54194a4ff8
* feat(bands-channels): add Family 05 with 11 indicators
Eleven price-envelope overlays organised into a new "Bands & Channels"
family, exposed across all four bindings (Rust core, Python, Node, WASM)
plus fuzz/test/bench/docs coverage:
- MaEnvelope - SMA centerline with fixed-percent envelope (the oldest
band overlay still in regular use).
- AccelerationBands (Price Headley) - momentum-biased bands that widen
with the bar's relative range (H - L) / (H + L).
- StarcBands (Stoller Average Range Channel) - SMA(close) +/- k*ATR;
Keltner's SMA-centerline sibling.
- AtrBands - close-anchored envelope of width k*ATR; the standard
volatility-targeting stop/target band.
- HurstChannel - SMA centerline wrapped by the rolling high-low range
(Brian Millard / Hurst-cycle channel).
- LinRegChannel - rolling OLS endpoint +/- k * population stddev of the
residuals; dispersion about the trend rather than the mean.
- StandardErrorBands - regression line +/- k * OLS standard error
(denominator n - 2) for prediction-interval bands.
- DoubleBollinger (Kathy Lien) - two concentric BB envelopes
(typically +/- 1 sigma and +/- 2 sigma) for the zone-partition setup.
- TtmSqueeze (John Carter) - BB-inside-KC squeeze flag paired with a
detrended-close linear-regression momentum reading.
- FractalChaosBands - Bill Williams 5-bar fractal high/low envelope.
- VwapStdDevBands - cumulative VWAP with volume-weighted population
standard deviation bands.
Each indicator ships:
- Core impl with the full Indicator trait, classic() where applicable,
and unit tests (rejects_zero_period / multiplier, accessors, flat
market, monotonic ordering, batch == streaming, reset, plus
algebraically verifiable reference values).
- Python PyO3 binding with multi-column NumPy batch (PyArray2).
- Node napi binding with #[napi(object)] struct + interleaved flat
batch.
- WASM wasm-bindgen binding via Object/Reflect for update +
Float64Array for batch.
- Fuzz coverage in fuzz_targets/indicator_update{,_candle}.rs.
- Python streaming-vs-batch parametric test + reference test.
- Node streaming-vs-interleaved-batch test + reference test.
- Criterion microbench under crates/wickra/benches/indicators.rs.
README family table, README indicator-count line, and CHANGELOG
Unreleased entry updated: indicator total rises from 71 to 82 across
nine families. Wiki pages are updated in a separate commit in the
wickra.wiki repo.
* test(acceleration-bands): cover sum_hl==0 zero-price guard
Exercises line 104 (`0.0` branch of the `sum_hl == 0.0` guard) which
was the last patch-coverage miss on the family-05 PR. `Candle::new`
accepts a fully-zero bar so the branch is reachable in principle —
add a degenerate-candle unit test to hit it.
424 lines
14 KiB
JavaScript
424 lines
14 KiB
JavaScript
/* tslint:disable */
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/* auto-generated by NAPI-RS */
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const { join } = require('path')
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const { platform, arch } = process
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let nativeBinding = null
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let localFileExisted = false
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let loadError = null
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function isMusl() {
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// For Node 10
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if (!process.report || typeof process.report.getReport !== 'function') {
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try {
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const lddPath = require('child_process').execSync('which ldd').toString().trim()
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return readFileSync(lddPath, 'utf8').includes('musl')
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} catch (e) {
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nativeBinding = require('./wickra.win32-ia32-msvc.node')
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join(__dirname, 'wickra.win32-arm64-msvc.node')
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try {
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} else {
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nativeBinding = require('wickra-win32-arm64-msvc')
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}
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throw new Error(`Unsupported architecture on Windows: ${arch}`)
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}
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break
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case 'darwin':
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localFileExisted = existsSync(join(__dirname, 'wickra.darwin-universal.node'))
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.darwin-universal.node')
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nativeBinding = require('wickra-darwin-universal')
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}
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break
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} catch {}
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switch (arch) {
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case 'x64':
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localFileExisted = existsSync(join(__dirname, 'wickra.darwin-x64.node'))
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nativeBinding = require('./wickra.darwin-x64.node')
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join(__dirname, 'wickra.darwin-arm64.node')
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.darwin-arm64.node')
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} else {
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nativeBinding = require('wickra-darwin-arm64')
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}
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break
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default:
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throw new Error(`Unsupported architecture on macOS: ${arch}`)
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}
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break
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case 'freebsd':
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if (arch !== 'x64') {
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throw new Error(`Unsupported architecture on FreeBSD: ${arch}`)
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}
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localFileExisted = existsSync(join(__dirname, 'wickra.freebsd-x64.node'))
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case 'x64':
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if (isMusl()) {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-x64-musl.node')
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try {
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nativeBinding = require('wickra-linux-x64-musl')
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join(__dirname, 'wickra.linux-x64-gnu.node')
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try {
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nativeBinding = require('./wickra.linux-x64-gnu.node')
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nativeBinding = require('wickra-linux-x64-gnu')
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}
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break
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case 'arm64':
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if (isMusl()) {
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join(__dirname, 'wickra.linux-arm64-musl.node')
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-arm64-gnu.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-arm64-gnu.node')
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nativeBinding = require('wickra-linux-arm64-gnu')
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}
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} catch (e) {
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loadError = e
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}
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}
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break
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case 'arm':
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if (isMusl()) {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-arm-musleabihf.node')
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)
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try {
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join(__dirname, 'wickra.linux-arm-gnueabihf.node')
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-arm-gnueabihf.node')
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nativeBinding = require('wickra-linux-arm-gnueabihf')
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}
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loadError = e
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}
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}
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break
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case 'riscv64':
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if (isMusl()) {
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join(__dirname, 'wickra.linux-riscv64-musl.node')
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break
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case 's390x':
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join(__dirname, 'wickra.linux-s390x-gnu.node')
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)
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try {
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nativeBinding = require('./wickra.linux-s390x-gnu.node')
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} else {
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nativeBinding = require('wickra-linux-s390x-gnu')
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}
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} catch (e) {
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loadError = e
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}
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break
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default:
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throw new Error(`Unsupported architecture on Linux: ${arch}`)
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}
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break
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default:
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throw new Error(`Unsupported OS: ${platform}, architecture: ${arch}`)
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}
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if (!nativeBinding) {
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if (loadError) {
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throw loadError
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}
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throw new Error(`Failed to load native binding`)
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}
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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, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, 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, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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module.exports.EMA = EMA
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module.exports.WMA = WMA
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module.exports.RSI = RSI
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module.exports.DEMA = DEMA
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module.exports.TEMA = TEMA
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module.exports.HMA = HMA
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module.exports.ROC = ROC
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module.exports.TRIX = TRIX
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module.exports.SMMA = SMMA
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module.exports.TRIMA = TRIMA
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module.exports.ZLEMA = ZLEMA
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module.exports.MOM = MOM
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module.exports.CMO = CMO
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module.exports.DPO = DPO
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module.exports.StdDev = StdDev
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module.exports.UlcerIndex = UlcerIndex
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module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
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module.exports.ZScore = ZScore
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module.exports.MACD = MACD
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module.exports.BollingerBands = BollingerBands
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module.exports.ATR = ATR
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module.exports.Stochastic = Stochastic
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module.exports.OBV = OBV
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module.exports.ADX = ADX
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module.exports.CCI = CCI
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module.exports.WilliamsR = WilliamsR
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module.exports.MFI = MFI
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module.exports.PSAR = PSAR
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module.exports.Keltner = Keltner
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module.exports.Donchian = Donchian
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module.exports.VWAP = VWAP
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module.exports.RollingVWAP = RollingVWAP
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module.exports.AwesomeOscillator = AwesomeOscillator
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module.exports.Aroon = Aroon
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module.exports.KAMA = KAMA
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module.exports.RVI = RVI
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module.exports.PGO = PGO
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module.exports.KST = KST
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module.exports.SMI = SMI
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module.exports.LaguerreRSI = LaguerreRSI
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module.exports.ConnorsRSI = ConnorsRSI
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module.exports.Inertia = Inertia
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module.exports.ALMA = ALMA
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module.exports.McGinleyDynamic = McGinleyDynamic
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module.exports.FRAMA = FRAMA
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module.exports.VIDYA = VIDYA
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module.exports.JMA = JMA
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module.exports.Alligator = Alligator
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module.exports.EVWMA = EVWMA
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module.exports.APO = APO
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module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
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module.exports.CFO = CFO
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module.exports.ZeroLagMACD = ZeroLagMACD
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module.exports.ElderImpulse = ElderImpulse
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module.exports.STC = STC
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module.exports.T3 = T3
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module.exports.TSI = TSI
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module.exports.PMO = PMO
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module.exports.ADL = ADL
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module.exports.VolumePriceTrend = VolumePriceTrend
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module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
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module.exports.ChaikinOscillator = ChaikinOscillator
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module.exports.ForceIndex = ForceIndex
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module.exports.EaseOfMovement = EaseOfMovement
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module.exports.SuperTrend = SuperTrend
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module.exports.ChandelierExit = ChandelierExit
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module.exports.ChandeKrollStop = ChandeKrollStop
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module.exports.AtrTrailingStop = AtrTrailingStop
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module.exports.TypicalPrice = TypicalPrice
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module.exports.MedianPrice = MedianPrice
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module.exports.WeightedClose = WeightedClose
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module.exports.LinearRegression = LinearRegression
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module.exports.LinRegSlope = LinRegSlope
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module.exports.AcceleratorOscillator = AcceleratorOscillator
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module.exports.BalanceOfPower = BalanceOfPower
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module.exports.ChoppinessIndex = ChoppinessIndex
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module.exports.TrueRange = TrueRange
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module.exports.ChaikinVolatility = ChaikinVolatility
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module.exports.LinRegAngle = LinRegAngle
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module.exports.BollingerBandwidth = BollingerBandwidth
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module.exports.PercentB = PercentB
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module.exports.NATR = NATR
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module.exports.HistoricalVolatility = HistoricalVolatility
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module.exports.AroonOscillator = AroonOscillator
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module.exports.Vortex = Vortex
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module.exports.MassIndex = MassIndex
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module.exports.StochRSI = StochRSI
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module.exports.UltimateOscillator = UltimateOscillator
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module.exports.PPO = PPO
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module.exports.Coppock = Coppock
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module.exports.VWMA = VWMA
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module.exports.RVIVolatility = RVIVolatility
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module.exports.ParkinsonVolatility = ParkinsonVolatility
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module.exports.GarmanKlassVolatility = GarmanKlassVolatility
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module.exports.RogersSatchellVolatility = RogersSatchellVolatility
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module.exports.YangZhangVolatility = YangZhangVolatility
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module.exports.MaEnvelope = MaEnvelope
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module.exports.AccelerationBands = AccelerationBands
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module.exports.StarcBands = StarcBands
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module.exports.AtrBands = AtrBands
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module.exports.HurstChannel = HurstChannel
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module.exports.LinRegChannel = LinRegChannel
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module.exports.StandardErrorBands = StandardErrorBands
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module.exports.DoubleBollinger = DoubleBollinger
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module.exports.TtmSqueeze = TtmSqueeze
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module.exports.FractalChaosBands = FractalChaosBands
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module.exports.VwapStdDevBands = VwapStdDevBands
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