wickra

Files

T

kingchenc d37fbd10f6 feat(frama): add Fractal Adaptive Moving Average

Ehlers' FRAMA adapts its smoothing constant to the fractal dimension of
the recent window: tight tracking in trends, heavy smoothing in chop.
Uses the close-only variant where max/min over each window half drive
the dimension estimate. Period must be even (default 16).

Reference: Ehlers, Fractal Adaptive Moving Average, 2005.

Touchpoints:
- crates/wickra-core: frama.rs + mod.rs + lib.rs re-export
- bindings/python: PyFrama + __init__.py + test_new_indicators +
  test_known_values reference (constant series + uptrend tracking)
- bindings/node: FramaNode (scalar macro) + index.d.ts/index.js +
  indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers Frama(16)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

2026-05-24 12:31:34 +02:00

__init__.py

Wickra 0.1.0: streaming-first technical indicators

2026-05-21 17:50:45 +02:00

conftest.py

Wickra 0.1.0: streaming-first technical indicators

2026-05-21 17:50:45 +02:00

test_input_validation.py

B9: raise ValueError instead of panicking on non-contiguous arrays

2026-05-22 04:14:11 +02:00

test_known_values.py

feat(frama): add Fractal Adaptive Moving Average