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kingchenc fcb221ec03 feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175 )

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.

2026-06-04 12:00:35 +02:00

README.md

feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175 )

2026-06-04 12:00:35 +02:00

README.md

Documentation

Wickra's full documentation lives at docs.wickra.org.

That includes:

Quickstarts for Rust, Python, Node, and WASM.
A per-indicator deep dive for every one of the 396 indicators across the sixteen families (Moving Averages, Momentum Oscillators, Trend & Directional, Price Oscillators, Volatility & Bands, Bands & Channels, Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots & S/R, DeMark, Ichimoku & Charts, Candlestick Patterns, Market Profile, Risk / Performance) — see the indicators overview.
Reference pages: warmup periods, streaming vs batch, indicator chaining, and the data layer.
Guides: Cookbook, TA-Lib migration, FAQ.

Editing the docs

The documentation site is a separate git repository at https://github.com/wickra-lib/wickra-docs. Open a pull request there to propose changes; the site is built with VitePress and deploys to docs.wickra.org.