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wickra/bindings/node/index.js
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kingchenc 24e723fa7d feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40) 
* feat(rvi): add Relative Vigor Index

Dorsey's RVI = SMA(close - open, period) / SMA(high - low, period) over
a rolling window of period candles. Candle input, single parameter
period (default 10). Positive on average-bullish windows, negative on
average-bearish. Holds the previous value if the entire window has
zero range (denominator undefined).

Reference: Donald Dorsey, also pandas-ta rvi.

Touchpoints: rvi.rs + mod.rs + lib.rs re-export, PyRvi + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values reference,
RviNode (4-column OHLC batch) + index.d.ts/index.js + indicators.test
.js factory + reference, WasmRvi + make_candle_ohlc helper, candle-fuzz
target + criterion bench, README + CHANGELOG.

* feat(pgo): add Pretty Good Oscillator

Mark Johnson's PGO = (close - SMA(close, period)) / EMA(TR, period).
Counts roughly how many ATR-equivalents the close sits from its
period-bar mean. Candle input, single parameter period (default 14).
Johnson's heuristic uses +3/-3 crossings as entry signals.

Touchpoints: pgo.rs + mod.rs + lib.rs re-export, PyPgo + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values flat-close
reference, PgoNode (h/l/c) + index.d.ts/index.js + indicators.test.js
factory + reference, WasmPgo, candle-fuzz target + bench, README +
CHANGELOG.

* feat(kst): add Know Sure Thing (Pring)

Pring's long-horizon momentum oscillator: weighted sum of four
SMA-smoothed ROC series with fixed weights 1, 2, 3, 4, plus an SMA
signal line. Nine parameters (four ROC periods, four SMA periods, one
signal period); classic() applies Pring's recommended defaults.
Multi-output indicator emitting KstOutput { kst, signal }.

Touchpoints: kst.rs + mod.rs + lib.rs re-export, PyKst + __init__.py
+ test_new_indicators MULTI + test_known_values flat-input reference,
KstNode + KstValue + index.d.ts/index.js + indicators.test.js multi
factory + reference, WasmKst (manual JsValue object), scalar-fuzz
target (handled outside the f64-output drive helper), README +
CHANGELOG.

* feat(smi): add Stochastic Momentum Index (Blau)

Blau's doubly-EMA-smoothed bounded oscillator: measures the close's
displacement from the centre of the recent high-low range, scaled by
the smoothed range. Candle input, three parameters (period, d_period,
d2_period) with defaults 5 / 3 / 3.

Internally feeds both the displacement-EMA stack and the range-EMA
stack on every candle so they warm up in parallel (gating either
behind the other starves the second by one input).

Touchpoints: smi.rs + mod.rs + lib.rs re-export, PySmi + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values flat-input
reference, SmiNode + index.d.ts/index.js + indicators.test.js factory
+ reference, WasmSmi, candle-fuzz target, README + CHANGELOG.

* feat(laguerre-rsi): add Ehlers Laguerre RSI

Four-stage Laguerre polynomial filter wrapped in an RSI-style up/down
accumulator. Single gamma in [0, 1] (default 0.5) trades lag for
smoothness. State is seeded by setting all four L_i to the first input
so a constant series stays at the neutral 50. Output clamped to
[0, 100] to absorb floating-point rounding.

Reference: Ehlers, Time Warp - Without Space Travel, 2002.

Touchpoints: laguerre_rsi.rs + mod.rs + lib.rs re-export, PyLaguerreRsi
+ __init__.py + test_new_indicators SCALAR + test_known_values neutral
reference, LaguerreRsiNode + index.d.ts/index.js + indicators.test.js
factory + reference, WasmLaguerreRsi via scalar macro, scalar-fuzz
target, README + CHANGELOG.

* feat(connors-rsi): add Connors RSI (CRSI)

Larry Connors' 3-component aggregate: RSI(close), RSI(streak), and
PercentRank of the 1-period return over the last period_rank returns.
Each component is bounded in [0, 100] so the aggregate is too.
Three parameters (period_rsi, period_streak, period_rank) with
defaults 3 / 2 / 100. Streak tracks consecutive up/down runs (resets
to 0 on unchanged close).

Touchpoints: connors_rsi.rs + mod.rs + lib.rs re-export, PyConnorsRsi
+ __init__.py + test_new_indicators SCALAR + test_known_values bounded
reference, ConnorsRsiNode + index.d.ts/index.js + indicators.test.js
factory + reference, WasmConnorsRsi via scalar macro, scalar-fuzz
target, README + CHANGELOG.

* feat(inertia): add Dorsey Inertia (RVI + LinReg)

Donald Dorsey's Inertia — a LinearRegression smoothing of the RVI
series. Endpoint of an n-bar least-squares fit of RVI is the indicator
reading. Preserves trend direction while damping the ratio. Candle
input, two parameters (rvi_period, linreg_period) with defaults 14 / 20.

Touchpoints: inertia.rs + mod.rs + lib.rs re-export, PyInertia +
__init__.py + test_new_indicators CANDLE_SCALAR + test_known_values
constant reference, InertiaNode (4-column OHLC batch) + index.d.ts /
index.js + indicators.test.js factory + reference, WasmInertia,
candle-fuzz target, README + CHANGELOG.

* test(kst): Move KST out of MULTI dict (it is scalar-input)

KST sits in the MULTI dict (candle-input, multi-output) but its
update() takes a single f64, not a candle tuple. The shared streaming
loop in test_multi_streaming_matches_batch fed the OHLCV tuple in,
which crashed with `TypeError: argument 'value': must be real number,
not tuple` on every Python matrix entry.

Split into a new MULTI_SCALAR_INPUT dict with its own test function
that feeds the close-price stream as floats. KST is currently the
only such indicator; structure is ready for future scalar-input
multi-output additions (e.g. some MACD-shaped indicators).

* test(coverage): Cover SMI zero-range and ConnorsRsi zero-prev cold paths

codecov/patch on PR 40 flagged two uncovered defensive branches:
- SMI returns self.current early when the smoothed range collapses to
  zero (`r2 <= 0.0`) so the formula stays defined. Exercised by feeding
  bars where high == low.
- ConnorsRsi skips the ROC ring-buffer update when the previous price
  is exactly zero so the divide-by-zero in `(input - prev) / prev` is
  impossible. Exercised by seeding the first bar at 0.0.
2026-05-25 15:28:56 +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, 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, 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 } = 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.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.T3 = T3
module.exports.TSI = TSI
module.exports.PMO = PMO
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.SuperTrend = SuperTrend
module.exports.ChandelierExit = ChandelierExit
module.exports.ChandeKrollStop = ChandeKrollStop
module.exports.AtrTrailingStop = AtrTrailingStop
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.MassIndex = MassIndex
module.exports.StochRSI = StochRSI
module.exports.UltimateOscillator = UltimateOscillator
module.exports.PPO = PPO
module.exports.Coppock = Coppock
module.exports.VWMA = VWMA
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