kingchenc
e385734275
## B15 Microstructure — three new indicators (485 → 488) | Indicator | Input | Output | Notes | |-----------|-------|--------|-------| | `TradeSignAutocorrelation` | `Trade` | `f64` ∈ [-1,1] | lag-1 autocorrelation of the signed aggressor (order-flow persistence) | | `Pin` | `Trade` | `f64` ∈ [0,1] | probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator); `name()` = `"PIN"` | | `HasbrouckInformationShare` | `(f64, f64)` | `f64` ∈ [0,1] | variance-ratio proxy for each venue's share of price discovery | ### Wiring - Core structs + full unit tests (every branch). - Hand-written Python/Node/WASM bindings for the two `Trade`-input indicators (precedent `TradeImbalance`); `node_pair_indicator!` / `wasm_pair_indicator!` macro bindings + hand Python pyclass for the pairwise Hasbrouck (precedent `RollingCorrelation`). - Fuzz drives added to `indicator_update_trade.rs` and `indicator_update_pair.rs`. - Dedicated Python + Node streaming-vs-batch and reference tests; Hasbrouck in the `PAIR` registry. - README counter (3 spots) + `docs/README.md` + `FAMILIES` assert bumped to 488. ### Verify (all green, local) - `cargo test -p wickra-core --lib`: 3991 passed - `cargo test -p wickra-core --doc`: 438 passed - `cargo clippy --workspace --all-targets --all-features -- -D warnings`: clean - node: 561 passed · pytest: 926 passed
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32 lines
1.5 KiB
Markdown
# Documentation
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Wickra's full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**.
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That includes:
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- **Quickstarts** for [Rust](https://docs.wickra.org/Quickstart-Rust),
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[Python](https://docs.wickra.org/Quickstart-Python),
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[Node](https://docs.wickra.org/Quickstart-Node), and
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[WASM](https://docs.wickra.org/Quickstart-WASM).
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- A per-indicator deep dive for every one of the **488 indicators** across
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the sixteen families (Moving Averages, Momentum Oscillators, Trend &
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Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
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Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots &
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S/R, DeMark, Ichimoku & Charts, Candlestick Patterns, Market Profile,
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Risk / Performance) — see the
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[indicators overview](https://docs.wickra.org/Indicators-Overview).
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- **Reference pages**: [warmup periods](https://docs.wickra.org/Warmup-Periods),
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[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
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[indicator chaining](https://docs.wickra.org/Indicator-Chaining), and the
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[data layer](https://docs.wickra.org/Data-Layer).
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- **Guides**: [Cookbook](https://docs.wickra.org/Cookbook),
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[TA-Lib migration](https://docs.wickra.org/TA-Lib-Migration),
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[FAQ](https://docs.wickra.org/FAQ).
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## Editing the docs
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The documentation site is a separate git repository at
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`https://github.com/wickra-lib/wickra-docs`. Open a pull request there to
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propose changes; the site is built with VitePress and deploys to
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`docs.wickra.org`.
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