ClosingMarubozu = ClosingMarubozu
module.exports.OpeningMarubozu = OpeningMarubozu
module.exports.TasukiGap = TasukiGap
module.exports.UniqueThreeRiver = UniqueThreeRiver
module.exports.ConcealingBabySwallow = ConcealingBabySwallow
module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
module.exports.Microprice = Microprice
module.exports.QuotedSpread = QuotedSpread
module.exports.DepthSlope = DepthSlope
module.exports.OrderBookImbalanceTopN = OrderBookImbalanceTopN
module.exports.SignedVolume = SignedVolume
module.exports.CumulativeVolumeDelta = CumulativeVolumeDelta
module.exports.TradeImbalance = TradeImbalance
module.exports.EffectiveSpread = EffectiveSpread
module.exports.RealizedSpread = RealizedSpread
module.exports.KylesLambda = KylesLambda
module.exports.Footprint = Footprint
module.exports.FundingRate = FundingRate
module.exports.FundingRateMean = FundingRateMean
module.exports.FundingRateZScore = FundingRateZScore
module.exports.FundingBasis = FundingBasis
module.exports.OpenInterestDelta = OpenInterestDelta
module.exports.OIPriceDivergence = OIPriceDivergence
module.exports.OIWeighted = OIWeighted
module.exports.LongShortRatio = LongShortRatio
module.exports.TakerBuySellRatio = TakerBuySellRatio
module.exports.LiquidationFeatures = LiquidationFeatures
module.exports.TermStructureBasis = TermStructureBasis
module.exports.CalendarSpread = CalendarSpread
module.exports.AdvanceDecline = AdvanceDecline
module.exports.SharpeRatio = SharpeRatio
module.exports.SortinoRatio = SortinoRatio
module.exports.CalmarRatio = CalmarRatio
module.exports.OmegaRatio = OmegaRatio
module.exports.MaxDrawdown = MaxDrawdown
module.exports.AverageDrawdown = AverageDrawdown
module.exports.DrawdownDuration = DrawdownDuration
module.exports.PainIndex = PainIndex
module.exports.ValueAtRisk = ValueAtRisk
module.exports.ConditionalValueAtRisk = ConditionalValueAtRisk
module.exports.ProfitFactor = ProfitFactor
module.exports.GainLossRatio = GainLossRatio
module.exports.RecoveryFactor = RecoveryFactor
module.exports.KellyCriterion = KellyCriterion
module.exports.TreynorRatio = TreynorRatio
module.exports.InformationRatio = InformationRatio
module.exports.RenkoBars = RenkoBars
module.exports.KagiBars = KagiBars
module.exports.PointAndFigureBars = PointAndFigureBars
module.exports.Alpha = Alpha
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