kingchenc
2d0ee926c5
- Rust core: typical_price.rs ((H+L+C)/3), median_price.rs ((H+L)/2), weighted_close.rs ((H+L+2C)/4) — stateless per-bar OHLC transforms — and linreg.rs (LinearRegression — endpoint of a rolling ordinary-least-squares fit) and linreg_slope.rs (LinRegSlope — slope of that fit). Each with a full Indicator impl, runnable doctest and reference / property / warmup / reset / batch==streaming tests. - Python: PyTypicalPrice / PyMedianPrice / PyWeightedClose / PyLinearRegression / PyLinRegSlope PyO3 classes + module registration + .pyi stubs. - Node: explicit TypicalPriceNode / MedianPriceNode / WeightedCloseNode / LinearRegressionNode / LinRegSlopeNode; index.d.ts and index.js updated. - WASM: explicit WasmTypicalPrice / WasmMedianPrice / WasmWeightedClose; WasmLinearRegression / WasmLinRegSlope via the scalar macro. - Wiki: a new indicators/statistics/ folder with five Indicator-*.md pages, a new "Statistics" family in Indicators-Overview.md and Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests, 25 data tests and 66 doctests green.
137 lines
3.2 KiB
Markdown
137 lines
3.2 KiB
Markdown
# MedianPrice
|
|
|
|
> Median Price — the bar's `(high + low) / 2`, the midpoint of its range.
|
|
|
|
## Quick reference
|
|
|
|
| Field | Value |
|
|
|-------|-------|
|
|
| Family | Statistics |
|
|
| Sub-category | Price transforms |
|
|
| Input type | `Candle` (uses `high`, `low`) |
|
|
| Output type | `f64` |
|
|
| Output range | unbounded (price scale) |
|
|
| Default parameters | none (no parameters) |
|
|
| Warmup period | `1` |
|
|
| Interpretation | The midpoint of the bar's range, ignoring open and close. |
|
|
|
|
## Formula
|
|
|
|
```
|
|
MedianPrice = (high + low) / 2
|
|
```
|
|
|
|
The median price is the centre of the bar's range — it discards where the bar
|
|
opened and closed entirely. It is the price series Bill Williams'
|
|
[`AwesomeOscillator`](../momentum/Indicator-AwesomeOscillator.md) is built on,
|
|
and a useful close substitute when the close is noisy relative to the range.
|
|
|
|
## Parameters
|
|
|
|
`MedianPrice` takes **no parameters** — `MedianPrice::new()` in Rust,
|
|
`wickra.MedianPrice()` in Python, `new ta.MedianPrice()` in Node.
|
|
|
|
## Inputs / Outputs
|
|
|
|
From `crates/wickra-core/src/indicators/median_price.rs`:
|
|
|
|
```rust
|
|
impl Indicator for MedianPrice {
|
|
type Input = Candle;
|
|
type Output = f64;
|
|
// update(&mut self, input: Candle) -> Option<f64>
|
|
}
|
|
```
|
|
|
|
`MedianPrice` is a **candle-input** indicator that reads `high` and `low`. In
|
|
Python the streaming `update` accepts a 6-tuple or a dict; the batch helper
|
|
takes `high`, `low` numpy arrays. Node and WASM expose `update(high, low)` and
|
|
the matching `batch`.
|
|
|
|
## Warmup
|
|
|
|
`MedianPrice::new().warmup_period() == 1`. It is a stateless per-bar transform
|
|
— it emits a value from the very first candle.
|
|
|
|
## Edge cases
|
|
|
|
- **No warmup.** Every candle produces a value immediately.
|
|
- **Reset.** `mp.reset()` only clears the `is_ready` flag; there is no
|
|
rolling state to discard.
|
|
|
|
## Examples
|
|
|
|
### Rust
|
|
|
|
```rust
|
|
use wickra::{Candle, Indicator, MedianPrice};
|
|
|
|
fn main() -> Result<(), Box<dyn std::error::Error>> {
|
|
let mut mp = MedianPrice::new();
|
|
let v = mp.update(Candle::new(10.0, 12.0, 8.0, 11.0, 1.0, 0)?);
|
|
println!("{:?}", v);
|
|
Ok(())
|
|
}
|
|
```
|
|
|
|
Output:
|
|
|
|
```
|
|
Some(10.0)
|
|
```
|
|
|
|
`(12 + 8) / 2 = 10`. This matches the `reference_value` test in
|
|
`crates/wickra-core/src/indicators/median_price.rs`.
|
|
|
|
### Python
|
|
|
|
```python
|
|
import numpy as np
|
|
import wickra as ta
|
|
|
|
mp = ta.MedianPrice()
|
|
print(mp.batch(np.array([12.0]), np.array([8.0])))
|
|
```
|
|
|
|
Output:
|
|
|
|
```
|
|
[10.]
|
|
```
|
|
|
|
### Node
|
|
|
|
```javascript
|
|
const ta = require('wickra');
|
|
const mp = new ta.MedianPrice();
|
|
console.log(mp.batch([12], [8]));
|
|
```
|
|
|
|
Output:
|
|
|
|
```
|
|
[ 10 ]
|
|
```
|
|
|
|
## Interpretation
|
|
|
|
The median price is the most range-centric of the three transforms — it is
|
|
blind to the close. Use it when the question is "where did this bar trade?"
|
|
rather than "where did it settle?", or as the input to a Bill Williams setup.
|
|
|
|
## Common pitfalls
|
|
|
|
- **Expecting the close to matter.** It does not — by definition the median
|
|
price ignores both the open and the close.
|
|
|
|
## References
|
|
|
|
The Median Price; the `(H + L) / 2` definition is standard (TA-Lib's
|
|
`MEDPRICE`).
|
|
|
|
## See also
|
|
|
|
- [Indicator-TypicalPrice.md](Indicator-TypicalPrice.md) — `(H + L + C) / 3`.
|
|
- [Indicator-WeightedClose.md](Indicator-WeightedClose.md) — `(H + L + 2C) / 4`.
|
|
- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
|