kingchenc
53941b7b07
## 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
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 **315 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`.
|