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wickra/bindings/node/index.js
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kingchenc 05fcdd9a5e feat(family-12): add 13 Statistik/Regression indicators (#51) 
* feat(family-12): add 13 Statistik/Regression indicators

Brings the Price Statistics family to 20 indicators (7 → 20) and the
total catalogue to 84 (71 → 84). Every indicator ships in the Rust
core plus Python, Node, and WASM bindings with full streaming ↔ batch
parity, fuzz coverage, and benches.

Scalar (f64 → f64):
- Variance, CoefficientOfVariation: rolling population variance and
  its dimensionless ratio with the mean. O(1) updates.
- Skewness, Kurtosis: rolling Pearson skewness and excess kurtosis,
  derived from running sums of x, x², x³, x⁴ via the binomial
  identities — also O(1) per bar.
- StandardError, DetrendedStdDev: standard error of estimate (n − 2)
  and population StdDev (n) of OLS residuals, sharing the LinReg
  O(1) sliding sums.
- RSquared: coefficient of determination of the rolling OLS fit; the
  trend-quality filter, clamped to [0, 1].
- MedianAbsoluteDeviation: robust dispersion estimator; O(period log
  period) per emission via two in-place sorts of a reusable scratch
  buffer.
- Autocorrelation(period, lag): rolling lag-k Pearson autocorrelation.
- HurstExponent(period, chunks): R/S-analysis trend-persistence
  estimator clamped to [0, 1].

Pair indicators (Input = (f64, f64)):
- PearsonCorrelation: rolling cross-series Pearson, O(1).
- Beta: rolling OLS slope of asset vs. benchmark (CAPM).
- SpearmanCorrelation: rolling rank correlation with mid-rank tie
  handling; O(period log period).

Touchpoints:
- crates/wickra-core: 13 new indicator modules + mod.rs / lib.rs
  re-exports.
- bindings/python: pyclasses + add_class registration + __init__.py
  import & __all__ updates. The pair indicators expose
  update(x, y) and batch(x, y) over two equally-sized numpy arrays.
- bindings/node: scalar indicators via node_scalar_indicator! macro;
  pair indicators via new node_pair_indicator! macro; explicit
  structs for Autocorrelation and HurstExponent (two-arg ctors).
  index.js extended with the new exports.
- bindings/wasm: scalar wrappers via wasm_scalar_indicator!; pair
  wrappers via new wasm_pair_indicator! macro.
- fuzz: every scalar drove through the generic helper; pair
  indicators stress-tested by pairing adjacent samples of the fuzz
  input.
- Python tests (test_new_indicators.py): added to SCALAR
  parametrisation, plus algebraic reference values
  (variance of [2,4,6] = 8/3, MAD ignoring outlier = 0, monotone
  non-linear Spearman = 1, two-to-one Beta = 2, etc.) and a
  streaming-vs-batch test for the pair indicators.
- Node tests (indicators.test.js): extended the scalar factories
  map and added a pair-indicator section with the same algebraic
  reference values.
- crates/wickra/benches: bench_scalar entries for all 10 single-
  input new indicators.
- README: counter 71 → 84; Price Statistics family-table row
  expanded with the 13 new indicators.
- CHANGELOG: Unreleased section documents the family addition.

Wiki drafts (ghost-ignored, manual sync to wickra.wiki at release
time): indicator-ideas/families/wiki/family-12-statistik-regression/
contains 13 deep-dive pages plus _Sidebar / Indicators-Overview /
Warmup-Periods / Home fragments for the curator merge.

cargo check --workspace --all-features: clean.

* fix(family-12): remove unreachable defensive guards in hurst_exponent

The three guards (m < 2 continue, end > buf.len() break, denom == 0.0
return) are by-construction unreachable given the constructor invariant
period >= 2 * chunks: m = period / k for k in 1..=chunks always
satisfies m >= 2 and end = (c+1) * m <= k * m <= period = buf.len(),
and m_1 = period and m_2 = period / 2 are always distinct so the slope
denominator is strictly positive. Removing them brings codecov/patch
back to 100%.
2026-05-25 23:42:05 +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, ADXR, 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, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, SuperSmoother, FisherTransform, InverseFisherTransform, Decycler, DecyclerOscillator, RoofingFilter, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, SpearmanCorrelation } = 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.ADXR = ADXR
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.APO = APO
module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
module.exports.CFO = CFO
module.exports.ZeroLagMACD = ZeroLagMACD
module.exports.ElderImpulse = ElderImpulse
module.exports.STC = STC
module.exports.T3 = T3
module.exports.TSI = TSI
module.exports.PMO = PMO
module.exports.TII = TII
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.KVO = KVO
module.exports.VolumeOscillator = VolumeOscillator
module.exports.NVI = NVI
module.exports.PVI = PVI
module.exports.WilliamsAD = WilliamsAD
module.exports.AnchoredVWAP = AnchoredVWAP
module.exports.DemandIndex = DemandIndex
module.exports.TSV = TSV
module.exports.VZO = VZO
module.exports.MarketFacilitationIndex = MarketFacilitationIndex
module.exports.SuperTrend = SuperTrend
module.exports.ChandelierExit = ChandelierExit
module.exports.ChandeKrollStop = ChandeKrollStop
module.exports.AtrTrailingStop = AtrTrailingStop
module.exports.HiLoActivator = HiLoActivator
module.exports.VoltyStop = VoltyStop
module.exports.YoyoExit = YoyoExit
module.exports.DonchianStop = DonchianStop
module.exports.PercentageTrailingStop = PercentageTrailingStop
module.exports.StepTrailingStop = StepTrailingStop
module.exports.RenkoTrailingStop = RenkoTrailingStop
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.RWI = RWI
module.exports.WaveTrend = WaveTrend
module.exports.MassIndex = MassIndex
module.exports.StochRSI = StochRSI
module.exports.UltimateOscillator = UltimateOscillator
module.exports.PPO = PPO
module.exports.Coppock = Coppock
module.exports.VWMA = VWMA
module.exports.RVIVolatility = RVIVolatility
module.exports.ParkinsonVolatility = ParkinsonVolatility
module.exports.GarmanKlassVolatility = GarmanKlassVolatility
module.exports.RogersSatchellVolatility = RogersSatchellVolatility
module.exports.YangZhangVolatility = YangZhangVolatility
module.exports.MaEnvelope = MaEnvelope
module.exports.AccelerationBands = AccelerationBands
module.exports.StarcBands = StarcBands
module.exports.AtrBands = AtrBands
module.exports.HurstChannel = HurstChannel
module.exports.LinRegChannel = LinRegChannel
module.exports.StandardErrorBands = StandardErrorBands
module.exports.DoubleBollinger = DoubleBollinger
module.exports.TtmSqueeze = TtmSqueeze
module.exports.FractalChaosBands = FractalChaosBands
module.exports.VwapStdDevBands = VwapStdDevBands
module.exports.ClassicPivots = ClassicPivots
module.exports.FibonacciPivots = FibonacciPivots
module.exports.Camarilla = Camarilla
module.exports.WoodiePivots = WoodiePivots
module.exports.DemarkPivots = DemarkPivots
module.exports.WilliamsFractals = WilliamsFractals
module.exports.ZigZag = ZigZag
module.exports.TDSetup = TDSetup
module.exports.TDSequential = TDSequential
module.exports.TDDeMarker = TDDeMarker
module.exports.TDREI = TDREI
module.exports.TDPressure = TDPressure
module.exports.TDCombo = TDCombo
module.exports.TDCountdown = TDCountdown
module.exports.TDLines = TDLines
module.exports.TDRangeProjection = TDRangeProjection
module.exports.TDDifferential = TDDifferential
module.exports.TDOpen = TDOpen
module.exports.TDRiskLevel = TDRiskLevel
module.exports.SuperSmoother = SuperSmoother
module.exports.FisherTransform = FisherTransform
module.exports.InverseFisherTransform = InverseFisherTransform
module.exports.Decycler = Decycler
module.exports.DecyclerOscillator = DecyclerOscillator
module.exports.RoofingFilter = RoofingFilter
module.exports.CenterOfGravity = CenterOfGravity
module.exports.CyberneticCycle = CyberneticCycle
module.exports.InstantaneousTrendline = InstantaneousTrendline
module.exports.EhlersStochastic = EhlersStochastic
module.exports.EmpiricalModeDecomposition = EmpiricalModeDecomposition
module.exports.HilbertDominantCycle = HilbertDominantCycle
module.exports.AdaptiveCycle = AdaptiveCycle
module.exports.SineWave = SineWave
module.exports.MAMA = MAMA
module.exports.FAMA = FAMA
module.exports.Ichimoku = Ichimoku
module.exports.HeikinAshi = HeikinAshi
module.exports.Variance = Variance
module.exports.CoefficientOfVariation = CoefficientOfVariation
module.exports.Skewness = Skewness
module.exports.Kurtosis = Kurtosis
module.exports.StandardError = StandardError
module.exports.DetrendedStdDev = DetrendedStdDev
module.exports.RSquared = RSquared
module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
module.exports.Autocorrelation = Autocorrelation
module.exports.HurstExponent = HurstExponent
module.exports.PearsonCorrelation = PearsonCorrelation
module.exports.Beta = Beta
module.exports.SpearmanCorrelation = SpearmanCorrelation
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