kingchencandGitHub
7e1e988596
* feat(family-08): add Classic, Fibonacci, Camarilla, Woodie and DeMark pivots + Williams Fractals + ZigZag
Seven new indicators land the previously empty Pivots & S/R family
(family 08), each implemented in wickra-core with the full Indicator
trait surface (update / reset / warmup_period / is_ready / name),
exposed across Python (PyO3), Node (napi-rs) and WASM (wasm-bindgen)
with the standard streaming + batch APIs, and covered by Rust unit
tests, Python streaming-vs-batch + reference-value tests, Node
streaming-vs-batch tests, the candle-input fuzz target and Rust
microbenchmarks.
- ClassicPivots (7 levels): PP = (H+L+C)/3, three R/S tiers per the
floor-trader formulas.
- FibonacciPivots (7 levels): PP plus R/S spaced by 0.382 / 0.618 /
1.000 of the prior range.
- Camarilla (9 levels): Nick Stott's four-tier `C +/- (H - L) * 1.1 /
{12, 6, 4, 2}` levels.
- WoodiePivots (5 levels): close-weighted PP = (H + L + 2*C) / 4 plus
two R/S tiers.
- DemarkPivots (3 levels): conditional X sum based on the previous
bar's open-vs-close relationship.
- WilliamsFractals: five-bar swing detector emitting optional up/down
fractal prices at the centre of each window.
- ZigZag: percent-threshold swing tracker, non-repainting; emits the
just-completed extreme and direction on confirmed reversals only.
README family table updated to nine families / 78 indicators;
CHANGELOG records the family-08 addition under [Unreleased].
* fix(family-08 tests): unify MULTI dict to 3-tuple (factory, batch_call, k)
The HEAD-side family-08 test parametrised MULTI[name] as
`(factory, batch_call, output_arity)` so that pivots with arity 3/5/7/9
fit the same harness. Main's entries arrived as 2-tuples; convert them
all to the 3-tuple shape so `make, batch_call, k = MULTI[name]` unpacks
cleanly. Lifecycle test now indexes the tuple instead of destructuring.
* test(zig_zag): tighten flat-oscillation test (drop dead counter branch)
The previous version of `small_oscillations_yield_no_swings` counted
emitted swings, but the assertion proves the counter never increments
so codecov flagged `emitted += 1` as uncovered. Switch to a per-bar
`assert!(...is_none())` — same coverage of the no-swing path, no dead
branch.
278 lines
7.1 KiB
Rust
278 lines
7.1 KiB
Rust
//! Built-in indicators. Every indicator implements [`crate::Indicator`].
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//!
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//! Modules are organised internally by category (trend, momentum, volatility,
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//! volume) but every public name is also re-exported flat from this module and
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//! from the crate root for convenience.
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mod acceleration_bands;
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mod accelerator_oscillator;
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mod ad_oscillator;
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mod adl;
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mod adx;
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mod adxr;
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mod alligator;
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mod alma;
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mod anchored_vwap;
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mod apo;
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mod aroon;
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mod aroon_oscillator;
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mod atr;
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mod atr_bands;
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mod atr_trailing_stop;
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mod awesome_oscillator;
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mod awesome_oscillator_histogram;
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mod balance_of_power;
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mod bollinger;
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mod bollinger_bandwidth;
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mod camarilla_pivots;
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mod cci;
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mod cfo;
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mod chaikin_oscillator;
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mod chaikin_volatility;
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mod chande_kroll_stop;
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mod chandelier_exit;
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mod choppiness_index;
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mod classic_pivots;
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mod cmf;
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mod cmo;
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mod connors_rsi;
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mod coppock;
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mod dema;
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mod demand_index;
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mod demark_pivots;
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mod donchian;
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mod donchian_stop;
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mod double_bollinger;
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mod dpo;
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mod ease_of_movement;
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mod elder_impulse;
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mod ema;
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mod evwma;
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mod fibonacci_pivots;
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mod force_index;
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mod fractal_chaos_bands;
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mod frama;
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mod garman_klass;
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mod hilo_activator;
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mod historical_volatility;
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mod hma;
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mod hurst_channel;
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mod inertia;
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mod jma;
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mod kama;
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mod keltner;
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mod kst;
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mod kvo;
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mod laguerre_rsi;
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mod linreg;
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mod linreg_angle;
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mod linreg_channel;
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mod linreg_slope;
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mod ma_envelope;
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mod macd;
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mod market_facilitation_index;
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mod mass_index;
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mod mcginley_dynamic;
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mod median_price;
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mod mfi;
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mod mom;
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mod natr;
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mod nvi;
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mod obv;
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mod parkinson;
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mod percent_b;
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mod percentage_trailing_stop;
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mod pgo;
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mod pmo;
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mod ppo;
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mod psar;
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mod pvi;
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mod renko_trailing_stop;
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mod roc;
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mod rogers_satchell;
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mod rsi;
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mod rvi;
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mod rvi_volatility;
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mod rwi;
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mod sma;
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mod smi;
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mod smma;
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mod standard_error_bands;
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mod starc_bands;
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mod stc;
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mod std_dev;
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mod step_trailing_stop;
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mod stoch_rsi;
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mod stochastic;
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mod super_trend;
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mod t3;
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mod tema;
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mod tii;
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mod trima;
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mod trix;
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mod true_range;
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mod tsi;
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mod tsv;
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mod ttm_squeeze;
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mod typical_price;
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mod ulcer_index;
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mod ultimate_oscillator;
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mod vertical_horizontal_filter;
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mod vidya;
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mod volty_stop;
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mod volume_oscillator;
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mod vortex;
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mod vpt;
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mod vwap;
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mod vwap_stddev_bands;
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mod vwma;
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mod vzo;
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mod wave_trend;
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mod weighted_close;
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mod williams_fractals;
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mod williams_r;
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mod wma;
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mod woodie_pivots;
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mod yang_zhang;
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mod yoyo_exit;
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mod z_score;
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mod zero_lag_macd;
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mod zig_zag;
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mod zlema;
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pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
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pub use accelerator_oscillator::AcceleratorOscillator;
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pub use ad_oscillator::AdOscillator;
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pub use adl::Adl;
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pub use adx::{Adx, AdxOutput};
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pub use adxr::Adxr;
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pub use alligator::{Alligator, AlligatorOutput};
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pub use alma::Alma;
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pub use anchored_vwap::AnchoredVwap;
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pub use apo::Apo;
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pub use aroon::{Aroon, AroonOutput};
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pub use aroon_oscillator::AroonOscillator;
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pub use atr::Atr;
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pub use atr_bands::{AtrBands, AtrBandsOutput};
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pub use atr_trailing_stop::AtrTrailingStop;
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pub use awesome_oscillator::AwesomeOscillator;
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pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
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pub use balance_of_power::BalanceOfPower;
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pub use bollinger::{BollingerBands, BollingerOutput};
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pub use bollinger_bandwidth::BollingerBandwidth;
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pub use camarilla_pivots::{Camarilla, CamarillaPivotsOutput};
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pub use cci::Cci;
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pub use cfo::Cfo;
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pub use chaikin_oscillator::ChaikinOscillator;
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pub use chaikin_volatility::ChaikinVolatility;
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pub use chande_kroll_stop::{ChandeKrollStop, ChandeKrollStopOutput};
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pub use chandelier_exit::{ChandelierExit, ChandelierExitOutput};
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pub use choppiness_index::ChoppinessIndex;
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pub use classic_pivots::{ClassicPivots, ClassicPivotsOutput};
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pub use cmf::ChaikinMoneyFlow;
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pub use cmo::Cmo;
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pub use connors_rsi::ConnorsRsi;
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pub use coppock::Coppock;
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pub use dema::Dema;
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pub use demand_index::DemandIndex;
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pub use demark_pivots::{DemarkPivots, DemarkPivotsOutput};
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pub use donchian::{Donchian, DonchianOutput};
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pub use donchian_stop::{DonchianStop, DonchianStopOutput};
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pub use double_bollinger::{DoubleBollinger, DoubleBollingerOutput};
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pub use dpo::Dpo;
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pub use ease_of_movement::EaseOfMovement;
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pub use elder_impulse::ElderImpulse;
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pub use ema::Ema;
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pub use evwma::Evwma;
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pub use fibonacci_pivots::{FibonacciPivots, FibonacciPivotsOutput};
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pub use force_index::ForceIndex;
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pub use fractal_chaos_bands::{FractalChaosBands, FractalChaosBandsOutput};
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pub use frama::Frama;
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pub use garman_klass::GarmanKlassVolatility;
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pub use hilo_activator::HiLoActivator;
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pub use historical_volatility::HistoricalVolatility;
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pub use hma::Hma;
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pub use hurst_channel::{HurstChannel, HurstChannelOutput};
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pub use inertia::Inertia;
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pub use jma::Jma;
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pub use kama::Kama;
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pub use keltner::{Keltner, KeltnerOutput};
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pub use kst::{Kst, KstOutput};
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pub use kvo::Kvo;
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pub use laguerre_rsi::LaguerreRsi;
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pub use linreg::LinearRegression;
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pub use linreg_angle::LinRegAngle;
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pub use linreg_channel::{LinRegChannel, LinRegChannelOutput};
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pub use linreg_slope::LinRegSlope;
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pub use ma_envelope::{MaEnvelope, MaEnvelopeOutput};
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pub use macd::{MacdIndicator, MacdOutput};
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pub use market_facilitation_index::MarketFacilitationIndex;
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pub use mass_index::MassIndex;
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pub use mcginley_dynamic::McGinleyDynamic;
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pub use median_price::MedianPrice;
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pub use mfi::Mfi;
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pub use mom::Mom;
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pub use natr::Natr;
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pub use nvi::Nvi;
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pub use obv::Obv;
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pub use parkinson::ParkinsonVolatility;
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pub use percent_b::PercentB;
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pub use percentage_trailing_stop::PercentageTrailingStop;
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pub use pgo::Pgo;
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pub use pmo::Pmo;
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pub use ppo::Ppo;
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pub use psar::Psar;
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pub use pvi::Pvi;
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pub use renko_trailing_stop::RenkoTrailingStop;
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pub use roc::Roc;
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pub use rogers_satchell::RogersSatchellVolatility;
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pub use rsi::Rsi;
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pub use rvi::Rvi;
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pub use rvi_volatility::RviVolatility;
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pub use rwi::{Rwi, RwiOutput};
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pub use sma::Sma;
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pub use smi::Smi;
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pub use smma::Smma;
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pub use standard_error_bands::{StandardErrorBands, StandardErrorBandsOutput};
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pub use starc_bands::{StarcBands, StarcBandsOutput};
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pub use stc::Stc;
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pub use std_dev::StdDev;
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pub use step_trailing_stop::StepTrailingStop;
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pub use stoch_rsi::StochRsi;
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pub use stochastic::{Stochastic, StochasticOutput};
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pub use super_trend::{SuperTrend, SuperTrendOutput};
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pub use t3::T3;
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pub use tema::Tema;
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pub use tii::Tii;
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pub use trima::Trima;
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pub use trix::Trix;
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pub use true_range::TrueRange;
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pub use tsi::Tsi;
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pub use tsv::Tsv;
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pub use ttm_squeeze::{TtmSqueeze, TtmSqueezeOutput};
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pub use typical_price::TypicalPrice;
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pub use ulcer_index::UlcerIndex;
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pub use ultimate_oscillator::UltimateOscillator;
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pub use vertical_horizontal_filter::VerticalHorizontalFilter;
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pub use vidya::Vidya;
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pub use volty_stop::VoltyStop;
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pub use volume_oscillator::VolumeOscillator;
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pub use vortex::{Vortex, VortexOutput};
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pub use vpt::VolumePriceTrend;
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pub use vwap::{RollingVwap, Vwap};
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pub use vwap_stddev_bands::{VwapStdDevBands, VwapStdDevBandsOutput};
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pub use vwma::Vwma;
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pub use vzo::Vzo;
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pub use wave_trend::{WaveTrend, WaveTrendOutput};
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pub use weighted_close::WeightedClose;
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pub use williams_fractals::{WilliamsFractals, WilliamsFractalsOutput};
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pub use williams_r::WilliamsR;
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pub use wma::Wma;
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pub use woodie_pivots::{WoodiePivots, WoodiePivotsOutput};
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pub use yang_zhang::YangZhangVolatility;
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pub use yoyo_exit::YoyoExit;
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pub use z_score::ZScore;
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pub use zero_lag_macd::{ZeroLagMacd, ZeroLagMacdOutput};
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pub use zig_zag::{ZigZag, ZigZagOutput};
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pub use zlema::Zlema;
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