kingchencandGitHub 8e5bfd07ce feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127) ...

* feat(derivatives): OIPriceDivergence indicator (core)

* feat(derivatives): OIWeighted indicator (core)

* feat(derivatives): LongShortRatio indicator (core)

* feat(derivatives): TakerBuySellRatio indicator (core)

* feat(derivatives): LiquidationFeatures multi-output indicator (core)

* feat(derivatives): Python, Node and WASM bindings for OI, flow & liquidation indicators

* test(derivatives): Python and Node tests for OI, flow & liquidation indicators

* fuzz(derivatives): drive OI, flow & liquidation indicators in derivatives target

* docs(derivatives): README row + counter 237->242, CHANGELOG part 2

2026-06-01 21:50:35 +02:00

..

acceleration_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

accelerator_oscillator.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

ad_oscillator.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

adaptive_cycle.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

adl.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

adx.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

adxr.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

alligator.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

alma.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

alpha.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

anchored_vwap.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

apo.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

aroon_oscillator.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

aroon.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

atr_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

atr_trailing_stop.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

atr.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

autocorrelation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

average_drawdown.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

awesome_oscillator_histogram.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

awesome_oscillator.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

balance_of_power.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

beta.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

bollinger_bandwidth.rs

test(bollinger_bandwidth): cover accessors, zero-middle branch, kill dead arm

2026-05-23 23:22:54 +02:00

bollinger.rs

style(bollinger): wrap naive helper assert to satisfy rustfmt

2026-05-23 23:44:16 +02:00

calmar_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

camarilla_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

cci.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

center_of_gravity.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

cfo.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

chaikin_oscillator.rs

test: 100% coverage for rsi + accelerator_oscillator + aroon + atr_trailing_stop + chaikin_oscillator (#28)

2026-05-24 00:47:53 +02:00

chaikin_volatility.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

chande_kroll_stop.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

chandelier_exit.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

choppiness_index.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

classic_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

cmf.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

cmo.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

coefficient_of_variation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

cointegration.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

conditional_value_at_risk.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

connors_rsi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

coppock.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

cvd.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

cybernetic_cycle.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

decycler_oscillator.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

decycler.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

dema.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

demand_index.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

demark_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

depth_slope.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

detrended_std_dev.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

doji.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

donchian_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

donchian.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

double_bollinger.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

dpo.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

drawdown_duration.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

ease_of_movement.rs

test: 100% coverage for cmo + dema + donchian + dpo + ease_of_movement (#23)

2026-05-24 00:47:01 +02:00

effective_spread.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

ehlers_stochastic.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

elder_impulse.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

ema.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

empirical_mode_decomposition.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

engulfing.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

evwma.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

fama.rs

test(family-10): cover cold paths flagged by codecov (#57)

2026-05-25 22:32:00 +02:00

fibonacci_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

fisher_transform.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

footprint.rs

feat: footprint microstructure indicator (part 4 of 4) (#123)

2026-06-01 20:00:58 +02:00

force_index.rs

test: 100% coverage for chaikin_volatility + chande_kroll_stop + chandelier_exit + choppiness_index + force_index (#29)

2026-05-24 00:47:56 +02:00

fractal_chaos_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

frama.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

funding_basis.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

funding_rate_mean.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

funding_rate_zscore.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

funding_rate.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

gain_loss_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

garman_klass.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

hammer.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

hanging_man.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

harami.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

heikin_ashi.rs

feat(family-13): add Ichimoku + Heikin-Ashi (#50)

2026-05-25 23:02:29 +02:00

hilbert_dominant_cycle.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

hilo_activator.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

historical_volatility.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

hma.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

hurst_channel.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

hurst_exponent.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

ichimoku.rs

feat(family-13): add Ichimoku + Heikin-Ashi (#50)

2026-05-25 23:02:29 +02:00

inertia.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

information_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

initial_balance.rs

feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

2026-05-26 00:14:30 +02:00

instantaneous_trendline.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

inverse_fisher_transform.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

inverted_hammer.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

jma.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

kama.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

kelly_criterion.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

keltner.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

kst.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

kurtosis.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

kvo.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

kyles_lambda.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

laguerre_rsi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

lead_lag_cross_correlation.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

linreg_angle.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

linreg_channel.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

linreg_slope.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

linreg.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

liquidation_features.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

long_short_ratio.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

ma_envelope.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

macd.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

mama.rs

docs: fix unresolved and private intra-doc links (#78)

2026-05-30 18:46:49 +02:00

market_facilitation_index.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

marubozu.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

mass_index.rs

test: 100% coverage for ema + historical_volatility + kama + linreg_angle + mass_index (#24)

2026-05-24 00:48:35 +02:00

max_drawdown.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

mcginley_dynamic.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

median_absolute_deviation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

median_price.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

mfi.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

microprice.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

mod.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

mom.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

morning_evening_star.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

natr.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

nvi.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

ob_imbalance_full.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

ob_imbalance_top1.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

ob_imbalance_topn.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

obv.rs

test: 100% coverage for mfi + psar + cmf + hma + obv (#27)

2026-05-24 00:47:50 +02:00

oi_delta.rs

feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)

2026-06-01 21:26:37 +02:00

oi_price_divergence.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

oi_weighted.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

omega_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

opening_range.rs

feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

2026-05-26 00:14:30 +02:00

pain_index.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

pair_spread_zscore.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

pairwise_beta.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

parkinson.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

pearson_correlation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

percent_b.rs

test(percent_b): cover accessors, kill dead arm, fix flaky middle test

2026-05-23 23:25:35 +02:00

percentage_trailing_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

pgo.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

piercing_dark_cloud.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

pmo.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

ppo.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

profit_factor.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

psar.rs

test(psar): drop violation-tuple cold path in trend tests (99.03 -> 100) (#33)

2026-05-24 01:31:20 +02:00

pvi.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

quoted_spread.rs

feat: order-book microstructure indicators (part 1 of 4) (#112)

2026-06-01 16:06:22 +02:00

r_squared.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

realized_spread.rs

feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

2026-06-01 19:45:38 +02:00

recovery_factor.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

relative_strength_ab.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

renko_trailing_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

roc.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

rogers_satchell.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

roofing_filter.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

rsi.rs

test(cold-paths): cover 3 lines in mama/rsi/sine_wave (#58)

2026-05-26 21:08:50 +02:00

rvi_volatility.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

rvi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

rwi.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

sharpe_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

shooting_star.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

signed_volume.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

sine_wave.rs

test(cold-paths): cover 3 lines in mama/rsi/sine_wave (#58)

2026-05-26 21:08:50 +02:00

skewness.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

sma.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

smi.rs

feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)

2026-05-25 15:28:56 +02:00

smma.rs

test(smma): cover period/value accessors + warmup/name metadata

2026-05-23 23:40:34 +02:00

sortino_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

spearman_correlation.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

spinning_top.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

standard_error_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

standard_error.rs

docs: fix unresolved and private intra-doc links (#78)

2026-05-30 18:46:49 +02:00

starc_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

stc.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

std_dev.rs

test(std_dev): cover period/value accessors + warmup/name metadata

2026-05-23 23:41:24 +02:00

step_trailing_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

stoch_rsi.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

stochastic.rs

test(stochastic): cover classic/periods/metadata + naive_k flat branch

2026-05-23 23:39:32 +02:00

super_smoother.rs

feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

2026-05-25 22:14:27 +02:00

super_trend.rs

test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)

2026-05-24 00:47:59 +02:00

t3.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

taker_buy_sell_ratio.rs

feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)

2026-06-01 21:50:35 +02:00

td_combo.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_countdown.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_demarker.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_differential.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_lines.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_open.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_pressure.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_range_projection.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_rei.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_risk_level.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_sequential.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

td_setup.rs

feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)

2026-05-25 20:36:36 +02:00

tema.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

three_inside.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

three_outside.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

three_soldiers_or_crows.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

tii.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

trade_imbalance.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

treynor_ratio.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

trima.rs

test: 100% coverage for mom + sma + stoch_rsi + tema + trima (#25)

2026-05-24 00:47:43 +02:00

trix.rs

test: 100% coverage for t3 + adx + natr + trix + coppock (#20)

2026-05-24 00:46:20 +02:00

true_range.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

tsi.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

tsv.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

ttm_squeeze.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

tweezer.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

typical_price.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

ulcer_index.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

ultimate_oscillator.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

value_area.rs

feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

2026-05-26 00:14:30 +02:00

value_at_risk.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

variance.rs

feat(family-12): add 13 Statistik/Regression indicators (#51)

2026-05-25 23:42:05 +02:00

vertical_horizontal_filter.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

vidya.rs

feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

2026-05-25 15:01:14 +02:00

volty_stop.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

volume_oscillator.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

vortex.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

vpt.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

vwap_stddev_bands.rs

feat: Family 05 Bands & Channels - 11 new price-envelope indicators (#43)

2026-05-25 18:37:12 +02:00

vwap.rs

test(vwap): cover Vwap value()/zero-volume/metadata + RollingVwap getters

2026-05-23 23:27:15 +02:00

vwma.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00

vzo.rs

feat: Family 07 Volume - 6 new volume-flow indicators (#45)

2026-05-25 19:15:22 +02:00

wave_trend.rs

feat: Family 06 Trend-Strength - 5 new directional/random-walk indicators (#44)

2026-05-25 19:00:13 +02:00

weighted_close.rs

test: 100% coverage for balance_of_power + median_price + true_range + typical_price + weighted_close (#32)

2026-05-24 00:48:37 +02:00

williams_fractals.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

williams_r.rs

test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)

2026-05-24 00:46:56 +02:00

wma.rs

test: 100% coverage for wma + aroon_oscillator + atr + awesome_oscillator + cci (#22)

2026-05-24 00:46:59 +02:00

woodie_pivots.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

yang_zhang.rs

feat: Family 04 Volatility — RVI / Parkinson / Garman-Klass / Rogers-Satchell / Yang-Zhang (#42)

2026-05-25 18:18:20 +02:00

yoyo_exit.rs

feat(family-09): add 7 trailing stops (HiLo, Volty, Yo-Yo, Donchian, Pct, Step, Renko) (#46)

2026-05-25 19:36:14 +02:00

z_score.rs

test: 100% coverage for vertical_horizontal_filter + z_score + vpt + csv + adl (#31)

2026-05-24 00:48:02 +02:00

zero_lag_macd.rs

feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)

2026-05-25 17:26:46 +02:00

zig_zag.rs

feat(family-08): Pivots & Support/Resistance (7 indicators) (#47)

2026-05-25 20:06:46 +02:00

zlema.rs

test: 100% coverage for tsi + ultimate_oscillator + vortex + vwma + zlema (#26)

2026-05-24 00:47:46 +02:00