kingchenc
fcb221ec03
Adds 19 streaming indicators so an external trading-bot feature extractor can replace its hand-built features with native, batch/streaming-equivalent ones. Each is a real gap (verified against the existing catalogue), production-only, with full Python/Node/WASM bindings, fuzz drivers, and tests. Five commits, one per family group; counter 377 -> 396. ## What's added **Price Statistics (6)** — `LogReturn`, `RealizedVolatility` (raw quadratic variation, the un-annualised counterpart to `HistoricalVolatility`), `RollingQuantile`, `RollingIqr`, `RollingPercentileRank`, `SpreadAr1Coefficient` (pairwise AR(1) rho of the spread; complements `OuHalfLife`). **Price Action (4)** — `CloseVsOpen`, `BodySizePct`, `WickRatio`, `HighLowRange` (stateless per-bar OHLC transforms). **Regime / Trend / Jump labels (3)** — `TrendLabel` (sign of the rolling OLS slope), `JumpIndicator` (return outliers vs trailing volatility, measured as deviation from the trailing mean so steady drift is not flagged), `RegimeLabel` (volatility-quantile regime split). **Risk / Performance (2)** — `WinRate`, `Expectancy` (R-multiple). **Microstructure (4)** — `OrderFlowImbalance` (Cont-Kukanov-Stoikov OFI), `Vpin`, `AmihudIlliquidity`, `RollMeasure`. These reuse the existing `OrderBook` / `Trade` inputs (no new input type). ## Intentionally NOT added (already present, would be duplicates) - **Population skew / kurtosis** — `skewness.rs` / `kurtosis.rs` are already population moments (divisor n). - **Hurst R/S** — `hurst_exponent.rs` already uses rescaled-range (R/S) analysis. - **Queue Imbalance** — exactly `OrderBookImbalanceTop1` ((bidSize - askSize) / (bidSize + askSize)). ## Verification `cargo test -p wickra-core` (lib 3187 + doc 354), `cargo clippy --workspace --all-targets --all-features -D warnings` clean, node `npm run build && npm test` (471), python `pytest` (784). Counter consistent across `mod.rs`, lib block, README, and docs/README at 396.
32 lines
1.5 KiB
Markdown
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 **396 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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